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 |
13,008.37 |
12,808.53 |
-199.84 |
-1.5% |
12,939.00 |
High |
13,040.36 |
12,906.02 |
-134.34 |
-1.0% |
13,297.48 |
Low |
12,781.53 |
12,704.07 |
-77.46 |
-0.6% |
12,704.07 |
Close |
12,789.14 |
12,866.99 |
77.85 |
0.6% |
12,866.99 |
Range |
258.83 |
201.95 |
-56.88 |
-22.0% |
593.41 |
ATR |
317.47 |
309.21 |
-8.25 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,431.54 |
13,351.22 |
12,978.06 |
|
R3 |
13,229.59 |
13,149.27 |
12,922.53 |
|
R2 |
13,027.64 |
13,027.64 |
12,904.01 |
|
R1 |
12,947.32 |
12,947.32 |
12,885.50 |
12,987.48 |
PP |
12,825.69 |
12,825.69 |
12,825.69 |
12,845.78 |
S1 |
12,745.37 |
12,745.37 |
12,848.48 |
12,785.53 |
S2 |
12,623.74 |
12,623.74 |
12,829.97 |
|
S3 |
12,421.79 |
12,543.42 |
12,811.45 |
|
S4 |
12,219.84 |
12,341.47 |
12,755.92 |
|
|
Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,736.41 |
14,395.11 |
13,193.37 |
|
R3 |
14,143.00 |
13,801.70 |
13,030.18 |
|
R2 |
13,549.59 |
13,549.59 |
12,975.78 |
|
R1 |
13,208.29 |
13,208.29 |
12,921.39 |
13,082.24 |
PP |
12,956.18 |
12,956.18 |
12,956.18 |
12,893.15 |
S1 |
12,614.88 |
12,614.88 |
12,812.59 |
12,488.83 |
S2 |
12,362.77 |
12,362.77 |
12,758.20 |
|
S3 |
11,769.36 |
12,021.47 |
12,703.80 |
|
S4 |
11,175.95 |
11,428.06 |
12,540.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,297.48 |
12,704.07 |
593.41 |
4.6% |
239.13 |
1.9% |
27% |
False |
True |
|
10 |
13,297.48 |
12,287.57 |
1,009.91 |
7.8% |
251.82 |
2.0% |
57% |
False |
False |
|
20 |
13,447.37 |
12,208.39 |
1,238.98 |
9.6% |
312.96 |
2.4% |
53% |
False |
False |
|
40 |
13,879.77 |
12,208.39 |
1,671.38 |
13.0% |
247.54 |
1.9% |
39% |
False |
False |
|
60 |
13,879.77 |
12,208.39 |
1,671.38 |
13.0% |
217.23 |
1.7% |
39% |
False |
False |
|
80 |
13,879.77 |
11,817.53 |
2,062.24 |
16.0% |
201.54 |
1.6% |
51% |
False |
False |
|
100 |
13,879.77 |
10,957.11 |
2,922.66 |
22.7% |
204.99 |
1.6% |
65% |
False |
False |
|
120 |
13,879.77 |
10,957.11 |
2,922.66 |
22.7% |
201.71 |
1.6% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,764.31 |
2.618 |
13,434.73 |
1.618 |
13,232.78 |
1.000 |
13,107.97 |
0.618 |
13,030.83 |
HIGH |
12,906.02 |
0.618 |
12,828.88 |
0.500 |
12,805.05 |
0.382 |
12,781.21 |
LOW |
12,704.07 |
0.618 |
12,579.26 |
1.000 |
12,502.12 |
1.618 |
12,377.31 |
2.618 |
12,175.36 |
4.250 |
11,845.78 |
|
|
Fisher Pivots for day following 19-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
12,846.34 |
12,992.18 |
PP |
12,825.69 |
12,950.45 |
S1 |
12,805.05 |
12,908.72 |
|