| Trading Metrics calculated at close of trading on 11-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2021 |
11-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1,824.9390 |
1,816.9960 |
-7.9430 |
-0.4% |
1,429.4230 |
| High |
1,877.1170 |
1,842.8800 |
-34.2370 |
-1.8% |
1,654.2620 |
| Low |
1,759.7930 |
1,728.2110 |
-31.5820 |
-1.8% |
1,294.7920 |
| Close |
1,816.9960 |
1,840.4170 |
23.4210 |
1.3% |
1,534.9660 |
| Range |
117.3240 |
114.6690 |
-2.6550 |
-2.3% |
359.4700 |
| ATR |
172.7789 |
168.6281 |
-4.1507 |
-2.4% |
0.0000 |
| Volume |
810,593 |
627,127 |
-183,466 |
-22.6% |
3,982,723 |
|
| Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,147.8430 |
2,108.7990 |
1,903.4850 |
|
| R3 |
2,033.1740 |
1,994.1300 |
1,871.9510 |
|
| R2 |
1,918.5050 |
1,918.5050 |
1,861.4397 |
|
| R1 |
1,879.4610 |
1,879.4610 |
1,850.9283 |
1,898.9830 |
| PP |
1,803.8360 |
1,803.8360 |
1,803.8360 |
1,813.5970 |
| S1 |
1,764.7920 |
1,764.7920 |
1,829.9057 |
1,784.3140 |
| S2 |
1,689.1670 |
1,689.1670 |
1,819.3944 |
|
| S3 |
1,574.4980 |
1,650.1230 |
1,808.8830 |
|
| S4 |
1,459.8290 |
1,535.4540 |
1,777.3491 |
|
|
| 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 |
1,877.1170 |
1,444.7800 |
432.3370 |
23.5% |
139.6388 |
7.6% |
92% |
False |
False |
762,989 |
| 10 |
1,877.1170 |
1,294.7920 |
582.3250 |
31.6% |
157.6376 |
8.6% |
94% |
False |
False |
808,636 |
| 20 |
2,036.8430 |
1,294.7920 |
742.0510 |
40.3% |
175.1414 |
9.5% |
74% |
False |
False |
915,896 |
| 40 |
2,036.8430 |
988.4170 |
1,048.4260 |
57.0% |
175.6869 |
9.5% |
81% |
False |
False |
1,159,152 |
| 60 |
2,036.8430 |
543.7820 |
1,493.0610 |
81.1% |
155.9949 |
8.5% |
87% |
False |
False |
1,233,278 |
| 80 |
2,036.8430 |
440.4620 |
1,596.3810 |
86.7% |
127.4801 |
6.9% |
88% |
False |
False |
1,124,206 |
| 100 |
2,036.8430 |
362.3140 |
1,674.5290 |
91.0% |
106.6982 |
5.8% |
88% |
False |
False |
1,028,237 |
| 120 |
2,036.8430 |
315.3600 |
1,721.4830 |
93.5% |
92.2528 |
5.0% |
89% |
False |
False |
943,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,330.2233 |
|
2.618 |
2,143.0834 |
|
1.618 |
2,028.4144 |
|
1.000 |
1,957.5490 |
|
0.618 |
1,913.7454 |
|
HIGH |
1,842.8800 |
|
0.618 |
1,799.0764 |
|
0.500 |
1,785.5455 |
|
0.382 |
1,772.0146 |
|
LOW |
1,728.2110 |
|
0.618 |
1,657.3456 |
|
1.000 |
1,613.5420 |
|
1.618 |
1,542.6766 |
|
2.618 |
1,428.0076 |
|
4.250 |
1,240.8678 |
|
|
| Fisher Pivots for day following 11-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,822.1265 |
1,827.8327 |
| PP |
1,803.8360 |
1,815.2483 |
| S1 |
1,785.5455 |
1,802.6640 |
|