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 |
13,073.00 |
13,159.50 |
86.50 |
0.7% |
12,704.50 |
High |
13,287.25 |
13,271.00 |
-16.25 |
-0.1% |
13,110.50 |
Low |
13,048.25 |
12,934.25 |
-114.00 |
-0.9% |
12,273.00 |
Close |
13,141.25 |
13,189.00 |
47.75 |
0.4% |
12,924.25 |
Range |
239.00 |
336.75 |
97.75 |
40.9% |
837.50 |
ATR |
346.07 |
345.40 |
-0.67 |
-0.2% |
0.00 |
Volume |
524,804 |
652,764 |
127,960 |
24.4% |
450,992 |
|
Daily Pivots for day following 17-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,141.75 |
14,002.00 |
13,374.25 |
|
R3 |
13,805.00 |
13,665.25 |
13,281.50 |
|
R2 |
13,468.25 |
13,468.25 |
13,250.75 |
|
R1 |
13,328.50 |
13,328.50 |
13,219.75 |
13,398.50 |
PP |
13,131.50 |
13,131.50 |
13,131.50 |
13,166.25 |
S1 |
12,991.75 |
12,991.75 |
13,158.25 |
13,061.50 |
S2 |
12,794.75 |
12,794.75 |
13,127.25 |
|
S3 |
12,458.00 |
12,655.00 |
13,096.50 |
|
S4 |
12,121.25 |
12,318.25 |
13,003.75 |
|
|
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 |
12,715.50 |
571.75 |
4.3% |
304.75 |
2.3% |
83% |
False |
False |
394,792 |
10 |
13,287.25 |
12,200.00 |
1,087.25 |
8.2% |
380.50 |
2.9% |
91% |
False |
False |
203,173 |
20 |
13,717.00 |
12,200.00 |
1,517.00 |
11.5% |
389.50 |
3.0% |
65% |
False |
False |
102,846 |
40 |
13,888.25 |
12,200.00 |
1,688.25 |
12.8% |
323.75 |
2.5% |
59% |
False |
False |
51,831 |
60 |
13,888.25 |
12,200.00 |
1,688.25 |
12.8% |
282.75 |
2.1% |
59% |
False |
False |
34,725 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,702.25 |
2.618 |
14,152.50 |
1.618 |
13,815.75 |
1.000 |
13,607.75 |
0.618 |
13,479.00 |
HIGH |
13,271.00 |
0.618 |
13,142.25 |
0.500 |
13,102.50 |
0.382 |
13,063.00 |
LOW |
12,934.25 |
0.618 |
12,726.25 |
1.000 |
12,597.50 |
1.618 |
12,389.50 |
2.618 |
12,052.75 |
4.250 |
11,503.00 |
|
|
Fisher Pivots for day following 17-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
13,160.25 |
13,151.00 |
PP |
13,131.50 |
13,113.00 |
S1 |
13,102.50 |
13,075.00 |
|