| 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 |
1,758.8900 |
1,792.6630 |
33.7730 |
1.9% |
1,535.1070 |
| High |
1,942.6760 |
1,818.3860 |
-124.2900 |
-6.4% |
1,877.1170 |
| Low |
1,729.8960 |
1,715.1770 |
-14.7190 |
-0.9% |
1,515.2340 |
| Close |
1,792.2690 |
1,796.9040 |
4.6350 |
0.3% |
1,758.8830 |
| Range |
212.7800 |
103.2090 |
-109.5710 |
-51.5% |
361.8830 |
| ATR |
168.8149 |
164.1287 |
-4.6861 |
-2.8% |
0.0000 |
| Volume |
861,883 |
747,899 |
-113,984 |
-13.2% |
3,620,490 |
|
| Daily Pivots for day following 16-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,086.4493 |
2,044.8857 |
1,853.6690 |
|
| R3 |
1,983.2403 |
1,941.6767 |
1,825.2865 |
|
| R2 |
1,880.0313 |
1,880.0313 |
1,815.8257 |
|
| R1 |
1,838.4677 |
1,838.4677 |
1,806.3648 |
1,859.2495 |
| PP |
1,776.8223 |
1,776.8223 |
1,776.8223 |
1,787.2133 |
| S1 |
1,735.2587 |
1,735.2587 |
1,787.4432 |
1,756.0405 |
| S2 |
1,673.6133 |
1,673.6133 |
1,777.9824 |
|
| S3 |
1,570.4043 |
1,632.0497 |
1,768.5215 |
|
| S4 |
1,467.1953 |
1,528.8407 |
1,740.1391 |
|
|
| 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 |
1,715.1770 |
227.4990 |
12.7% |
134.3754 |
7.5% |
36% |
False |
True |
732,549 |
| 10 |
1,942.6760 |
1,444.7800 |
497.8960 |
27.7% |
144.3853 |
8.0% |
71% |
False |
False |
754,707 |
| 20 |
2,036.8430 |
1,294.7920 |
742.0510 |
41.3% |
180.5761 |
10.0% |
68% |
False |
False |
914,579 |
| 40 |
2,036.8430 |
1,043.7570 |
993.0860 |
55.3% |
174.9010 |
9.7% |
76% |
False |
False |
1,099,230 |
| 60 |
2,036.8430 |
552.3810 |
1,484.4620 |
82.6% |
161.3518 |
9.0% |
84% |
False |
False |
1,245,140 |
| 80 |
2,036.8430 |
460.9000 |
1,575.9430 |
87.7% |
131.9766 |
7.3% |
85% |
False |
False |
1,132,092 |
| 100 |
2,036.8430 |
367.5770 |
1,669.2660 |
92.9% |
110.5723 |
6.2% |
86% |
False |
False |
1,037,531 |
| 120 |
2,036.8430 |
315.3600 |
1,721.4830 |
95.8% |
95.1966 |
5.3% |
86% |
False |
False |
946,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,257.0243 |
|
2.618 |
2,088.5872 |
|
1.618 |
1,985.3782 |
|
1.000 |
1,921.5950 |
|
0.618 |
1,882.1692 |
|
HIGH |
1,818.3860 |
|
0.618 |
1,778.9602 |
|
0.500 |
1,766.7815 |
|
0.382 |
1,754.6028 |
|
LOW |
1,715.1770 |
|
0.618 |
1,651.3938 |
|
1.000 |
1,611.9680 |
|
1.618 |
1,548.1848 |
|
2.618 |
1,444.9758 |
|
4.250 |
1,276.5388 |
|
|
| Fisher Pivots for day following 16-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,786.8632 |
1,828.9265 |
| PP |
1,776.8223 |
1,818.2523 |
| S1 |
1,766.7815 |
1,807.5782 |
|