Trading Metrics calculated at close of trading on 15-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2021 |
15-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
57,652.90 |
56,972.72 |
-680.18 |
-1.2% |
49,085.09 |
High |
58,121.91 |
61,749.81 |
3,627.90 |
6.2% |
58,121.91 |
Low |
55,122.82 |
55,156.90 |
34.08 |
0.1% |
47,133.15 |
Close |
56,972.72 |
56,416.39 |
-556.33 |
-1.0% |
56,972.72 |
Range |
2,999.09 |
6,592.91 |
3,593.82 |
119.8% |
10,988.76 |
ATR |
4,183.60 |
4,355.69 |
172.09 |
4.1% |
0.00 |
Volume |
63,353 |
82,064 |
18,711 |
29.5% |
316,348 |
|
Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77,553.10 |
73,577.65 |
60,042.49 |
|
R3 |
70,960.19 |
66,984.74 |
58,229.44 |
|
R2 |
64,367.28 |
64,367.28 |
57,625.09 |
|
R1 |
60,391.83 |
60,391.83 |
57,020.74 |
59,083.10 |
PP |
57,774.37 |
57,774.37 |
57,774.37 |
57,120.00 |
S1 |
53,798.92 |
53,798.92 |
55,812.04 |
52,490.19 |
S2 |
51,181.46 |
51,181.46 |
55,207.69 |
|
S3 |
44,588.55 |
47,206.01 |
54,603.34 |
|
S4 |
37,995.64 |
40,613.10 |
52,790.29 |
|
|
Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87,042.21 |
82,996.22 |
63,016.54 |
|
R3 |
76,053.45 |
72,007.46 |
59,994.63 |
|
R2 |
65,064.69 |
65,064.69 |
58,987.33 |
|
R1 |
61,018.70 |
61,018.70 |
57,980.02 |
63,041.70 |
PP |
54,075.93 |
54,075.93 |
54,075.93 |
55,087.42 |
S1 |
50,029.94 |
50,029.94 |
55,965.42 |
52,052.94 |
S2 |
43,087.17 |
43,087.17 |
54,958.11 |
|
S3 |
32,098.41 |
39,041.18 |
53,950.81 |
|
S4 |
21,109.65 |
28,052.42 |
50,928.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
61,749.81 |
51,471.69 |
10,278.12 |
18.2% |
4,136.49 |
7.3% |
48% |
True |
False |
68,948 |
10 |
61,749.81 |
46,379.01 |
15,370.80 |
27.2% |
4,107.62 |
7.3% |
65% |
True |
False |
65,728 |
20 |
61,749.81 |
43,145.98 |
18,603.83 |
33.0% |
4,740.38 |
8.4% |
71% |
True |
False |
80,826 |
40 |
61,749.81 |
28,860.59 |
32,889.22 |
58.3% |
4,188.35 |
7.4% |
84% |
True |
False |
91,106 |
60 |
61,749.81 |
19,307.07 |
42,442.74 |
75.2% |
3,891.83 |
6.9% |
87% |
True |
False |
98,895 |
80 |
61,749.81 |
16,486.66 |
45,263.15 |
80.2% |
3,193.93 |
5.7% |
88% |
True |
False |
91,061 |
100 |
61,749.81 |
11,694.05 |
50,055.76 |
88.7% |
2,701.29 |
4.8% |
89% |
True |
False |
85,682 |
120 |
61,749.81 |
10,146.79 |
51,603.02 |
91.5% |
2,306.52 |
4.1% |
90% |
True |
False |
75,454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89,769.68 |
2.618 |
79,010.05 |
1.618 |
72,417.14 |
1.000 |
68,342.72 |
0.618 |
65,824.23 |
HIGH |
61,749.81 |
0.618 |
59,231.32 |
0.500 |
58,453.36 |
0.382 |
57,675.39 |
LOW |
55,156.90 |
0.618 |
51,082.48 |
1.000 |
48,563.99 |
1.618 |
44,489.57 |
2.618 |
37,896.66 |
4.250 |
27,137.03 |
|
|
Fisher Pivots for day following 15-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
58,453.36 |
58,050.69 |
PP |
57,774.37 |
57,505.92 |
S1 |
57,095.38 |
56,961.16 |
|