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 |
14,566.0 |
14,595.0 |
29.0 |
0.2% |
14,060.0 |
High |
14,578.0 |
14,595.0 |
17.0 |
0.1% |
14,604.0 |
Low |
14,458.0 |
14,420.0 |
-38.0 |
-0.3% |
13,969.0 |
Close |
14,511.0 |
14,475.0 |
-36.0 |
-0.2% |
14,511.0 |
Range |
120.0 |
175.0 |
55.0 |
45.8% |
635.0 |
ATR |
187.0 |
186.1 |
-0.9 |
-0.5% |
0.0 |
Volume |
5,933 |
22,632 |
16,699 |
281.5% |
13,864 |
|
Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,021.7 |
14,923.3 |
14,571.3 |
|
R3 |
14,846.7 |
14,748.3 |
14,523.1 |
|
R2 |
14,671.7 |
14,671.7 |
14,507.1 |
|
R1 |
14,573.3 |
14,573.3 |
14,491.0 |
14,535.0 |
PP |
14,496.7 |
14,496.7 |
14,496.7 |
14,477.5 |
S1 |
14,398.3 |
14,398.3 |
14,459.0 |
14,360.0 |
S2 |
14,321.7 |
14,321.7 |
14,442.9 |
|
S3 |
14,146.7 |
14,223.3 |
14,426.9 |
|
S4 |
13,971.7 |
14,048.3 |
14,378.8 |
|
|
Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,266.3 |
16,023.7 |
14,860.3 |
|
R3 |
15,631.3 |
15,388.7 |
14,685.6 |
|
R2 |
14,996.3 |
14,996.3 |
14,627.4 |
|
R1 |
14,753.7 |
14,753.7 |
14,569.2 |
14,875.0 |
PP |
14,361.3 |
14,361.3 |
14,361.3 |
14,422.0 |
S1 |
14,118.7 |
14,118.7 |
14,452.8 |
14,240.0 |
S2 |
13,726.3 |
13,726.3 |
14,394.6 |
|
S3 |
13,091.3 |
13,483.7 |
14,336.4 |
|
S4 |
12,456.3 |
12,848.7 |
14,161.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,604.0 |
14,316.0 |
288.0 |
2.0% |
139.6 |
1.0% |
55% |
False |
False |
7,145 |
10 |
14,604.0 |
13,890.0 |
714.0 |
4.9% |
186.0 |
1.3% |
82% |
False |
False |
3,737 |
20 |
14,604.0 |
13,682.0 |
922.0 |
6.4% |
172.3 |
1.2% |
86% |
False |
False |
1,915 |
40 |
14,604.0 |
13,333.0 |
1,271.0 |
8.8% |
160.0 |
1.1% |
90% |
False |
False |
1,002 |
60 |
14,604.0 |
12,666.0 |
1,938.0 |
13.4% |
151.9 |
1.0% |
93% |
False |
False |
674 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,338.8 |
2.618 |
15,053.2 |
1.618 |
14,878.2 |
1.000 |
14,770.0 |
0.618 |
14,703.2 |
HIGH |
14,595.0 |
0.618 |
14,528.2 |
0.500 |
14,507.5 |
0.382 |
14,486.9 |
LOW |
14,420.0 |
0.618 |
14,311.9 |
1.000 |
14,245.0 |
1.618 |
14,136.9 |
2.618 |
13,961.9 |
4.250 |
13,676.3 |
|
|
Fisher Pivots for day following 15-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
14,507.5 |
14,512.0 |
PP |
14,496.7 |
14,499.7 |
S1 |
14,485.8 |
14,487.3 |
|