| 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 |
12,715.00 |
12,345.75 |
-369.25 |
-2.9% |
12,957.50 |
| High |
12,761.25 |
12,867.50 |
106.25 |
0.8% |
13,328.25 |
| Low |
12,281.75 |
12,326.00 |
44.25 |
0.4% |
12,207.25 |
| Close |
12,297.25 |
12,788.75 |
491.50 |
4.0% |
12,663.75 |
| Range |
479.50 |
541.50 |
62.00 |
12.9% |
1,121.00 |
| ATR |
359.08 |
374.16 |
15.08 |
4.2% |
0.00 |
| Volume |
749,028 |
644,022 |
-105,006 |
-14.0% |
3,899,248 |
|
| Daily Pivots for day following 09-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,285.25 |
14,078.50 |
13,086.50 |
|
| R3 |
13,743.75 |
13,537.00 |
12,937.75 |
|
| R2 |
13,202.25 |
13,202.25 |
12,888.00 |
|
| R1 |
12,995.50 |
12,995.50 |
12,838.50 |
13,099.00 |
| PP |
12,660.75 |
12,660.75 |
12,660.75 |
12,712.50 |
| S1 |
12,454.00 |
12,454.00 |
12,739.00 |
12,557.50 |
| S2 |
12,119.25 |
12,119.25 |
12,689.50 |
|
| S3 |
11,577.75 |
11,912.50 |
12,639.75 |
|
| S4 |
11,036.25 |
11,371.00 |
12,491.00 |
|
|
| 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 |
13,192.00 |
12,207.25 |
984.75 |
7.7% |
506.25 |
4.0% |
59% |
False |
False |
843,061 |
| 10 |
13,353.75 |
12,207.25 |
1,146.50 |
9.0% |
457.50 |
3.6% |
51% |
False |
False |
770,208 |
| 20 |
13,900.50 |
12,207.25 |
1,693.25 |
13.2% |
355.25 |
2.8% |
34% |
False |
False |
666,484 |
| 40 |
13,900.50 |
12,207.25 |
1,693.25 |
13.2% |
312.50 |
2.4% |
34% |
False |
False |
586,478 |
| 60 |
13,900.50 |
12,207.25 |
1,693.25 |
13.2% |
272.75 |
2.1% |
34% |
False |
False |
528,273 |
| 80 |
13,900.50 |
11,569.75 |
2,330.75 |
18.2% |
250.00 |
2.0% |
52% |
False |
False |
396,762 |
| 100 |
13,900.50 |
10,934.00 |
2,966.50 |
23.2% |
260.75 |
2.0% |
63% |
False |
False |
317,587 |
| 120 |
13,900.50 |
10,649.50 |
3,251.00 |
25.4% |
268.25 |
2.1% |
66% |
False |
False |
264,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,169.00 |
|
2.618 |
14,285.25 |
|
1.618 |
13,743.75 |
|
1.000 |
13,409.00 |
|
0.618 |
13,202.25 |
|
HIGH |
12,867.50 |
|
0.618 |
12,660.75 |
|
0.500 |
12,596.75 |
|
0.382 |
12,532.75 |
|
LOW |
12,326.00 |
|
0.618 |
11,991.25 |
|
1.000 |
11,784.50 |
|
1.618 |
11,449.75 |
|
2.618 |
10,908.25 |
|
4.250 |
10,024.50 |
|
|
| Fisher Pivots for day following 09-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
12,724.75 |
12,705.00 |
| PP |
12,660.75 |
12,621.25 |
| S1 |
12,596.75 |
12,537.50 |
|