Trading Metrics calculated at close of trading on 10-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2021 |
10-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
3,760.0 |
3,786.0 |
26.0 |
0.7% |
3,660.0 |
High |
3,795.0 |
3,825.0 |
30.0 |
0.8% |
3,740.0 |
Low |
3,746.0 |
3,771.0 |
25.0 |
0.7% |
3,643.0 |
Close |
3,790.0 |
3,818.0 |
28.0 |
0.7% |
3,666.0 |
Range |
49.0 |
54.0 |
5.0 |
10.2% |
97.0 |
ATR |
62.0 |
61.4 |
-0.6 |
-0.9% |
0.0 |
Volume |
1,029,336 |
1,043,761 |
14,425 |
1.4% |
4,795,681 |
|
Daily Pivots for day following 10-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,966.7 |
3,946.3 |
3,847.7 |
|
R3 |
3,912.7 |
3,892.3 |
3,832.9 |
|
R2 |
3,858.7 |
3,858.7 |
3,827.9 |
|
R1 |
3,838.3 |
3,838.3 |
3,823.0 |
3,848.5 |
PP |
3,804.7 |
3,804.7 |
3,804.7 |
3,809.8 |
S1 |
3,784.3 |
3,784.3 |
3,813.1 |
3,794.5 |
S2 |
3,750.7 |
3,750.7 |
3,808.1 |
|
S3 |
3,696.7 |
3,730.3 |
3,803.2 |
|
S4 |
3,642.7 |
3,676.3 |
3,788.3 |
|
|
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 |
3,825.0 |
3,643.0 |
182.0 |
4.8% |
66.2 |
1.7% |
96% |
True |
False |
1,095,618 |
10 |
3,825.0 |
3,616.0 |
209.0 |
5.5% |
63.8 |
1.7% |
97% |
True |
False |
1,070,559 |
20 |
3,825.0 |
3,616.0 |
209.0 |
5.5% |
56.5 |
1.5% |
97% |
True |
False |
935,720 |
40 |
3,825.0 |
3,451.0 |
374.0 |
9.8% |
56.6 |
1.5% |
98% |
True |
False |
899,243 |
60 |
3,825.0 |
3,379.0 |
446.0 |
11.7% |
56.1 |
1.5% |
98% |
True |
False |
843,512 |
80 |
3,825.0 |
3,379.0 |
446.0 |
11.7% |
50.8 |
1.3% |
98% |
True |
False |
635,938 |
100 |
3,825.0 |
2,874.0 |
951.0 |
24.9% |
55.1 |
1.4% |
99% |
True |
False |
509,403 |
120 |
3,825.0 |
2,874.0 |
951.0 |
24.9% |
51.8 |
1.4% |
99% |
True |
False |
424,875 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,054.5 |
2.618 |
3,966.4 |
1.618 |
3,912.4 |
1.000 |
3,879.0 |
0.618 |
3,858.4 |
HIGH |
3,825.0 |
0.618 |
3,804.4 |
0.500 |
3,798.0 |
0.382 |
3,791.6 |
LOW |
3,771.0 |
0.618 |
3,737.6 |
1.000 |
3,717.0 |
1.618 |
3,683.6 |
2.618 |
3,629.6 |
4.250 |
3,541.5 |
|
|
Fisher Pivots for day following 10-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
3,811.3 |
3,795.7 |
PP |
3,804.7 |
3,773.3 |
S1 |
3,798.0 |
3,751.0 |
|