Trading Metrics calculated at close of trading on 15-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2021 |
15-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
12,868.83 |
12,939.00 |
70.17 |
0.5% |
12,636.69 |
High |
12,943.58 |
13,084.58 |
141.00 |
1.1% |
13,117.86 |
Low |
12,778.13 |
12,885.64 |
107.51 |
0.8% |
12,287.57 |
Close |
12,937.29 |
13,082.54 |
145.25 |
1.1% |
12,937.29 |
Range |
165.45 |
198.94 |
33.49 |
20.2% |
830.29 |
ATR |
324.01 |
315.07 |
-8.93 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,614.41 |
13,547.41 |
13,191.96 |
|
R3 |
13,415.47 |
13,348.47 |
13,137.25 |
|
R2 |
13,216.53 |
13,216.53 |
13,119.01 |
|
R1 |
13,149.53 |
13,149.53 |
13,100.78 |
13,183.03 |
PP |
13,017.59 |
13,017.59 |
13,017.59 |
13,034.34 |
S1 |
12,950.59 |
12,950.59 |
13,064.30 |
12,984.09 |
S2 |
12,818.65 |
12,818.65 |
13,046.07 |
|
S3 |
12,619.71 |
12,751.65 |
13,027.83 |
|
S4 |
12,420.77 |
12,552.71 |
12,973.12 |
|
|
Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,271.78 |
14,934.82 |
13,393.95 |
|
R3 |
14,441.49 |
14,104.53 |
13,165.62 |
|
R2 |
13,611.20 |
13,611.20 |
13,089.51 |
|
R1 |
13,274.24 |
13,274.24 |
13,013.40 |
13,442.72 |
PP |
12,780.91 |
12,780.91 |
12,780.91 |
12,865.15 |
S1 |
12,443.95 |
12,443.95 |
12,861.18 |
12,612.43 |
S2 |
11,950.62 |
11,950.62 |
12,785.07 |
|
S3 |
11,120.33 |
11,613.66 |
12,708.96 |
|
S4 |
10,290.04 |
10,783.37 |
12,480.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,117.86 |
12,592.83 |
525.03 |
4.0% |
218.09 |
1.7% |
93% |
False |
False |
|
10 |
13,301.62 |
12,208.39 |
1,093.23 |
8.4% |
312.45 |
2.4% |
80% |
False |
False |
|
20 |
13,879.77 |
12,208.39 |
1,671.38 |
12.8% |
296.25 |
2.3% |
52% |
False |
False |
|
40 |
13,879.77 |
12,208.39 |
1,671.38 |
12.8% |
239.22 |
1.8% |
52% |
False |
False |
|
60 |
13,879.77 |
12,208.39 |
1,671.38 |
12.8% |
210.94 |
1.6% |
52% |
False |
False |
|
80 |
13,879.77 |
11,817.53 |
2,062.24 |
15.8% |
195.20 |
1.5% |
61% |
False |
False |
|
100 |
13,879.77 |
10,957.11 |
2,922.66 |
22.3% |
201.66 |
1.5% |
73% |
False |
False |
|
120 |
13,879.77 |
10,728.41 |
3,151.36 |
24.1% |
203.91 |
1.6% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,930.08 |
2.618 |
13,605.40 |
1.618 |
13,406.46 |
1.000 |
13,283.52 |
0.618 |
13,207.52 |
HIGH |
13,084.58 |
0.618 |
13,008.58 |
0.500 |
12,985.11 |
0.382 |
12,961.64 |
LOW |
12,885.64 |
0.618 |
12,762.70 |
1.000 |
12,686.70 |
1.618 |
12,563.76 |
2.618 |
12,364.82 |
4.250 |
12,040.15 |
|
|
Fisher Pivots for day following 15-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
13,050.06 |
13,037.69 |
PP |
13,017.59 |
12,992.84 |
S1 |
12,985.11 |
12,948.00 |
|