| 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 |
14,595.0 |
14,496.0 |
-99.0 |
-0.7% |
14,060.0 |
| High |
14,595.0 |
14,613.0 |
18.0 |
0.1% |
14,604.0 |
| Low |
14,420.0 |
14,487.0 |
67.0 |
0.5% |
13,969.0 |
| Close |
14,475.0 |
14,572.0 |
97.0 |
0.7% |
14,511.0 |
| Range |
175.0 |
126.0 |
-49.0 |
-28.0% |
635.0 |
| ATR |
186.1 |
182.7 |
-3.4 |
-1.8% |
0.0 |
| Volume |
22,632 |
35,625 |
12,993 |
57.4% |
13,864 |
|
| Daily Pivots for day following 16-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,935.3 |
14,879.7 |
14,641.3 |
|
| R3 |
14,809.3 |
14,753.7 |
14,606.7 |
|
| R2 |
14,683.3 |
14,683.3 |
14,595.1 |
|
| R1 |
14,627.7 |
14,627.7 |
14,583.6 |
14,655.5 |
| PP |
14,557.3 |
14,557.3 |
14,557.3 |
14,571.3 |
| S1 |
14,501.7 |
14,501.7 |
14,560.5 |
14,529.5 |
| S2 |
14,431.3 |
14,431.3 |
14,548.9 |
|
| S3 |
14,305.3 |
14,375.7 |
14,537.4 |
|
| S4 |
14,179.3 |
14,249.7 |
14,502.7 |
|
|
| 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 |
14,613.0 |
14,405.0 |
208.0 |
1.4% |
133.0 |
0.9% |
80% |
True |
False |
14,139 |
| 10 |
14,613.0 |
13,890.0 |
723.0 |
5.0% |
184.6 |
1.3% |
94% |
True |
False |
7,282 |
| 20 |
14,613.0 |
13,682.0 |
931.0 |
6.4% |
175.2 |
1.2% |
96% |
True |
False |
3,694 |
| 40 |
14,613.0 |
13,333.0 |
1,280.0 |
8.8% |
161.1 |
1.1% |
97% |
True |
False |
1,892 |
| 60 |
14,613.0 |
12,666.0 |
1,947.0 |
13.4% |
153.4 |
1.1% |
98% |
True |
False |
1,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,148.5 |
|
2.618 |
14,942.9 |
|
1.618 |
14,816.9 |
|
1.000 |
14,739.0 |
|
0.618 |
14,690.9 |
|
HIGH |
14,613.0 |
|
0.618 |
14,564.9 |
|
0.500 |
14,550.0 |
|
0.382 |
14,535.1 |
|
LOW |
14,487.0 |
|
0.618 |
14,409.1 |
|
1.000 |
14,361.0 |
|
1.618 |
14,283.1 |
|
2.618 |
14,157.1 |
|
4.250 |
13,951.5 |
|
|
| Fisher Pivots for day following 16-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
14,564.7 |
14,553.5 |
| PP |
14,557.3 |
14,535.0 |
| S1 |
14,550.0 |
14,516.5 |
|