| Trading Metrics calculated at close of trading on 12-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2021 |
12-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1,816.9960 |
1,840.9720 |
23.9760 |
1.3% |
1,535.1070 |
| High |
1,842.8800 |
1,847.1290 |
4.2490 |
0.2% |
1,877.1170 |
| Low |
1,728.2110 |
1,723.2340 |
-4.9770 |
-0.3% |
1,515.2340 |
| Close |
1,840.4170 |
1,758.8830 |
-81.5340 |
-4.4% |
1,758.8830 |
| Range |
114.6690 |
123.8950 |
9.2260 |
8.0% |
361.8830 |
| ATR |
168.6281 |
165.4329 |
-3.1952 |
-1.9% |
0.0000 |
| Volume |
627,127 |
615,243 |
-11,884 |
-1.9% |
3,620,490 |
|
| Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,148.1003 |
2,077.3867 |
1,827.0253 |
|
| R3 |
2,024.2053 |
1,953.4917 |
1,792.9541 |
|
| R2 |
1,900.3103 |
1,900.3103 |
1,781.5971 |
|
| R1 |
1,829.5967 |
1,829.5967 |
1,770.2400 |
1,803.0060 |
| PP |
1,776.4153 |
1,776.4153 |
1,776.4153 |
1,763.1200 |
| S1 |
1,705.7017 |
1,705.7017 |
1,747.5260 |
1,679.1110 |
| S2 |
1,652.5203 |
1,652.5203 |
1,736.1689 |
|
| S3 |
1,528.6253 |
1,581.8067 |
1,724.8119 |
|
| S4 |
1,404.7303 |
1,457.9117 |
1,690.7408 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,802.7270 |
2,642.6880 |
1,957.9187 |
|
| R3 |
2,440.8440 |
2,280.8050 |
1,858.4008 |
|
| R2 |
2,078.9610 |
2,078.9610 |
1,825.2282 |
|
| R1 |
1,918.9220 |
1,918.9220 |
1,792.0556 |
1,998.9415 |
| PP |
1,717.0780 |
1,717.0780 |
1,717.0780 |
1,757.0878 |
| S1 |
1,557.0390 |
1,557.0390 |
1,725.7104 |
1,637.0585 |
| S2 |
1,355.1950 |
1,355.1950 |
1,692.5378 |
|
| S3 |
993.3120 |
1,195.1560 |
1,659.3652 |
|
| S4 |
631.4290 |
833.2730 |
1,559.8474 |
|
|
| 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 |
1,515.2340 |
361.8830 |
20.6% |
143.6940 |
8.2% |
67% |
False |
False |
724,098 |
| 10 |
1,877.1170 |
1,294.7920 |
582.3250 |
33.1% |
154.0223 |
8.8% |
80% |
False |
False |
760,321 |
| 20 |
2,036.8430 |
1,294.7920 |
742.0510 |
42.2% |
175.7446 |
10.0% |
63% |
False |
False |
911,489 |
| 40 |
2,036.8430 |
1,043.7570 |
993.0860 |
56.5% |
175.3106 |
10.0% |
72% |
False |
False |
1,139,548 |
| 60 |
2,036.8430 |
552.3810 |
1,484.4620 |
84.4% |
157.2088 |
8.9% |
81% |
False |
False |
1,238,358 |
| 80 |
2,036.8430 |
440.4620 |
1,596.3810 |
90.8% |
128.8206 |
7.3% |
83% |
False |
False |
1,124,633 |
| 100 |
2,036.8430 |
363.6200 |
1,673.2230 |
95.1% |
107.7582 |
6.1% |
83% |
False |
False |
1,030,395 |
| 120 |
2,036.8430 |
315.3600 |
1,721.4830 |
97.9% |
93.1348 |
5.3% |
84% |
False |
False |
945,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,373.6828 |
|
2.618 |
2,171.4861 |
|
1.618 |
2,047.5911 |
|
1.000 |
1,971.0240 |
|
0.618 |
1,923.6961 |
|
HIGH |
1,847.1290 |
|
0.618 |
1,799.8011 |
|
0.500 |
1,785.1815 |
|
0.382 |
1,770.5619 |
|
LOW |
1,723.2340 |
|
0.618 |
1,646.6669 |
|
1.000 |
1,599.3390 |
|
1.618 |
1,522.7719 |
|
2.618 |
1,398.8769 |
|
4.250 |
1,196.6803 |
|
|
| Fisher Pivots for day following 12-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,785.1815 |
1,800.1755 |
| PP |
1,776.4153 |
1,786.4113 |
| S1 |
1,767.6492 |
1,772.6472 |
|