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 |
14,542.0 |
14,563.0 |
21.0 |
0.1% |
14,040.0 |
High |
14,595.0 |
14,569.0 |
-26.0 |
-0.2% |
14,595.0 |
Low |
14,513.0 |
14,448.0 |
-65.0 |
-0.4% |
13,957.0 |
Close |
14,577.0 |
14,502.0 |
-75.0 |
-0.5% |
14,502.0 |
Range |
82.0 |
121.0 |
39.0 |
47.6% |
638.0 |
ATR |
221.7 |
215.0 |
-6.6 |
-3.0% |
0.0 |
Volume |
61,210 |
59,338 |
-1,872 |
-3.1% |
354,505 |
|
Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,869.3 |
14,806.7 |
14,568.6 |
|
R3 |
14,748.3 |
14,685.7 |
14,535.3 |
|
R2 |
14,627.3 |
14,627.3 |
14,524.2 |
|
R1 |
14,564.7 |
14,564.7 |
14,513.1 |
14,535.5 |
PP |
14,506.3 |
14,506.3 |
14,506.3 |
14,491.8 |
S1 |
14,443.7 |
14,443.7 |
14,490.9 |
14,414.5 |
S2 |
14,385.3 |
14,385.3 |
14,479.8 |
|
S3 |
14,264.3 |
14,322.7 |
14,468.7 |
|
S4 |
14,143.3 |
14,201.7 |
14,435.5 |
|
|
Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,265.3 |
16,021.7 |
14,852.9 |
|
R3 |
15,627.3 |
15,383.7 |
14,677.5 |
|
R2 |
14,989.3 |
14,989.3 |
14,619.0 |
|
R1 |
14,745.7 |
14,745.7 |
14,560.5 |
14,867.5 |
PP |
14,351.3 |
14,351.3 |
14,351.3 |
14,412.3 |
S1 |
14,107.7 |
14,107.7 |
14,443.5 |
14,229.5 |
S2 |
13,713.3 |
13,713.3 |
14,385.0 |
|
S3 |
13,075.3 |
13,469.7 |
14,326.6 |
|
S4 |
12,437.3 |
12,831.7 |
14,151.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,595.0 |
13,957.0 |
638.0 |
4.4% |
200.4 |
1.4% |
85% |
False |
False |
70,901 |
10 |
14,595.0 |
13,846.0 |
749.0 |
5.2% |
199.5 |
1.4% |
88% |
False |
False |
73,376 |
20 |
14,595.0 |
13,637.0 |
958.0 |
6.6% |
208.9 |
1.4% |
90% |
False |
False |
70,401 |
40 |
14,595.0 |
13,298.0 |
1,297.0 |
8.9% |
218.9 |
1.5% |
93% |
False |
False |
63,384 |
60 |
14,595.0 |
12,996.5 |
1,598.5 |
11.0% |
222.2 |
1.5% |
94% |
False |
False |
55,762 |
80 |
14,595.0 |
12,972.5 |
1,622.5 |
11.2% |
195.9 |
1.4% |
94% |
False |
False |
41,906 |
100 |
14,595.0 |
11,302.5 |
3,292.5 |
22.7% |
210.6 |
1.5% |
97% |
False |
False |
33,556 |
120 |
14,595.0 |
11,302.5 |
3,292.5 |
22.7% |
199.3 |
1.4% |
97% |
False |
False |
27,974 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,083.3 |
2.618 |
14,885.8 |
1.618 |
14,764.8 |
1.000 |
14,690.0 |
0.618 |
14,643.8 |
HIGH |
14,569.0 |
0.618 |
14,522.8 |
0.500 |
14,508.5 |
0.382 |
14,494.2 |
LOW |
14,448.0 |
0.618 |
14,373.2 |
1.000 |
14,327.0 |
1.618 |
14,252.2 |
2.618 |
14,131.2 |
4.250 |
13,933.8 |
|
|
Fisher Pivots for day following 12-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
14,508.5 |
14,498.2 |
PP |
14,506.3 |
14,494.3 |
S1 |
14,504.2 |
14,490.5 |
|