| 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 |
6,762.5 |
6,785.5 |
23.0 |
0.3% |
6,700.0 |
| High |
6,808.0 |
6,799.0 |
-9.0 |
-0.1% |
6,793.0 |
| Low |
6,762.5 |
6,746.5 |
-16.0 |
-0.2% |
6,595.5 |
| Close |
6,794.0 |
6,763.0 |
-31.0 |
-0.5% |
6,754.5 |
| Range |
45.5 |
52.5 |
7.0 |
15.4% |
197.5 |
| ATR |
103.1 |
99.5 |
-3.6 |
-3.5% |
0.0 |
| Volume |
379,633 |
197,786 |
-181,847 |
-47.9% |
605,853 |
|
| Daily Pivots for day following 17-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,927.0 |
6,897.5 |
6,792.0 |
|
| R3 |
6,874.5 |
6,845.0 |
6,777.5 |
|
| R2 |
6,822.0 |
6,822.0 |
6,772.5 |
|
| R1 |
6,792.5 |
6,792.5 |
6,768.0 |
6,781.0 |
| PP |
6,769.5 |
6,769.5 |
6,769.5 |
6,764.0 |
| S1 |
6,740.0 |
6,740.0 |
6,758.0 |
6,728.5 |
| S2 |
6,717.0 |
6,717.0 |
6,753.5 |
|
| S3 |
6,664.5 |
6,687.5 |
6,748.5 |
|
| S4 |
6,612.0 |
6,635.0 |
6,734.0 |
|
|
| 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 |
6,691.0 |
117.0 |
1.7% |
70.5 |
1.0% |
62% |
False |
False |
245,518 |
| 10 |
6,808.0 |
6,536.5 |
271.5 |
4.0% |
91.0 |
1.3% |
83% |
False |
False |
178,312 |
| 20 |
6,808.0 |
6,432.0 |
376.0 |
5.6% |
103.5 |
1.5% |
88% |
False |
False |
152,459 |
| 40 |
6,808.0 |
6,300.0 |
508.0 |
7.5% |
99.5 |
1.5% |
91% |
False |
False |
126,122 |
| 60 |
6,910.0 |
6,265.0 |
645.0 |
9.5% |
103.5 |
1.5% |
77% |
False |
False |
115,860 |
| 80 |
6,910.0 |
6,216.5 |
693.5 |
10.3% |
94.5 |
1.4% |
79% |
False |
False |
102,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,022.0 |
|
2.618 |
6,936.5 |
|
1.618 |
6,884.0 |
|
1.000 |
6,851.5 |
|
0.618 |
6,831.5 |
|
HIGH |
6,799.0 |
|
0.618 |
6,779.0 |
|
0.500 |
6,773.0 |
|
0.382 |
6,766.5 |
|
LOW |
6,746.5 |
|
0.618 |
6,714.0 |
|
1.000 |
6,694.0 |
|
1.618 |
6,661.5 |
|
2.618 |
6,609.0 |
|
4.250 |
6,523.5 |
|
|
| Fisher Pivots for day following 17-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
6,773.0 |
6,762.5 |
| PP |
6,769.5 |
6,762.5 |
| S1 |
6,766.0 |
6,762.0 |
|