| Trading Metrics calculated at close of trading on 12-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2021 |
12-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
12,785.00 |
13,048.75 |
263.75 |
2.1% |
12,704.50 |
| High |
13,110.50 |
13,086.75 |
-23.75 |
-0.2% |
13,110.50 |
| Low |
12,715.50 |
12,760.00 |
44.50 |
0.3% |
12,273.00 |
| Close |
13,039.00 |
12,924.25 |
-114.75 |
-0.9% |
12,924.25 |
| Range |
395.00 |
326.75 |
-68.25 |
-17.3% |
837.50 |
| ATR |
366.99 |
364.11 |
-2.87 |
-0.8% |
0.00 |
| Volume |
74,929 |
337,553 |
262,624 |
350.5% |
450,992 |
|
| Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,904.00 |
13,740.75 |
13,104.00 |
|
| R3 |
13,577.25 |
13,414.00 |
13,014.00 |
|
| R2 |
13,250.50 |
13,250.50 |
12,984.25 |
|
| R1 |
13,087.25 |
13,087.25 |
12,954.25 |
13,005.50 |
| PP |
12,923.75 |
12,923.75 |
12,923.75 |
12,882.75 |
| S1 |
12,760.50 |
12,760.50 |
12,894.25 |
12,678.75 |
| S2 |
12,597.00 |
12,597.00 |
12,864.25 |
|
| S3 |
12,270.25 |
12,433.75 |
12,834.50 |
|
| S4 |
11,943.50 |
12,107.00 |
12,744.50 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,281.75 |
14,940.50 |
13,385.00 |
|
| R3 |
14,444.25 |
14,103.00 |
13,154.50 |
|
| R2 |
13,606.75 |
13,606.75 |
13,077.75 |
|
| R1 |
13,265.50 |
13,265.50 |
13,001.00 |
13,436.00 |
| PP |
12,769.25 |
12,769.25 |
12,769.25 |
12,854.50 |
| S1 |
12,428.00 |
12,428.00 |
12,847.50 |
12,598.50 |
| S2 |
11,931.75 |
11,931.75 |
12,770.75 |
|
| S3 |
11,094.25 |
11,590.50 |
12,694.00 |
|
| S4 |
10,256.75 |
10,753.00 |
12,463.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,110.50 |
12,273.00 |
837.50 |
6.5% |
405.25 |
3.1% |
78% |
False |
False |
90,198 |
| 10 |
13,316.75 |
12,200.00 |
1,116.75 |
8.6% |
417.50 |
3.2% |
65% |
False |
False |
47,977 |
| 20 |
13,888.25 |
12,200.00 |
1,688.25 |
13.1% |
378.75 |
2.9% |
43% |
False |
False |
24,889 |
| 40 |
13,888.25 |
12,200.00 |
1,688.25 |
13.1% |
319.25 |
2.5% |
43% |
False |
False |
12,839 |
| 60 |
13,888.25 |
12,200.00 |
1,688.25 |
13.1% |
275.50 |
2.1% |
43% |
False |
False |
8,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,475.50 |
|
2.618 |
13,942.25 |
|
1.618 |
13,615.50 |
|
1.000 |
13,413.50 |
|
0.618 |
13,288.75 |
|
HIGH |
13,086.75 |
|
0.618 |
12,962.00 |
|
0.500 |
12,923.50 |
|
0.382 |
12,884.75 |
|
LOW |
12,760.00 |
|
0.618 |
12,558.00 |
|
1.000 |
12,433.25 |
|
1.618 |
12,231.25 |
|
2.618 |
11,904.50 |
|
4.250 |
11,371.25 |
|
|
| Fisher Pivots for day following 12-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
12,924.00 |
12,917.00 |
| PP |
12,923.75 |
12,910.00 |
| S1 |
12,923.50 |
12,902.75 |
|