| Trading Metrics calculated at close of trading on 19-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2021 |
19-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
13,187.00 |
12,793.50 |
-393.50 |
-3.0% |
12,933.50 |
| High |
13,267.00 |
12,898.25 |
-368.75 |
-2.8% |
13,287.25 |
| Low |
12,762.00 |
12,681.75 |
-80.25 |
-0.6% |
12,681.75 |
| Close |
12,779.75 |
12,844.50 |
64.75 |
0.5% |
12,844.50 |
| Range |
505.00 |
216.50 |
-288.50 |
-57.1% |
605.50 |
| ATR |
356.80 |
346.78 |
-10.02 |
-2.8% |
0.00 |
| Volume |
708,016 |
641,117 |
-66,899 |
-9.4% |
2,910,614 |
|
| Daily Pivots for day following 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,457.75 |
13,367.50 |
12,963.50 |
|
| R3 |
13,241.25 |
13,151.00 |
12,904.00 |
|
| R2 |
13,024.75 |
13,024.75 |
12,884.25 |
|
| R1 |
12,934.50 |
12,934.50 |
12,864.25 |
12,979.50 |
| PP |
12,808.25 |
12,808.25 |
12,808.25 |
12,830.75 |
| S1 |
12,718.00 |
12,718.00 |
12,824.75 |
12,763.00 |
| S2 |
12,591.75 |
12,591.75 |
12,804.75 |
|
| S3 |
12,375.25 |
12,501.50 |
12,785.00 |
|
| S4 |
12,158.75 |
12,285.00 |
12,725.50 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,754.25 |
14,405.00 |
13,177.50 |
|
| R3 |
14,148.75 |
13,799.50 |
13,011.00 |
|
| R2 |
13,543.25 |
13,543.25 |
12,955.50 |
|
| R1 |
13,194.00 |
13,194.00 |
12,900.00 |
13,066.00 |
| PP |
12,937.75 |
12,937.75 |
12,937.75 |
12,873.75 |
| S1 |
12,588.50 |
12,588.50 |
12,789.00 |
12,460.50 |
| S2 |
12,332.25 |
12,332.25 |
12,733.50 |
|
| S3 |
11,726.75 |
11,983.00 |
12,678.00 |
|
| S4 |
11,121.25 |
11,377.50 |
12,511.50 |
|
|
| 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 |
12,681.75 |
605.50 |
4.7% |
304.75 |
2.4% |
27% |
False |
True |
582,122 |
| 10 |
13,287.25 |
12,273.00 |
1,014.25 |
7.9% |
355.00 |
2.8% |
56% |
False |
False |
336,160 |
| 20 |
13,616.25 |
12,200.00 |
1,416.25 |
11.0% |
403.50 |
3.1% |
46% |
False |
False |
170,236 |
| 40 |
13,888.25 |
12,200.00 |
1,688.25 |
13.1% |
330.50 |
2.6% |
38% |
False |
False |
85,533 |
| 60 |
13,888.25 |
12,200.00 |
1,688.25 |
13.1% |
286.75 |
2.2% |
38% |
False |
False |
57,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,818.50 |
|
2.618 |
13,465.00 |
|
1.618 |
13,248.50 |
|
1.000 |
13,114.75 |
|
0.618 |
13,032.00 |
|
HIGH |
12,898.25 |
|
0.618 |
12,815.50 |
|
0.500 |
12,790.00 |
|
0.382 |
12,764.50 |
|
LOW |
12,681.75 |
|
0.618 |
12,548.00 |
|
1.000 |
12,465.25 |
|
1.618 |
12,331.50 |
|
2.618 |
12,115.00 |
|
4.250 |
11,761.50 |
|
|
| Fisher Pivots for day following 19-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
12,826.25 |
12,976.50 |
| PP |
12,808.25 |
12,932.50 |
| S1 |
12,790.00 |
12,888.50 |
|