| Trading Metrics calculated at close of trading on 15-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2021 |
15-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
2,338.8 |
2,357.6 |
18.8 |
0.8% |
2,201.0 |
| High |
2,356.0 |
2,368.2 |
12.2 |
0.5% |
2,356.0 |
| Low |
2,327.5 |
2,332.3 |
4.8 |
0.2% |
2,161.0 |
| Close |
2,351.3 |
2,358.1 |
6.8 |
0.3% |
2,351.3 |
| Range |
28.5 |
35.9 |
7.4 |
26.0% |
195.0 |
| ATR |
65.6 |
63.4 |
-2.1 |
-3.2% |
0.0 |
| Volume |
199,039 |
262,980 |
63,941 |
32.1% |
975,643 |
|
| Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,460.6 |
2,445.2 |
2,377.8 |
|
| R3 |
2,424.7 |
2,409.3 |
2,368.0 |
|
| R2 |
2,388.8 |
2,388.8 |
2,364.7 |
|
| R1 |
2,373.4 |
2,373.4 |
2,361.4 |
2,381.1 |
| PP |
2,352.9 |
2,352.9 |
2,352.9 |
2,356.7 |
| S1 |
2,337.5 |
2,337.5 |
2,354.8 |
2,345.2 |
| S2 |
2,317.0 |
2,317.0 |
2,351.5 |
|
| S3 |
2,281.1 |
2,301.6 |
2,348.2 |
|
| S4 |
2,245.2 |
2,265.7 |
2,338.4 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,874.4 |
2,807.9 |
2,458.6 |
|
| R3 |
2,679.4 |
2,612.9 |
2,404.9 |
|
| R2 |
2,484.4 |
2,484.4 |
2,387.1 |
|
| R1 |
2,417.9 |
2,417.9 |
2,369.2 |
2,451.2 |
| PP |
2,289.4 |
2,289.4 |
2,289.4 |
2,306.1 |
| S1 |
2,222.9 |
2,222.9 |
2,333.4 |
2,256.2 |
| S2 |
2,094.4 |
2,094.4 |
2,315.6 |
|
| S3 |
1,899.4 |
2,027.9 |
2,297.7 |
|
| S4 |
1,704.4 |
1,832.9 |
2,244.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,368.2 |
2,202.5 |
165.7 |
7.0% |
49.8 |
2.1% |
94% |
True |
False |
203,519 |
| 10 |
2,368.2 |
2,084.4 |
283.8 |
12.0% |
66.8 |
2.8% |
96% |
True |
False |
229,554 |
| 20 |
2,368.2 |
2,084.4 |
283.8 |
12.0% |
69.7 |
3.0% |
96% |
True |
False |
222,113 |
| 40 |
2,368.2 |
2,028.6 |
339.6 |
14.4% |
60.8 |
2.6% |
97% |
True |
False |
208,510 |
| 60 |
2,368.2 |
1,878.1 |
490.1 |
20.8% |
56.8 |
2.4% |
98% |
True |
False |
196,105 |
| 80 |
2,368.2 |
1,749.3 |
618.9 |
26.2% |
52.0 |
2.2% |
98% |
True |
False |
158,427 |
| 100 |
2,368.2 |
1,515.9 |
852.3 |
36.1% |
51.3 |
2.2% |
99% |
True |
False |
126,778 |
| 120 |
2,368.2 |
1,424.4 |
943.8 |
40.0% |
48.5 |
2.1% |
99% |
True |
False |
105,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,520.8 |
|
2.618 |
2,462.2 |
|
1.618 |
2,426.3 |
|
1.000 |
2,404.1 |
|
0.618 |
2,390.4 |
|
HIGH |
2,368.2 |
|
0.618 |
2,354.5 |
|
0.500 |
2,350.3 |
|
0.382 |
2,346.0 |
|
LOW |
2,332.3 |
|
0.618 |
2,310.1 |
|
1.000 |
2,296.4 |
|
1.618 |
2,274.2 |
|
2.618 |
2,238.3 |
|
4.250 |
2,179.7 |
|
|
| Fisher Pivots for day following 15-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,355.5 |
2,347.2 |
| PP |
2,352.9 |
2,336.3 |
| S1 |
2,350.3 |
2,325.5 |
|