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 |
12,933.50 |
13,073.00 |
139.50 |
1.1% |
12,704.50 |
High |
13,089.25 |
13,287.25 |
198.00 |
1.5% |
13,110.50 |
Low |
12,862.50 |
13,048.25 |
185.75 |
1.4% |
12,273.00 |
Close |
13,069.25 |
13,141.25 |
72.00 |
0.6% |
12,924.25 |
Range |
226.75 |
239.00 |
12.25 |
5.4% |
837.50 |
ATR |
354.30 |
346.07 |
-8.24 |
-2.3% |
0.00 |
Volume |
383,913 |
524,804 |
140,891 |
36.7% |
450,992 |
|
Daily Pivots for day following 16-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,876.00 |
13,747.50 |
13,272.75 |
|
R3 |
13,637.00 |
13,508.50 |
13,207.00 |
|
R2 |
13,398.00 |
13,398.00 |
13,185.00 |
|
R1 |
13,269.50 |
13,269.50 |
13,163.25 |
13,333.75 |
PP |
13,159.00 |
13,159.00 |
13,159.00 |
13,191.00 |
S1 |
13,030.50 |
13,030.50 |
13,119.25 |
13,094.75 |
S2 |
12,920.00 |
12,920.00 |
13,097.50 |
|
S3 |
12,681.00 |
12,791.50 |
13,075.50 |
|
S4 |
12,442.00 |
12,552.50 |
13,009.75 |
|
|
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 |
13,287.25 |
12,695.00 |
592.25 |
4.5% |
294.75 |
2.2% |
75% |
True |
False |
267,132 |
10 |
13,287.25 |
12,200.00 |
1,087.25 |
8.3% |
399.50 |
3.0% |
87% |
True |
False |
138,288 |
20 |
13,771.50 |
12,200.00 |
1,571.50 |
12.0% |
384.50 |
2.9% |
60% |
False |
False |
70,246 |
40 |
13,888.25 |
12,200.00 |
1,688.25 |
12.8% |
322.75 |
2.5% |
56% |
False |
False |
35,527 |
60 |
13,888.25 |
12,200.00 |
1,688.25 |
12.8% |
278.50 |
2.1% |
56% |
False |
False |
23,846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,303.00 |
2.618 |
13,913.00 |
1.618 |
13,674.00 |
1.000 |
13,526.25 |
0.618 |
13,435.00 |
HIGH |
13,287.25 |
0.618 |
13,196.00 |
0.500 |
13,167.75 |
0.382 |
13,139.50 |
LOW |
13,048.25 |
0.618 |
12,900.50 |
1.000 |
12,809.25 |
1.618 |
12,661.50 |
2.618 |
12,422.50 |
4.250 |
12,032.50 |
|
|
Fisher Pivots for day following 16-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
13,167.75 |
13,102.00 |
PP |
13,159.00 |
13,062.75 |
S1 |
13,150.00 |
13,023.50 |
|