| Trading Metrics calculated at close of trading on 16-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2021 |
16-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
32,798.84 |
32,966.75 |
167.91 |
0.5% |
31,512.15 |
| High |
32,967.93 |
32,966.75 |
-1.18 |
0.0% |
32,793.32 |
| Low |
32,629.75 |
32,778.23 |
148.48 |
0.5% |
31,512.15 |
| Close |
32,953.46 |
32,825.95 |
-127.51 |
-0.4% |
32,778.64 |
| Range |
338.18 |
188.52 |
-149.66 |
-44.3% |
1,281.17 |
| ATR |
440.76 |
422.74 |
-18.02 |
-4.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
33,422.54 |
33,312.76 |
32,929.64 |
|
| R3 |
33,234.02 |
33,124.24 |
32,877.79 |
|
| R2 |
33,045.50 |
33,045.50 |
32,860.51 |
|
| R1 |
32,935.72 |
32,935.72 |
32,843.23 |
32,896.35 |
| PP |
32,856.98 |
32,856.98 |
32,856.98 |
32,837.29 |
| S1 |
32,747.20 |
32,747.20 |
32,808.67 |
32,707.83 |
| S2 |
32,668.46 |
32,668.46 |
32,791.39 |
|
| S3 |
32,479.94 |
32,558.68 |
32,774.11 |
|
| S4 |
32,291.42 |
32,370.16 |
32,722.26 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
36,204.88 |
35,772.93 |
33,483.28 |
|
| R3 |
34,923.71 |
34,491.76 |
33,130.96 |
|
| R2 |
33,642.54 |
33,642.54 |
33,013.52 |
|
| R1 |
33,210.59 |
33,210.59 |
32,896.08 |
33,426.57 |
| PP |
32,361.37 |
32,361.37 |
32,361.37 |
32,469.36 |
| S1 |
31,929.42 |
31,929.42 |
32,661.20 |
32,145.40 |
| S2 |
31,080.20 |
31,080.20 |
32,543.76 |
|
| S3 |
29,799.03 |
30,648.25 |
32,426.32 |
|
| S4 |
28,517.86 |
29,367.08 |
32,074.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
32,967.93 |
32,000.14 |
967.79 |
2.9% |
312.32 |
1.0% |
85% |
False |
False |
|
| 10 |
32,967.93 |
30,547.53 |
2,420.40 |
7.4% |
455.04 |
1.4% |
94% |
False |
False |
|
| 20 |
32,967.93 |
30,547.53 |
2,420.40 |
7.4% |
439.99 |
1.3% |
94% |
False |
False |
|
| 40 |
32,967.93 |
29,856.30 |
3,111.63 |
9.5% |
378.15 |
1.2% |
95% |
False |
False |
|
| 60 |
32,967.93 |
29,755.53 |
3,212.40 |
9.8% |
355.76 |
1.1% |
96% |
False |
False |
|
| 80 |
32,967.93 |
29,229.10 |
3,738.83 |
11.4% |
341.25 |
1.0% |
96% |
False |
False |
|
| 100 |
32,967.93 |
26,143.77 |
6,824.16 |
20.8% |
361.54 |
1.1% |
98% |
False |
False |
|
| 120 |
32,967.93 |
26,143.77 |
6,824.16 |
20.8% |
368.45 |
1.1% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
33,767.96 |
|
2.618 |
33,460.30 |
|
1.618 |
33,271.78 |
|
1.000 |
33,155.27 |
|
0.618 |
33,083.26 |
|
HIGH |
32,966.75 |
|
0.618 |
32,894.74 |
|
0.500 |
32,872.49 |
|
0.382 |
32,850.24 |
|
LOW |
32,778.23 |
|
0.618 |
32,661.72 |
|
1.000 |
32,589.71 |
|
1.618 |
32,473.20 |
|
2.618 |
32,284.68 |
|
4.250 |
31,977.02 |
|
|
| Fisher Pivots for day following 16-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
32,872.49 |
32,789.02 |
| PP |
32,856.98 |
32,752.09 |
| S1 |
32,841.46 |
32,715.17 |
|