Trading Metrics calculated at close of trading on 17-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2021 |
17-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
13,084.75 |
13,174.75 |
90.00 |
0.7% |
12,715.00 |
High |
13,298.00 |
13,283.25 |
-14.75 |
-0.1% |
13,119.25 |
Low |
13,056.50 |
12,946.50 |
-110.00 |
-0.8% |
12,281.75 |
Close |
13,151.50 |
13,201.50 |
50.00 |
0.4% |
12,933.50 |
Range |
241.50 |
336.75 |
95.25 |
39.4% |
837.50 |
ATR |
348.74 |
347.89 |
-0.86 |
-0.2% |
0.00 |
Volume |
240,942 |
202,697 |
-38,245 |
-15.9% |
3,111,502 |
|
Daily Pivots for day following 17-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,154.00 |
14,014.50 |
13,386.75 |
|
R3 |
13,817.25 |
13,677.75 |
13,294.00 |
|
R2 |
13,480.50 |
13,480.50 |
13,263.25 |
|
R1 |
13,341.00 |
13,341.00 |
13,232.25 |
13,410.75 |
PP |
13,143.75 |
13,143.75 |
13,143.75 |
13,178.50 |
S1 |
13,004.25 |
13,004.25 |
13,170.75 |
13,074.00 |
S2 |
12,807.00 |
12,807.00 |
13,139.75 |
|
S3 |
12,470.25 |
12,667.50 |
13,109.00 |
|
S4 |
12,133.50 |
12,330.75 |
13,016.25 |
|
|
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 |
12,724.25 |
573.75 |
4.3% |
305.50 |
2.3% |
83% |
False |
False |
348,751 |
10 |
13,298.00 |
12,207.25 |
1,090.75 |
8.3% |
382.00 |
2.9% |
91% |
False |
False |
591,858 |
20 |
13,729.00 |
12,207.25 |
1,521.75 |
11.5% |
391.75 |
3.0% |
65% |
False |
False |
639,668 |
40 |
13,900.50 |
12,207.25 |
1,693.25 |
12.8% |
326.75 |
2.5% |
59% |
False |
False |
578,678 |
60 |
13,900.50 |
12,207.25 |
1,693.25 |
12.8% |
286.50 |
2.2% |
59% |
False |
False |
536,067 |
80 |
13,900.50 |
11,800.50 |
2,100.00 |
15.9% |
258.00 |
2.0% |
67% |
False |
False |
427,455 |
100 |
13,900.50 |
10,934.00 |
2,966.50 |
22.5% |
264.25 |
2.0% |
76% |
False |
False |
342,145 |
120 |
13,900.50 |
10,655.00 |
3,245.50 |
24.6% |
265.25 |
2.0% |
78% |
False |
False |
285,231 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,714.50 |
2.618 |
14,164.75 |
1.618 |
13,828.00 |
1.000 |
13,620.00 |
0.618 |
13,491.25 |
HIGH |
13,283.25 |
0.618 |
13,154.50 |
0.500 |
13,115.00 |
0.382 |
13,075.25 |
LOW |
12,946.50 |
0.618 |
12,738.50 |
1.000 |
12,609.75 |
1.618 |
12,401.75 |
2.618 |
12,065.00 |
4.250 |
11,515.25 |
|
|
Fisher Pivots for day following 17-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
13,172.50 |
13,162.75 |
PP |
13,143.75 |
13,123.75 |
S1 |
13,115.00 |
13,085.00 |
|