| 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 |
1,728.2 |
1,732.5 |
4.3 |
0.2% |
1,703.9 |
| High |
1,735.5 |
1,742.6 |
7.1 |
0.4% |
1,740.4 |
| Low |
1,721.8 |
1,727.1 |
5.3 |
0.3% |
1,676.2 |
| Close |
1,731.8 |
1,733.2 |
1.4 |
0.1% |
1,722.4 |
| Range |
13.7 |
15.5 |
1.8 |
13.1% |
64.2 |
| ATR |
29.9 |
28.9 |
-1.0 |
-3.4% |
0.0 |
| Volume |
19,528 |
16,645 |
-2,883 |
-14.8% |
264,271 |
|
| Daily Pivots for day following 16-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,780.8 |
1,772.5 |
1,741.7 |
|
| R3 |
1,765.3 |
1,757.0 |
1,737.5 |
|
| R2 |
1,749.8 |
1,749.8 |
1,736.0 |
|
| R1 |
1,741.5 |
1,741.5 |
1,734.6 |
1,745.7 |
| PP |
1,734.3 |
1,734.3 |
1,734.3 |
1,736.4 |
| S1 |
1,726.0 |
1,726.0 |
1,731.8 |
1,730.2 |
| S2 |
1,718.8 |
1,718.8 |
1,730.4 |
|
| S3 |
1,703.3 |
1,710.5 |
1,728.9 |
|
| S4 |
1,687.8 |
1,695.0 |
1,724.7 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,905.6 |
1,878.2 |
1,757.7 |
|
| R3 |
1,841.4 |
1,814.0 |
1,740.1 |
|
| R2 |
1,777.2 |
1,777.2 |
1,734.2 |
|
| R1 |
1,749.8 |
1,749.8 |
1,728.3 |
1,763.5 |
| PP |
1,713.0 |
1,713.0 |
1,713.0 |
1,719.9 |
| S1 |
1,685.6 |
1,685.6 |
1,716.5 |
1,699.3 |
| S2 |
1,648.8 |
1,648.8 |
1,710.6 |
|
| S3 |
1,584.6 |
1,621.4 |
1,704.7 |
|
| S4 |
1,520.4 |
1,557.2 |
1,687.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,742.6 |
1,699.4 |
43.2 |
2.5% |
20.1 |
1.2% |
78% |
True |
False |
37,586 |
| 10 |
1,742.6 |
1,676.2 |
66.4 |
3.8% |
27.5 |
1.6% |
86% |
True |
False |
38,704 |
| 20 |
1,817.6 |
1,676.2 |
141.4 |
8.2% |
30.2 |
1.7% |
40% |
False |
False |
23,718 |
| 40 |
1,881.0 |
1,676.2 |
204.8 |
11.8% |
29.0 |
1.7% |
28% |
False |
False |
14,913 |
| 60 |
1,969.3 |
1,676.2 |
293.1 |
16.9% |
29.4 |
1.7% |
19% |
False |
False |
11,478 |
| 80 |
1,969.3 |
1,676.2 |
293.1 |
16.9% |
29.0 |
1.7% |
19% |
False |
False |
9,265 |
| 100 |
1,983.0 |
1,676.2 |
306.8 |
17.7% |
29.3 |
1.7% |
19% |
False |
False |
7,792 |
| 120 |
1,983.0 |
1,676.2 |
306.8 |
17.7% |
28.7 |
1.7% |
19% |
False |
False |
6,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,808.5 |
|
2.618 |
1,783.2 |
|
1.618 |
1,767.7 |
|
1.000 |
1,758.1 |
|
0.618 |
1,752.2 |
|
HIGH |
1,742.6 |
|
0.618 |
1,736.7 |
|
0.500 |
1,734.9 |
|
0.382 |
1,733.0 |
|
LOW |
1,727.1 |
|
0.618 |
1,717.5 |
|
1.000 |
1,711.6 |
|
1.618 |
1,702.0 |
|
2.618 |
1,686.5 |
|
4.250 |
1,661.2 |
|
|
| Fisher Pivots for day following 16-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,734.9 |
1,729.1 |
| PP |
1,734.3 |
1,725.1 |
| S1 |
1,733.8 |
1,721.0 |
|