| 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 |
13,055.00 |
12,950.00 |
-105.00 |
-0.8% |
12,715.00 |
| High |
13,095.00 |
13,099.00 |
4.00 |
0.0% |
13,119.25 |
| Low |
12,768.25 |
12,872.00 |
103.75 |
0.8% |
12,281.75 |
| Close |
12,933.50 |
13,078.50 |
145.00 |
1.1% |
12,933.50 |
| Range |
326.75 |
227.00 |
-99.75 |
-30.5% |
837.50 |
| ATR |
366.99 |
356.99 |
-10.00 |
-2.7% |
0.00 |
| Volume |
476,352 |
297,629 |
-178,723 |
-37.5% |
3,111,502 |
|
| Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,697.50 |
13,615.00 |
13,203.25 |
|
| R3 |
13,470.50 |
13,388.00 |
13,141.00 |
|
| R2 |
13,243.50 |
13,243.50 |
13,120.00 |
|
| R1 |
13,161.00 |
13,161.00 |
13,099.25 |
13,202.25 |
| PP |
13,016.50 |
13,016.50 |
13,016.50 |
13,037.00 |
| S1 |
12,934.00 |
12,934.00 |
13,057.75 |
12,975.25 |
| S2 |
12,789.50 |
12,789.50 |
13,037.00 |
|
| S3 |
12,562.50 |
12,707.00 |
13,016.00 |
|
| S4 |
12,335.50 |
12,480.00 |
12,953.75 |
|
|
| 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 |
12,326.00 |
793.25 |
6.1% |
356.00 |
2.7% |
95% |
False |
False |
532,020 |
| 10 |
13,328.25 |
12,207.25 |
1,121.00 |
8.6% |
405.00 |
3.1% |
78% |
False |
False |
679,452 |
| 20 |
13,900.50 |
12,207.25 |
1,693.25 |
12.9% |
384.25 |
2.9% |
51% |
False |
False |
676,897 |
| 40 |
13,900.50 |
12,207.25 |
1,693.25 |
12.9% |
324.50 |
2.5% |
51% |
False |
False |
593,121 |
| 60 |
13,900.50 |
12,207.25 |
1,693.25 |
12.9% |
280.75 |
2.1% |
51% |
False |
False |
541,943 |
| 80 |
13,900.50 |
11,800.50 |
2,100.00 |
16.1% |
254.50 |
1.9% |
61% |
False |
False |
421,922 |
| 100 |
13,900.50 |
10,934.00 |
2,966.50 |
22.7% |
262.25 |
2.0% |
72% |
False |
False |
337,722 |
| 120 |
13,900.50 |
10,655.00 |
3,245.50 |
24.8% |
266.50 |
2.0% |
75% |
False |
False |
281,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,063.75 |
|
2.618 |
13,693.25 |
|
1.618 |
13,466.25 |
|
1.000 |
13,326.00 |
|
0.618 |
13,239.25 |
|
HIGH |
13,099.00 |
|
0.618 |
13,012.25 |
|
0.500 |
12,985.50 |
|
0.382 |
12,958.75 |
|
LOW |
12,872.00 |
|
0.618 |
12,731.75 |
|
1.000 |
12,645.00 |
|
1.618 |
12,504.75 |
|
2.618 |
12,277.75 |
|
4.250 |
11,907.25 |
|
|
| Fisher Pivots for day following 15-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
13,047.50 |
13,026.25 |
| PP |
13,016.50 |
12,974.00 |
| S1 |
12,985.50 |
12,921.75 |
|