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 |
1,726.47 |
1,722.27 |
-4.20 |
-0.2% |
1,701.62 |
High |
1,739.19 |
1,727.30 |
-11.89 |
-0.7% |
1,739.19 |
Low |
1,721.04 |
1,699.57 |
-21.47 |
-1.2% |
1,677.64 |
Close |
1,722.20 |
1,726.84 |
4.64 |
0.3% |
1,726.84 |
Range |
18.15 |
27.73 |
9.58 |
52.8% |
61.55 |
ATR |
28.61 |
28.54 |
-0.06 |
-0.2% |
0.00 |
Volume |
6,943 |
6,523 |
-420 |
-6.0% |
31,953 |
|
Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,801.09 |
1,791.70 |
1,742.09 |
|
R3 |
1,773.36 |
1,763.97 |
1,734.47 |
|
R2 |
1,745.63 |
1,745.63 |
1,731.92 |
|
R1 |
1,736.24 |
1,736.24 |
1,729.38 |
1,740.94 |
PP |
1,717.90 |
1,717.90 |
1,717.90 |
1,720.25 |
S1 |
1,708.51 |
1,708.51 |
1,724.30 |
1,713.21 |
S2 |
1,690.17 |
1,690.17 |
1,721.76 |
|
S3 |
1,662.44 |
1,680.78 |
1,719.21 |
|
S4 |
1,634.71 |
1,653.05 |
1,711.59 |
|
|
Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,899.21 |
1,874.57 |
1,760.69 |
|
R3 |
1,837.66 |
1,813.02 |
1,743.77 |
|
R2 |
1,776.11 |
1,776.11 |
1,738.12 |
|
R1 |
1,751.47 |
1,751.47 |
1,732.48 |
1,763.79 |
PP |
1,714.56 |
1,714.56 |
1,714.56 |
1,720.72 |
S1 |
1,689.92 |
1,689.92 |
1,721.20 |
1,702.24 |
S2 |
1,653.01 |
1,653.01 |
1,715.56 |
|
S3 |
1,591.46 |
1,628.37 |
1,709.91 |
|
S4 |
1,529.91 |
1,566.82 |
1,692.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,739.19 |
1,677.64 |
61.55 |
3.6% |
27.52 |
1.6% |
80% |
False |
False |
6,390 |
10 |
1,758.19 |
1,677.64 |
80.55 |
4.7% |
28.12 |
1.6% |
61% |
False |
False |
6,341 |
20 |
1,827.80 |
1,677.64 |
150.16 |
8.7% |
28.25 |
1.6% |
33% |
False |
False |
6,422 |
40 |
1,874.27 |
1,677.64 |
196.63 |
11.4% |
29.36 |
1.7% |
25% |
False |
False |
6,295 |
60 |
1,957.87 |
1,677.64 |
280.23 |
16.2% |
28.98 |
1.7% |
18% |
False |
False |
6,355 |
80 |
1,957.87 |
1,677.64 |
280.23 |
16.2% |
27.95 |
1.6% |
18% |
False |
False |
6,391 |
100 |
1,964.66 |
1,677.64 |
287.02 |
16.6% |
28.03 |
1.6% |
17% |
False |
False |
6,520 |
120 |
1,964.66 |
1,677.64 |
287.02 |
16.6% |
28.01 |
1.6% |
17% |
False |
False |
6,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,845.15 |
2.618 |
1,799.90 |
1.618 |
1,772.17 |
1.000 |
1,755.03 |
0.618 |
1,744.44 |
HIGH |
1,727.30 |
0.618 |
1,716.71 |
0.500 |
1,713.44 |
0.382 |
1,710.16 |
LOW |
1,699.57 |
0.618 |
1,682.43 |
1.000 |
1,671.84 |
1.618 |
1,654.70 |
2.618 |
1,626.97 |
4.250 |
1,581.72 |
|
|
Fisher Pivots for day following 12-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,722.37 |
1,724.35 |
PP |
1,717.90 |
1,721.87 |
S1 |
1,713.44 |
1,719.38 |
|