| Trading Metrics calculated at close of trading on 18-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2021 |
18-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
13,018.66 |
13,008.37 |
-10.29 |
-0.1% |
12,636.69 |
| High |
13,280.29 |
13,040.36 |
-239.93 |
-1.8% |
13,117.86 |
| Low |
12,950.08 |
12,781.53 |
-168.55 |
-1.3% |
12,287.57 |
| Close |
13,202.38 |
12,789.14 |
-413.24 |
-3.1% |
12,937.29 |
| Range |
330.21 |
258.83 |
-71.38 |
-21.6% |
830.29 |
| ATR |
309.51 |
317.47 |
7.95 |
2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,646.83 |
13,476.82 |
12,931.50 |
|
| R3 |
13,388.00 |
13,217.99 |
12,860.32 |
|
| R2 |
13,129.17 |
13,129.17 |
12,836.59 |
|
| R1 |
12,959.16 |
12,959.16 |
12,812.87 |
12,914.75 |
| PP |
12,870.34 |
12,870.34 |
12,870.34 |
12,848.14 |
| S1 |
12,700.33 |
12,700.33 |
12,765.41 |
12,655.92 |
| S2 |
12,611.51 |
12,611.51 |
12,741.69 |
|
| S3 |
12,352.68 |
12,441.50 |
12,717.96 |
|
| S4 |
12,093.85 |
12,182.67 |
12,646.78 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,271.78 |
14,934.82 |
13,393.95 |
|
| R3 |
14,441.49 |
14,104.53 |
13,165.62 |
|
| R2 |
13,611.20 |
13,611.20 |
13,089.51 |
|
| R1 |
13,274.24 |
13,274.24 |
13,013.40 |
13,442.72 |
| PP |
12,780.91 |
12,780.91 |
12,780.91 |
12,865.15 |
| S1 |
12,443.95 |
12,443.95 |
12,861.18 |
12,612.43 |
| S2 |
11,950.62 |
11,950.62 |
12,785.07 |
|
| S3 |
11,120.33 |
11,613.66 |
12,708.96 |
|
| S4 |
10,290.04 |
10,783.37 |
12,480.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,297.48 |
12,778.13 |
519.35 |
4.1% |
231.83 |
1.8% |
2% |
False |
False |
|
| 10 |
13,297.48 |
12,208.39 |
1,089.09 |
8.5% |
280.88 |
2.2% |
53% |
False |
False |
|
| 20 |
13,701.69 |
12,208.39 |
1,493.30 |
11.7% |
310.67 |
2.4% |
39% |
False |
False |
|
| 40 |
13,879.77 |
12,208.39 |
1,671.38 |
13.1% |
245.89 |
1.9% |
35% |
False |
False |
|
| 60 |
13,879.77 |
12,208.39 |
1,671.38 |
13.1% |
217.74 |
1.7% |
35% |
False |
False |
|
| 80 |
13,879.77 |
11,817.53 |
2,062.24 |
16.1% |
200.44 |
1.6% |
47% |
False |
False |
|
| 100 |
13,879.77 |
10,957.11 |
2,922.66 |
22.9% |
204.21 |
1.6% |
63% |
False |
False |
|
| 120 |
13,879.77 |
10,851.68 |
3,028.09 |
23.7% |
202.74 |
1.6% |
64% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,140.39 |
|
2.618 |
13,717.98 |
|
1.618 |
13,459.15 |
|
1.000 |
13,299.19 |
|
0.618 |
13,200.32 |
|
HIGH |
13,040.36 |
|
0.618 |
12,941.49 |
|
0.500 |
12,910.95 |
|
0.382 |
12,880.40 |
|
LOW |
12,781.53 |
|
0.618 |
12,621.57 |
|
1.000 |
12,522.70 |
|
1.618 |
12,362.74 |
|
2.618 |
12,103.91 |
|
4.250 |
11,681.50 |
|
|
| Fisher Pivots for day following 18-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
12,910.95 |
13,039.51 |
| PP |
12,870.34 |
12,956.05 |
| S1 |
12,829.74 |
12,872.60 |
|