Trading Metrics calculated at close of trading on 12-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2021 |
12-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
12,795.25 |
13,055.00 |
259.75 |
2.0% |
12,715.00 |
High |
13,119.25 |
13,095.00 |
-24.25 |
-0.2% |
13,119.25 |
Low |
12,724.25 |
12,768.25 |
44.00 |
0.3% |
12,281.75 |
Close |
13,048.25 |
12,933.50 |
-114.75 |
-0.9% |
12,933.50 |
Range |
395.00 |
326.75 |
-68.25 |
-17.3% |
837.50 |
ATR |
370.09 |
366.99 |
-3.10 |
-0.8% |
0.00 |
Volume |
526,139 |
476,352 |
-49,787 |
-9.5% |
3,111,502 |
|
Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,912.50 |
13,749.75 |
13,113.25 |
|
R3 |
13,585.75 |
13,423.00 |
13,023.25 |
|
R2 |
13,259.00 |
13,259.00 |
12,993.50 |
|
R1 |
13,096.25 |
13,096.25 |
12,963.50 |
13,014.25 |
PP |
12,932.25 |
12,932.25 |
12,932.25 |
12,891.25 |
S1 |
12,769.50 |
12,769.50 |
12,903.50 |
12,687.50 |
S2 |
12,605.50 |
12,605.50 |
12,873.50 |
|
S3 |
12,278.75 |
12,442.75 |
12,843.75 |
|
S4 |
11,952.00 |
12,116.00 |
12,753.75 |
|
|
Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,290.75 |
14,949.50 |
13,394.00 |
|
R3 |
14,453.25 |
14,112.00 |
13,163.75 |
|
R2 |
13,615.75 |
13,615.75 |
13,087.00 |
|
R1 |
13,274.50 |
13,274.50 |
13,010.25 |
13,445.00 |
PP |
12,778.25 |
12,778.25 |
12,778.25 |
12,863.50 |
S1 |
12,437.00 |
12,437.00 |
12,856.75 |
12,607.50 |
S2 |
11,940.75 |
11,940.75 |
12,780.00 |
|
S3 |
11,103.25 |
11,599.50 |
12,703.25 |
|
S4 |
10,265.75 |
10,762.00 |
12,473.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,119.25 |
12,281.75 |
837.50 |
6.5% |
406.50 |
3.1% |
78% |
False |
False |
622,300 |
10 |
13,328.25 |
12,207.25 |
1,121.00 |
8.7% |
419.50 |
3.2% |
65% |
False |
False |
701,075 |
20 |
13,900.50 |
12,207.25 |
1,693.25 |
13.1% |
381.50 |
2.9% |
43% |
False |
False |
681,662 |
40 |
13,900.50 |
12,207.25 |
1,693.25 |
13.1% |
322.50 |
2.5% |
43% |
False |
False |
596,120 |
60 |
13,900.50 |
12,207.25 |
1,693.25 |
13.1% |
280.00 |
2.2% |
43% |
False |
False |
543,676 |
80 |
13,900.50 |
11,800.50 |
2,100.00 |
16.2% |
254.25 |
2.0% |
54% |
False |
False |
418,217 |
100 |
13,900.50 |
10,934.00 |
2,966.50 |
22.9% |
263.50 |
2.0% |
67% |
False |
False |
334,753 |
120 |
13,900.50 |
10,649.50 |
3,251.00 |
25.1% |
267.50 |
2.1% |
70% |
False |
False |
279,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,483.75 |
2.618 |
13,950.50 |
1.618 |
13,623.75 |
1.000 |
13,421.75 |
0.618 |
13,297.00 |
HIGH |
13,095.00 |
0.618 |
12,970.25 |
0.500 |
12,931.50 |
0.382 |
12,893.00 |
LOW |
12,768.25 |
0.618 |
12,566.25 |
1.000 |
12,441.50 |
1.618 |
12,239.50 |
2.618 |
11,912.75 |
4.250 |
11,379.50 |
|
|
Fisher Pivots for day following 12-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
12,933.00 |
12,926.00 |
PP |
12,932.25 |
12,918.50 |
S1 |
12,931.50 |
12,911.00 |
|