| Trading Metrics calculated at close of trading on 08-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2021 |
08-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
12,435.00 |
12,715.00 |
280.00 |
2.3% |
12,957.50 |
| High |
12,697.75 |
12,761.25 |
63.50 |
0.5% |
13,328.25 |
| Low |
12,207.25 |
12,281.75 |
74.50 |
0.6% |
12,207.25 |
| Close |
12,663.75 |
12,297.25 |
-366.50 |
-2.9% |
12,663.75 |
| Range |
490.50 |
479.50 |
-11.00 |
-2.2% |
1,121.00 |
| ATR |
349.82 |
359.08 |
9.26 |
2.6% |
0.00 |
| Volume |
1,016,317 |
749,028 |
-267,289 |
-26.3% |
3,899,248 |
|
| Daily Pivots for day following 08-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,885.25 |
13,570.75 |
12,561.00 |
|
| R3 |
13,405.75 |
13,091.25 |
12,429.00 |
|
| R2 |
12,926.25 |
12,926.25 |
12,385.25 |
|
| R1 |
12,611.75 |
12,611.75 |
12,341.25 |
12,529.25 |
| PP |
12,446.75 |
12,446.75 |
12,446.75 |
12,405.50 |
| S1 |
12,132.25 |
12,132.25 |
12,253.25 |
12,049.75 |
| S2 |
11,967.25 |
11,967.25 |
12,209.25 |
|
| S3 |
11,487.75 |
11,652.75 |
12,165.50 |
|
| S4 |
11,008.25 |
11,173.25 |
12,033.50 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,096.00 |
15,501.00 |
13,280.25 |
|
| R3 |
14,975.00 |
14,380.00 |
12,972.00 |
|
| R2 |
13,854.00 |
13,854.00 |
12,869.25 |
|
| R1 |
13,259.00 |
13,259.00 |
12,766.50 |
12,996.00 |
| PP |
12,733.00 |
12,733.00 |
12,733.00 |
12,601.50 |
| S1 |
12,138.00 |
12,138.00 |
12,561.00 |
11,875.00 |
| S2 |
11,612.00 |
11,612.00 |
12,458.25 |
|
| S3 |
10,491.00 |
11,017.00 |
12,355.50 |
|
| S4 |
9,370.00 |
9,896.00 |
12,047.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,328.25 |
12,207.25 |
1,121.00 |
9.1% |
453.75 |
3.7% |
8% |
False |
False |
826,884 |
| 10 |
13,353.75 |
12,207.25 |
1,146.50 |
9.3% |
461.25 |
3.8% |
8% |
False |
False |
793,133 |
| 20 |
13,900.50 |
12,207.25 |
1,693.25 |
13.8% |
333.00 |
2.7% |
5% |
False |
False |
653,979 |
| 40 |
13,900.50 |
12,207.25 |
1,693.25 |
13.8% |
304.00 |
2.5% |
5% |
False |
False |
583,080 |
| 60 |
13,900.50 |
12,207.25 |
1,693.25 |
13.8% |
269.75 |
2.2% |
5% |
False |
False |
517,784 |
| 80 |
13,900.50 |
11,496.75 |
2,403.75 |
19.5% |
248.25 |
2.0% |
33% |
False |
False |
388,730 |
| 100 |
13,900.50 |
10,934.00 |
2,966.50 |
24.1% |
257.50 |
2.1% |
46% |
False |
False |
311,157 |
| 120 |
13,900.50 |
10,649.50 |
3,251.00 |
26.4% |
265.75 |
2.2% |
51% |
False |
False |
259,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,799.00 |
|
2.618 |
14,016.50 |
|
1.618 |
13,537.00 |
|
1.000 |
13,240.75 |
|
0.618 |
13,057.50 |
|
HIGH |
12,761.25 |
|
0.618 |
12,578.00 |
|
0.500 |
12,521.50 |
|
0.382 |
12,465.00 |
|
LOW |
12,281.75 |
|
0.618 |
11,985.50 |
|
1.000 |
11,802.25 |
|
1.618 |
11,506.00 |
|
2.618 |
11,026.50 |
|
4.250 |
10,244.00 |
|
|
| Fisher Pivots for day following 08-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
12,521.50 |
12,502.00 |
| PP |
12,446.75 |
12,433.75 |
| S1 |
12,372.00 |
12,365.50 |
|