Trading Metrics calculated at close of trading on 17-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2021 |
17-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
14,496.0 |
14,560.0 |
64.0 |
0.4% |
14,060.0 |
High |
14,613.0 |
14,702.0 |
89.0 |
0.6% |
14,604.0 |
Low |
14,487.0 |
14,541.0 |
54.0 |
0.4% |
13,969.0 |
Close |
14,572.0 |
14,605.0 |
33.0 |
0.2% |
14,511.0 |
Range |
126.0 |
161.0 |
35.0 |
27.8% |
635.0 |
ATR |
182.7 |
181.1 |
-1.5 |
-0.8% |
0.0 |
Volume |
35,625 |
34,280 |
-1,345 |
-3.8% |
13,864 |
|
Daily Pivots for day following 17-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,099.0 |
15,013.0 |
14,693.6 |
|
R3 |
14,938.0 |
14,852.0 |
14,649.3 |
|
R2 |
14,777.0 |
14,777.0 |
14,634.5 |
|
R1 |
14,691.0 |
14,691.0 |
14,619.8 |
14,734.0 |
PP |
14,616.0 |
14,616.0 |
14,616.0 |
14,637.5 |
S1 |
14,530.0 |
14,530.0 |
14,590.2 |
14,573.0 |
S2 |
14,455.0 |
14,455.0 |
14,575.5 |
|
S3 |
14,294.0 |
14,369.0 |
14,560.7 |
|
S4 |
14,133.0 |
14,208.0 |
14,516.5 |
|
|
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 |
14,702.0 |
14,420.0 |
282.0 |
1.9% |
132.6 |
0.9% |
66% |
True |
False |
20,635 |
10 |
14,702.0 |
13,890.0 |
812.0 |
5.6% |
179.1 |
1.2% |
88% |
True |
False |
10,692 |
20 |
14,702.0 |
13,682.0 |
1,020.0 |
7.0% |
175.5 |
1.2% |
90% |
True |
False |
5,405 |
40 |
14,702.0 |
13,333.0 |
1,369.0 |
9.4% |
164.1 |
1.1% |
93% |
True |
False |
2,749 |
60 |
14,702.0 |
12,666.0 |
2,036.0 |
13.9% |
154.8 |
1.1% |
95% |
True |
False |
1,839 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,386.3 |
2.618 |
15,123.5 |
1.618 |
14,962.5 |
1.000 |
14,863.0 |
0.618 |
14,801.5 |
HIGH |
14,702.0 |
0.618 |
14,640.5 |
0.500 |
14,621.5 |
0.382 |
14,602.5 |
LOW |
14,541.0 |
0.618 |
14,441.5 |
1.000 |
14,380.0 |
1.618 |
14,280.5 |
2.618 |
14,119.5 |
4.250 |
13,856.8 |
|
|
Fisher Pivots for day following 17-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
14,621.5 |
14,590.3 |
PP |
14,616.0 |
14,575.7 |
S1 |
14,610.5 |
14,561.0 |
|