| 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 |
2,357.6 |
2,355.1 |
-2.5 |
-0.1% |
2,201.0 |
| High |
2,368.2 |
2,356.3 |
-11.9 |
-0.5% |
2,356.0 |
| Low |
2,332.3 |
2,305.2 |
-27.1 |
-1.2% |
2,161.0 |
| Close |
2,358.1 |
2,319.5 |
-38.6 |
-1.6% |
2,351.3 |
| Range |
35.9 |
51.1 |
15.2 |
42.3% |
195.0 |
| ATR |
63.4 |
62.7 |
-0.8 |
-1.2% |
0.0 |
| Volume |
262,980 |
160,363 |
-102,617 |
-39.0% |
975,643 |
|
| Daily Pivots for day following 16-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,480.3 |
2,451.0 |
2,347.6 |
|
| R3 |
2,429.2 |
2,399.9 |
2,333.6 |
|
| R2 |
2,378.1 |
2,378.1 |
2,328.9 |
|
| R1 |
2,348.8 |
2,348.8 |
2,324.2 |
2,337.9 |
| PP |
2,327.0 |
2,327.0 |
2,327.0 |
2,321.6 |
| S1 |
2,297.7 |
2,297.7 |
2,314.8 |
2,286.8 |
| S2 |
2,275.9 |
2,275.9 |
2,310.1 |
|
| S3 |
2,224.8 |
2,246.6 |
2,305.4 |
|
| S4 |
2,173.7 |
2,195.5 |
2,291.4 |
|
|
| 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 |
2,234.6 |
133.6 |
5.8% |
47.8 |
2.1% |
64% |
False |
False |
200,683 |
| 10 |
2,368.2 |
2,084.4 |
283.8 |
12.2% |
66.4 |
2.9% |
83% |
False |
False |
227,353 |
| 20 |
2,368.2 |
2,084.4 |
283.8 |
12.2% |
69.6 |
3.0% |
83% |
False |
False |
220,420 |
| 40 |
2,368.2 |
2,028.6 |
339.6 |
14.6% |
60.5 |
2.6% |
86% |
False |
False |
206,567 |
| 60 |
2,368.2 |
1,878.1 |
490.1 |
21.1% |
57.1 |
2.5% |
90% |
False |
False |
195,467 |
| 80 |
2,368.2 |
1,751.7 |
616.5 |
26.6% |
52.1 |
2.2% |
92% |
False |
False |
160,431 |
| 100 |
2,368.2 |
1,515.9 |
852.3 |
36.7% |
51.5 |
2.2% |
94% |
False |
False |
128,381 |
| 120 |
2,368.2 |
1,424.4 |
943.8 |
40.7% |
48.7 |
2.1% |
95% |
False |
False |
106,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,573.5 |
|
2.618 |
2,490.1 |
|
1.618 |
2,439.0 |
|
1.000 |
2,407.4 |
|
0.618 |
2,387.9 |
|
HIGH |
2,356.3 |
|
0.618 |
2,336.8 |
|
0.500 |
2,330.8 |
|
0.382 |
2,324.7 |
|
LOW |
2,305.2 |
|
0.618 |
2,273.6 |
|
1.000 |
2,254.1 |
|
1.618 |
2,222.5 |
|
2.618 |
2,171.4 |
|
4.250 |
2,088.0 |
|
|
| Fisher Pivots for day following 16-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,330.8 |
2,336.7 |
| PP |
2,327.0 |
2,331.0 |
| S1 |
2,323.3 |
2,325.2 |
|