| 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 |
1,840.9720 |
1,758.8900 |
-82.0820 |
-4.5% |
1,535.1070 |
| High |
1,847.1290 |
1,942.6760 |
95.5470 |
5.2% |
1,877.1170 |
| Low |
1,723.2340 |
1,729.8960 |
6.6620 |
0.4% |
1,515.2340 |
| Close |
1,758.8830 |
1,792.2690 |
33.3860 |
1.9% |
1,758.8830 |
| Range |
123.8950 |
212.7800 |
88.8850 |
71.7% |
361.8830 |
| ATR |
165.4329 |
168.8149 |
3.3819 |
2.0% |
0.0000 |
| Volume |
615,243 |
861,883 |
246,640 |
40.1% |
3,620,490 |
|
| Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,459.9537 |
2,338.8913 |
1,909.2980 |
|
| R3 |
2,247.1737 |
2,126.1113 |
1,850.7835 |
|
| R2 |
2,034.3937 |
2,034.3937 |
1,831.2787 |
|
| R1 |
1,913.3313 |
1,913.3313 |
1,811.7738 |
1,973.8625 |
| PP |
1,821.6137 |
1,821.6137 |
1,821.6137 |
1,851.8793 |
| S1 |
1,700.5513 |
1,700.5513 |
1,772.7642 |
1,761.0825 |
| S2 |
1,608.8337 |
1,608.8337 |
1,753.2593 |
|
| S3 |
1,396.0537 |
1,487.7713 |
1,733.7545 |
|
| S4 |
1,183.2737 |
1,274.9913 |
1,675.2400 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,802.7270 |
2,642.6880 |
1,957.9187 |
|
| R3 |
2,440.8440 |
2,280.8050 |
1,858.4008 |
|
| R2 |
2,078.9610 |
2,078.9610 |
1,825.2282 |
|
| R1 |
1,918.9220 |
1,918.9220 |
1,792.0556 |
1,998.9415 |
| PP |
1,717.0780 |
1,717.0780 |
1,717.0780 |
1,757.0878 |
| S1 |
1,557.0390 |
1,557.0390 |
1,725.7104 |
1,637.0585 |
| S2 |
1,355.1950 |
1,355.1950 |
1,692.5378 |
|
| S3 |
993.3120 |
1,195.1560 |
1,659.3652 |
|
| S4 |
631.4290 |
833.2730 |
1,559.8474 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,942.6760 |
1,723.2340 |
219.4420 |
12.2% |
130.7846 |
7.3% |
31% |
True |
False |
733,139 |
| 10 |
1,942.6760 |
1,444.7800 |
497.8960 |
27.8% |
148.4835 |
8.3% |
70% |
True |
False |
754,546 |
| 20 |
2,036.8430 |
1,294.7920 |
742.0510 |
41.4% |
180.4022 |
10.1% |
67% |
False |
False |
913,356 |
| 40 |
2,036.8430 |
1,043.7570 |
993.0860 |
55.4% |
176.7223 |
9.9% |
75% |
False |
False |
1,122,144 |
| 60 |
2,036.8430 |
552.3810 |
1,484.4620 |
82.8% |
160.4761 |
9.0% |
84% |
False |
False |
1,247,118 |
| 80 |
2,036.8430 |
458.3960 |
1,578.4470 |
88.1% |
131.0145 |
7.3% |
85% |
False |
False |
1,130,695 |
| 100 |
2,036.8430 |
366.3860 |
1,670.4570 |
93.2% |
109.6829 |
6.1% |
85% |
False |
False |
1,035,273 |
| 120 |
2,036.8430 |
315.3600 |
1,721.4830 |
96.1% |
94.4482 |
5.3% |
86% |
False |
False |
944,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,846.9910 |
|
2.618 |
2,499.7340 |
|
1.618 |
2,286.9540 |
|
1.000 |
2,155.4560 |
|
0.618 |
2,074.1740 |
|
HIGH |
1,942.6760 |
|
0.618 |
1,861.3940 |
|
0.500 |
1,836.2860 |
|
0.382 |
1,811.1780 |
|
LOW |
1,729.8960 |
|
0.618 |
1,598.3980 |
|
1.000 |
1,517.1160 |
|
1.618 |
1,385.6180 |
|
2.618 |
1,172.8380 |
|
4.250 |
825.5810 |
|
|
| Fisher Pivots for day following 15-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,836.2860 |
1,832.9550 |
| PP |
1,821.6137 |
1,819.3930 |
| S1 |
1,806.9413 |
1,805.8310 |
|