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 |
3,820.0 |
3,842.0 |
22.0 |
0.6% |
3,708.0 |
High |
3,847.0 |
3,850.0 |
3.0 |
0.1% |
3,850.0 |
Low |
3,815.0 |
3,816.0 |
1.0 |
0.0% |
3,677.0 |
Close |
3,844.0 |
3,832.0 |
-12.0 |
-0.3% |
3,832.0 |
Range |
32.0 |
34.0 |
2.0 |
6.3% |
173.0 |
ATR |
59.3 |
57.5 |
-1.8 |
-3.0% |
0.0 |
Volume |
978,650 |
1,121,171 |
142,521 |
14.6% |
5,357,923 |
|
Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,934.7 |
3,917.3 |
3,850.7 |
|
R3 |
3,900.7 |
3,883.3 |
3,841.4 |
|
R2 |
3,866.7 |
3,866.7 |
3,838.2 |
|
R1 |
3,849.3 |
3,849.3 |
3,835.1 |
3,841.0 |
PP |
3,832.7 |
3,832.7 |
3,832.7 |
3,828.5 |
S1 |
3,815.3 |
3,815.3 |
3,828.9 |
3,807.0 |
S2 |
3,798.7 |
3,798.7 |
3,825.8 |
|
S3 |
3,764.7 |
3,781.3 |
3,822.7 |
|
S4 |
3,730.7 |
3,747.3 |
3,813.3 |
|
|
Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,305.3 |
4,241.7 |
3,927.2 |
|
R3 |
4,132.3 |
4,068.7 |
3,879.6 |
|
R2 |
3,959.3 |
3,959.3 |
3,863.7 |
|
R1 |
3,895.7 |
3,895.7 |
3,847.9 |
3,927.5 |
PP |
3,786.3 |
3,786.3 |
3,786.3 |
3,802.3 |
S1 |
3,722.7 |
3,722.7 |
3,816.1 |
3,754.5 |
S2 |
3,613.3 |
3,613.3 |
3,800.3 |
|
S3 |
3,440.3 |
3,549.7 |
3,784.4 |
|
S4 |
3,267.3 |
3,376.7 |
3,736.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,850.0 |
3,677.0 |
173.0 |
4.5% |
53.2 |
1.4% |
90% |
True |
False |
1,071,584 |
10 |
3,850.0 |
3,643.0 |
207.0 |
5.4% |
55.6 |
1.5% |
91% |
True |
False |
1,015,360 |
20 |
3,850.0 |
3,616.0 |
234.0 |
6.1% |
55.2 |
1.4% |
92% |
True |
False |
966,544 |
40 |
3,850.0 |
3,451.0 |
399.0 |
10.4% |
56.4 |
1.5% |
95% |
True |
False |
917,122 |
60 |
3,850.0 |
3,379.0 |
471.0 |
12.3% |
55.7 |
1.5% |
96% |
True |
False |
874,558 |
80 |
3,850.0 |
3,379.0 |
471.0 |
12.3% |
50.4 |
1.3% |
96% |
True |
False |
661,562 |
100 |
3,850.0 |
2,874.0 |
976.0 |
25.5% |
54.7 |
1.4% |
98% |
True |
False |
530,374 |
120 |
3,850.0 |
2,874.0 |
976.0 |
25.5% |
52.0 |
1.4% |
98% |
True |
False |
442,337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,994.5 |
2.618 |
3,939.0 |
1.618 |
3,905.0 |
1.000 |
3,884.0 |
0.618 |
3,871.0 |
HIGH |
3,850.0 |
0.618 |
3,837.0 |
0.500 |
3,833.0 |
0.382 |
3,829.0 |
LOW |
3,816.0 |
0.618 |
3,795.0 |
1.000 |
3,782.0 |
1.618 |
3,761.0 |
2.618 |
3,727.0 |
4.250 |
3,671.5 |
|
|
Fisher Pivots for day following 12-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
3,833.0 |
3,824.8 |
PP |
3,832.7 |
3,817.7 |
S1 |
3,832.3 |
3,810.5 |
|