| Trading Metrics calculated at close of trading on 09-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2021 |
09-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1,535.1070 |
1,790.9140 |
255.8070 |
16.7% |
1,429.4230 |
| High |
1,792.5610 |
1,858.7340 |
66.1730 |
3.7% |
1,654.2620 |
| Low |
1,515.2340 |
1,773.4790 |
258.2450 |
17.0% |
1,294.7920 |
| Close |
1,790.9030 |
1,824.9410 |
34.0380 |
1.9% |
1,534.9660 |
| Range |
277.3270 |
85.2550 |
-192.0720 |
-69.3% |
359.4700 |
| ATR |
184.1053 |
177.0446 |
-7.0607 |
-3.8% |
0.0000 |
| Volume |
816,675 |
750,852 |
-65,823 |
-8.1% |
3,982,723 |
|
| Daily Pivots for day following 09-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,074.8163 |
2,035.1337 |
1,871.8313 |
|
| R3 |
1,989.5613 |
1,949.8787 |
1,848.3861 |
|
| R2 |
1,904.3063 |
1,904.3063 |
1,840.5711 |
|
| R1 |
1,864.6237 |
1,864.6237 |
1,832.7560 |
1,884.4650 |
| PP |
1,819.0513 |
1,819.0513 |
1,819.0513 |
1,828.9720 |
| S1 |
1,779.3687 |
1,779.3687 |
1,817.1260 |
1,799.2100 |
| S2 |
1,733.7963 |
1,733.7963 |
1,809.3109 |
|
| S3 |
1,648.5413 |
1,694.1137 |
1,801.4959 |
|
| S4 |
1,563.2863 |
1,608.8587 |
1,778.0508 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,573.0833 |
2,413.4947 |
1,732.6745 |
|
| R3 |
2,213.6133 |
2,054.0247 |
1,633.8203 |
|
| R2 |
1,854.1433 |
1,854.1433 |
1,600.8688 |
|
| R1 |
1,694.5547 |
1,694.5547 |
1,567.9174 |
1,774.3490 |
| PP |
1,494.6733 |
1,494.6733 |
1,494.6733 |
1,534.5705 |
| S1 |
1,335.0847 |
1,335.0847 |
1,502.0146 |
1,414.8790 |
| S2 |
1,135.2033 |
1,135.2033 |
1,469.0632 |
|
| S3 |
775.7333 |
975.6147 |
1,436.1118 |
|
| S4 |
416.2633 |
616.1447 |
1,337.2575 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,858.7340 |
1,444.7800 |
413.9540 |
22.7% |
154.3952 |
8.5% |
92% |
True |
False |
776,866 |
| 10 |
1,858.7340 |
1,294.7920 |
563.9420 |
30.9% |
170.1309 |
9.3% |
94% |
True |
False |
859,511 |
| 20 |
2,036.8430 |
1,294.7920 |
742.0510 |
40.7% |
177.4889 |
9.7% |
71% |
False |
False |
938,482 |
| 40 |
2,036.8430 |
912.6060 |
1,124.2370 |
61.6% |
184.3632 |
10.1% |
81% |
False |
False |
1,259,327 |
| 60 |
2,036.8430 |
536.4720 |
1,500.3710 |
82.2% |
153.0691 |
8.4% |
86% |
False |
False |
1,227,369 |
| 80 |
2,036.8430 |
440.4620 |
1,596.3810 |
87.5% |
125.1290 |
6.9% |
87% |
False |
False |
1,123,604 |
| 100 |
2,036.8430 |
362.3140 |
1,674.5290 |
91.8% |
104.6170 |
5.7% |
87% |
False |
False |
1,023,070 |
| 120 |
2,036.8430 |
315.3600 |
1,721.4830 |
94.3% |
90.7196 |
5.0% |
88% |
False |
False |
942,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,221.0678 |
|
2.618 |
2,081.9316 |
|
1.618 |
1,996.6766 |
|
1.000 |
1,943.9890 |
|
0.618 |
1,911.4216 |
|
HIGH |
1,858.7340 |
|
0.618 |
1,826.1666 |
|
0.500 |
1,816.1065 |
|
0.382 |
1,806.0464 |
|
LOW |
1,773.4790 |
|
0.618 |
1,720.7914 |
|
1.000 |
1,688.2240 |
|
1.618 |
1,635.5364 |
|
2.618 |
1,550.2814 |
|
4.250 |
1,411.1453 |
|
|
| Fisher Pivots for day following 09-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,821.9962 |
1,767.2130 |
| PP |
1,819.0513 |
1,709.4850 |
| S1 |
1,816.1065 |
1,651.7570 |
|