Trading Metrics calculated at close of trading on 16-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2021 |
16-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
56,972.72 |
56,416.39 |
-556.33 |
-1.0% |
49,085.09 |
High |
61,749.81 |
56,938.84 |
-4,810.97 |
-7.8% |
58,121.91 |
Low |
55,156.90 |
53,338.44 |
-1,818.46 |
-3.3% |
47,133.15 |
Close |
56,416.39 |
56,371.70 |
-44.69 |
-0.1% |
56,972.72 |
Range |
6,592.91 |
3,600.40 |
-2,992.51 |
-45.4% |
10,988.76 |
ATR |
4,355.69 |
4,301.74 |
-53.95 |
-1.2% |
0.00 |
Volume |
82,064 |
69,940 |
-12,124 |
-14.8% |
316,348 |
|
Daily Pivots for day following 16-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66,350.86 |
64,961.68 |
58,351.92 |
|
R3 |
62,750.46 |
61,361.28 |
57,361.81 |
|
R2 |
59,150.06 |
59,150.06 |
57,031.77 |
|
R1 |
57,760.88 |
57,760.88 |
56,701.74 |
56,655.27 |
PP |
55,549.66 |
55,549.66 |
55,549.66 |
54,996.86 |
S1 |
54,160.48 |
54,160.48 |
56,041.66 |
53,054.87 |
S2 |
51,949.26 |
51,949.26 |
55,711.63 |
|
S3 |
48,348.86 |
50,560.08 |
55,381.59 |
|
S4 |
44,748.46 |
46,959.68 |
54,391.48 |
|
|
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 |
53,124.42 |
8,625.39 |
15.3% |
4,194.26 |
7.4% |
38% |
False |
False |
70,309 |
10 |
61,749.81 |
46,379.01 |
15,370.80 |
27.3% |
4,157.15 |
7.4% |
65% |
False |
False |
66,774 |
20 |
61,749.81 |
43,145.98 |
18,603.83 |
33.0% |
4,748.43 |
8.4% |
71% |
False |
False |
80,644 |
40 |
61,749.81 |
28,860.59 |
32,889.22 |
58.3% |
4,149.77 |
7.4% |
84% |
False |
False |
90,089 |
60 |
61,749.81 |
21,204.28 |
40,545.53 |
71.9% |
3,918.99 |
7.0% |
87% |
False |
False |
97,975 |
80 |
61,749.81 |
16,486.66 |
45,263.15 |
80.3% |
3,223.02 |
5.7% |
88% |
False |
False |
90,951 |
100 |
61,749.81 |
11,888.26 |
49,861.55 |
88.5% |
2,733.76 |
4.8% |
89% |
False |
False |
86,045 |
120 |
61,749.81 |
10,146.79 |
51,603.02 |
91.5% |
2,335.13 |
4.1% |
90% |
False |
False |
75,863 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72,240.54 |
2.618 |
66,364.69 |
1.618 |
62,764.29 |
1.000 |
60,539.24 |
0.618 |
59,163.89 |
HIGH |
56,938.84 |
0.618 |
55,563.49 |
0.500 |
55,138.64 |
0.382 |
54,713.79 |
LOW |
53,338.44 |
0.618 |
51,113.39 |
1.000 |
49,738.04 |
1.618 |
47,512.99 |
2.618 |
43,912.59 |
4.250 |
38,036.74 |
|
|
Fisher Pivots for day following 16-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
55,960.68 |
57,544.13 |
PP |
55,549.66 |
57,153.32 |
S1 |
55,138.64 |
56,762.51 |
|