| Trading Metrics calculated at close of trading on 18-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2021 |
18-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
13,159.50 |
13,187.00 |
27.50 |
0.2% |
12,704.50 |
| High |
13,271.00 |
13,267.00 |
-4.00 |
0.0% |
13,110.50 |
| Low |
12,934.25 |
12,762.00 |
-172.25 |
-1.3% |
12,273.00 |
| Close |
13,189.00 |
12,779.75 |
-409.25 |
-3.1% |
12,924.25 |
| Range |
336.75 |
505.00 |
168.25 |
50.0% |
837.50 |
| ATR |
345.40 |
356.80 |
11.40 |
3.3% |
0.00 |
| Volume |
652,764 |
708,016 |
55,252 |
8.5% |
450,992 |
|
| Daily Pivots for day following 18-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,451.25 |
14,120.50 |
13,057.50 |
|
| R3 |
13,946.25 |
13,615.50 |
12,918.50 |
|
| R2 |
13,441.25 |
13,441.25 |
12,872.25 |
|
| R1 |
13,110.50 |
13,110.50 |
12,826.00 |
13,023.50 |
| PP |
12,936.25 |
12,936.25 |
12,936.25 |
12,892.75 |
| S1 |
12,605.50 |
12,605.50 |
12,733.50 |
12,518.50 |
| S2 |
12,431.25 |
12,431.25 |
12,687.25 |
|
| S3 |
11,926.25 |
12,100.50 |
12,641.00 |
|
| S4 |
11,421.25 |
11,595.50 |
12,502.00 |
|
|
| 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 |
12,760.00 |
527.25 |
4.1% |
326.75 |
2.6% |
4% |
False |
False |
521,410 |
| 10 |
13,287.25 |
12,200.00 |
1,087.25 |
8.5% |
382.00 |
3.0% |
53% |
False |
False |
273,141 |
| 20 |
13,717.00 |
12,200.00 |
1,517.00 |
11.9% |
402.25 |
3.1% |
38% |
False |
False |
138,214 |
| 40 |
13,888.25 |
12,200.00 |
1,688.25 |
13.2% |
328.50 |
2.6% |
34% |
False |
False |
69,520 |
| 60 |
13,888.25 |
12,200.00 |
1,688.25 |
13.2% |
288.25 |
2.3% |
34% |
False |
False |
46,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,413.25 |
|
2.618 |
14,589.00 |
|
1.618 |
14,084.00 |
|
1.000 |
13,772.00 |
|
0.618 |
13,579.00 |
|
HIGH |
13,267.00 |
|
0.618 |
13,074.00 |
|
0.500 |
13,014.50 |
|
0.382 |
12,955.00 |
|
LOW |
12,762.00 |
|
0.618 |
12,450.00 |
|
1.000 |
12,257.00 |
|
1.618 |
11,945.00 |
|
2.618 |
11,440.00 |
|
4.250 |
10,615.75 |
|
|
| Fisher Pivots for day following 18-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
13,014.50 |
13,024.50 |
| PP |
12,936.25 |
12,943.00 |
| S1 |
12,858.00 |
12,861.50 |
|