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 |
3,786.0 |
3,820.0 |
34.0 |
0.9% |
3,660.0 |
High |
3,825.0 |
3,847.0 |
22.0 |
0.6% |
3,740.0 |
Low |
3,771.0 |
3,815.0 |
44.0 |
1.2% |
3,643.0 |
Close |
3,818.0 |
3,844.0 |
26.0 |
0.7% |
3,666.0 |
Range |
54.0 |
32.0 |
-22.0 |
-40.7% |
97.0 |
ATR |
61.4 |
59.3 |
-2.1 |
-3.4% |
0.0 |
Volume |
1,043,761 |
978,650 |
-65,111 |
-6.2% |
4,795,681 |
|
Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,931.3 |
3,919.7 |
3,861.6 |
|
R3 |
3,899.3 |
3,887.7 |
3,852.8 |
|
R2 |
3,867.3 |
3,867.3 |
3,849.9 |
|
R1 |
3,855.7 |
3,855.7 |
3,846.9 |
3,861.5 |
PP |
3,835.3 |
3,835.3 |
3,835.3 |
3,838.3 |
S1 |
3,823.7 |
3,823.7 |
3,841.1 |
3,829.5 |
S2 |
3,803.3 |
3,803.3 |
3,838.1 |
|
S3 |
3,771.3 |
3,791.7 |
3,835.2 |
|
S4 |
3,739.3 |
3,759.7 |
3,826.4 |
|
|
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 |
3,847.0 |
3,643.0 |
204.0 |
5.3% |
60.4 |
1.6% |
99% |
True |
False |
1,070,978 |
10 |
3,847.0 |
3,616.0 |
231.0 |
6.0% |
57.9 |
1.5% |
99% |
True |
False |
1,069,541 |
20 |
3,847.0 |
3,616.0 |
231.0 |
6.0% |
55.3 |
1.4% |
99% |
True |
False |
943,813 |
40 |
3,847.0 |
3,451.0 |
396.0 |
10.3% |
56.2 |
1.5% |
99% |
True |
False |
905,164 |
60 |
3,847.0 |
3,379.0 |
468.0 |
12.2% |
55.9 |
1.5% |
99% |
True |
False |
858,474 |
80 |
3,847.0 |
3,379.0 |
468.0 |
12.2% |
50.7 |
1.3% |
99% |
True |
False |
647,857 |
100 |
3,847.0 |
2,874.0 |
973.0 |
25.3% |
55.2 |
1.4% |
100% |
True |
False |
519,185 |
120 |
3,847.0 |
2,874.0 |
973.0 |
25.3% |
52.0 |
1.4% |
100% |
True |
False |
433,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,983.0 |
2.618 |
3,930.8 |
1.618 |
3,898.8 |
1.000 |
3,879.0 |
0.618 |
3,866.8 |
HIGH |
3,847.0 |
0.618 |
3,834.8 |
0.500 |
3,831.0 |
0.382 |
3,827.2 |
LOW |
3,815.0 |
0.618 |
3,795.2 |
1.000 |
3,783.0 |
1.618 |
3,763.2 |
2.618 |
3,731.2 |
4.250 |
3,679.0 |
|
|
Fisher Pivots for day following 11-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
3,839.7 |
3,828.2 |
PP |
3,835.3 |
3,812.3 |
S1 |
3,831.0 |
3,796.5 |
|