| 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 |
6,792.5 |
6,762.5 |
-30.0 |
-0.4% |
6,700.0 |
| High |
6,804.0 |
6,808.0 |
4.0 |
0.1% |
6,793.0 |
| Low |
6,716.0 |
6,762.5 |
46.5 |
0.7% |
6,595.5 |
| Close |
6,741.0 |
6,794.0 |
53.0 |
0.8% |
6,754.5 |
| Range |
88.0 |
45.5 |
-42.5 |
-48.3% |
197.5 |
| ATR |
105.9 |
103.1 |
-2.8 |
-2.6% |
0.0 |
| Volume |
360,519 |
379,633 |
19,114 |
5.3% |
605,853 |
|
| Daily Pivots for day following 16-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,924.5 |
6,905.0 |
6,819.0 |
|
| R3 |
6,879.0 |
6,859.5 |
6,806.5 |
|
| R2 |
6,833.5 |
6,833.5 |
6,802.5 |
|
| R1 |
6,814.0 |
6,814.0 |
6,798.0 |
6,824.0 |
| PP |
6,788.0 |
6,788.0 |
6,788.0 |
6,793.0 |
| S1 |
6,768.5 |
6,768.5 |
6,790.0 |
6,778.0 |
| S2 |
6,742.5 |
6,742.5 |
6,785.5 |
|
| S3 |
6,697.0 |
6,723.0 |
6,781.5 |
|
| S4 |
6,651.5 |
6,677.5 |
6,769.0 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,307.0 |
7,228.0 |
6,863.0 |
|
| R3 |
7,109.5 |
7,030.5 |
6,809.0 |
|
| R2 |
6,912.0 |
6,912.0 |
6,790.5 |
|
| R1 |
6,833.0 |
6,833.0 |
6,772.5 |
6,872.5 |
| PP |
6,714.5 |
6,714.5 |
6,714.5 |
6,734.0 |
| S1 |
6,635.5 |
6,635.5 |
6,736.5 |
6,675.0 |
| S2 |
6,517.0 |
6,517.0 |
6,718.5 |
|
| S3 |
6,319.5 |
6,438.0 |
6,700.0 |
|
| S4 |
6,122.0 |
6,240.5 |
6,646.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,808.0 |
6,663.0 |
145.0 |
2.1% |
72.5 |
1.1% |
90% |
True |
False |
223,830 |
| 10 |
6,808.0 |
6,536.5 |
271.5 |
4.0% |
94.5 |
1.4% |
95% |
True |
False |
170,111 |
| 20 |
6,808.0 |
6,432.0 |
376.0 |
5.5% |
104.0 |
1.5% |
96% |
True |
False |
147,660 |
| 40 |
6,808.0 |
6,300.0 |
508.0 |
7.5% |
100.0 |
1.5% |
97% |
True |
False |
123,551 |
| 60 |
6,910.0 |
6,265.0 |
645.0 |
9.5% |
104.5 |
1.5% |
82% |
False |
False |
114,498 |
| 80 |
6,910.0 |
6,216.5 |
693.5 |
10.2% |
94.0 |
1.4% |
83% |
False |
False |
100,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,001.5 |
|
2.618 |
6,927.0 |
|
1.618 |
6,881.5 |
|
1.000 |
6,853.5 |
|
0.618 |
6,836.0 |
|
HIGH |
6,808.0 |
|
0.618 |
6,790.5 |
|
0.500 |
6,785.0 |
|
0.382 |
6,780.0 |
|
LOW |
6,762.5 |
|
0.618 |
6,734.5 |
|
1.000 |
6,717.0 |
|
1.618 |
6,689.0 |
|
2.618 |
6,643.5 |
|
4.250 |
6,569.0 |
|
|
| Fisher Pivots for day following 16-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
6,791.0 |
6,779.0 |
| PP |
6,788.0 |
6,764.5 |
| S1 |
6,785.0 |
6,749.5 |
|