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 |
3,708.0 |
3,760.0 |
52.0 |
1.4% |
3,660.0 |
High |
3,774.0 |
3,795.0 |
21.0 |
0.6% |
3,740.0 |
Low |
3,677.0 |
3,746.0 |
69.0 |
1.9% |
3,643.0 |
Close |
3,765.0 |
3,790.0 |
25.0 |
0.7% |
3,666.0 |
Range |
97.0 |
49.0 |
-48.0 |
-49.5% |
97.0 |
ATR |
63.0 |
62.0 |
-1.0 |
-1.6% |
0.0 |
Volume |
1,185,005 |
1,029,336 |
-155,669 |
-13.1% |
4,795,681 |
|
Daily Pivots for day following 09-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,924.0 |
3,906.0 |
3,817.0 |
|
R3 |
3,875.0 |
3,857.0 |
3,803.5 |
|
R2 |
3,826.0 |
3,826.0 |
3,799.0 |
|
R1 |
3,808.0 |
3,808.0 |
3,794.5 |
3,817.0 |
PP |
3,777.0 |
3,777.0 |
3,777.0 |
3,781.5 |
S1 |
3,759.0 |
3,759.0 |
3,785.5 |
3,768.0 |
S2 |
3,728.0 |
3,728.0 |
3,781.0 |
|
S3 |
3,679.0 |
3,710.0 |
3,776.5 |
|
S4 |
3,630.0 |
3,661.0 |
3,763.1 |
|
|
Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,974.0 |
3,917.0 |
3,719.4 |
|
R3 |
3,877.0 |
3,820.0 |
3,692.7 |
|
R2 |
3,780.0 |
3,780.0 |
3,683.8 |
|
R1 |
3,723.0 |
3,723.0 |
3,674.9 |
3,751.5 |
PP |
3,683.0 |
3,683.0 |
3,683.0 |
3,697.3 |
S1 |
3,626.0 |
3,626.0 |
3,657.1 |
3,654.5 |
S2 |
3,586.0 |
3,586.0 |
3,648.2 |
|
S3 |
3,489.0 |
3,529.0 |
3,639.3 |
|
S4 |
3,392.0 |
3,432.0 |
3,612.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,795.0 |
3,643.0 |
152.0 |
4.0% |
66.6 |
1.8% |
97% |
True |
False |
1,058,275 |
10 |
3,795.0 |
3,616.0 |
179.0 |
4.7% |
63.7 |
1.7% |
97% |
True |
False |
1,048,115 |
20 |
3,795.0 |
3,616.0 |
179.0 |
4.7% |
55.2 |
1.5% |
97% |
True |
False |
911,180 |
40 |
3,795.0 |
3,451.0 |
344.0 |
9.1% |
56.6 |
1.5% |
99% |
True |
False |
891,297 |
60 |
3,795.0 |
3,379.0 |
416.0 |
11.0% |
55.7 |
1.5% |
99% |
True |
False |
826,810 |
80 |
3,795.0 |
3,333.0 |
462.0 |
12.2% |
51.4 |
1.4% |
99% |
True |
False |
622,936 |
100 |
3,795.0 |
2,874.0 |
921.0 |
24.3% |
54.7 |
1.4% |
99% |
True |
False |
498,966 |
120 |
3,795.0 |
2,874.0 |
921.0 |
24.3% |
51.5 |
1.4% |
99% |
True |
False |
416,232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,003.3 |
2.618 |
3,923.3 |
1.618 |
3,874.3 |
1.000 |
3,844.0 |
0.618 |
3,825.3 |
HIGH |
3,795.0 |
0.618 |
3,776.3 |
0.500 |
3,770.5 |
0.382 |
3,764.7 |
LOW |
3,746.0 |
0.618 |
3,715.7 |
1.000 |
3,697.0 |
1.618 |
3,666.7 |
2.618 |
3,617.7 |
4.250 |
3,537.8 |
|
|
Fisher Pivots for day following 09-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
3,783.5 |
3,766.3 |
PP |
3,777.0 |
3,742.7 |
S1 |
3,770.5 |
3,719.0 |
|