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 |
12,950.00 |
13,084.75 |
134.75 |
1.0% |
12,715.00 |
High |
13,099.00 |
13,298.00 |
199.00 |
1.5% |
13,119.25 |
Low |
12,872.00 |
13,056.50 |
184.50 |
1.4% |
12,281.75 |
Close |
13,078.50 |
13,151.50 |
73.00 |
0.6% |
12,933.50 |
Range |
227.00 |
241.50 |
14.50 |
6.4% |
837.50 |
ATR |
356.99 |
348.74 |
-8.25 |
-2.3% |
0.00 |
Volume |
297,629 |
240,942 |
-56,687 |
-19.0% |
3,111,502 |
|
Daily Pivots for day following 16-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,893.25 |
13,763.75 |
13,284.25 |
|
R3 |
13,651.75 |
13,522.25 |
13,218.00 |
|
R2 |
13,410.25 |
13,410.25 |
13,195.75 |
|
R1 |
13,280.75 |
13,280.75 |
13,173.75 |
13,345.50 |
PP |
13,168.75 |
13,168.75 |
13,168.75 |
13,201.00 |
S1 |
13,039.25 |
13,039.25 |
13,129.25 |
13,104.00 |
S2 |
12,927.25 |
12,927.25 |
13,107.25 |
|
S3 |
12,685.75 |
12,797.75 |
13,085.00 |
|
S4 |
12,444.25 |
12,556.25 |
13,018.75 |
|
|
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 |
13,298.00 |
12,703.00 |
595.00 |
4.5% |
296.00 |
2.3% |
75% |
True |
False |
451,404 |
10 |
13,298.00 |
12,207.25 |
1,090.75 |
8.3% |
401.00 |
3.1% |
87% |
True |
False |
647,233 |
20 |
13,785.00 |
12,207.25 |
1,577.75 |
12.0% |
387.00 |
2.9% |
60% |
False |
False |
658,712 |
40 |
13,900.50 |
12,207.25 |
1,693.25 |
12.9% |
326.00 |
2.5% |
56% |
False |
False |
585,650 |
60 |
13,900.50 |
12,207.25 |
1,693.25 |
12.9% |
282.50 |
2.1% |
56% |
False |
False |
539,171 |
80 |
13,900.50 |
11,800.50 |
2,100.00 |
16.0% |
255.75 |
1.9% |
64% |
False |
False |
424,927 |
100 |
13,900.50 |
10,934.00 |
2,966.50 |
22.6% |
262.75 |
2.0% |
75% |
False |
False |
340,123 |
120 |
13,900.50 |
10,655.00 |
3,245.50 |
24.7% |
266.00 |
2.0% |
77% |
False |
False |
283,549 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,324.50 |
2.618 |
13,930.25 |
1.618 |
13,688.75 |
1.000 |
13,539.50 |
0.618 |
13,447.25 |
HIGH |
13,298.00 |
0.618 |
13,205.75 |
0.500 |
13,177.25 |
0.382 |
13,148.75 |
LOW |
13,056.50 |
0.618 |
12,907.25 |
1.000 |
12,815.00 |
1.618 |
12,665.75 |
2.618 |
12,424.25 |
4.250 |
12,030.00 |
|
|
Fisher Pivots for day following 16-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
13,177.25 |
13,112.00 |
PP |
13,168.75 |
13,072.50 |
S1 |
13,160.00 |
13,033.00 |
|