| 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 |
12,345.75 |
12,812.00 |
466.25 |
3.8% |
12,957.50 |
| High |
12,867.50 |
12,993.25 |
125.75 |
1.0% |
13,328.25 |
| Low |
12,326.00 |
12,703.00 |
377.00 |
3.1% |
12,207.25 |
| Close |
12,788.75 |
12,749.25 |
-39.50 |
-0.3% |
12,663.75 |
| Range |
541.50 |
290.25 |
-251.25 |
-46.4% |
1,121.00 |
| ATR |
374.16 |
368.17 |
-5.99 |
-1.6% |
0.00 |
| Volume |
644,022 |
715,961 |
71,939 |
11.2% |
3,899,248 |
|
| Daily Pivots for day following 10-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,686.00 |
13,507.75 |
12,909.00 |
|
| R3 |
13,395.75 |
13,217.50 |
12,829.00 |
|
| R2 |
13,105.50 |
13,105.50 |
12,802.50 |
|
| R1 |
12,927.25 |
12,927.25 |
12,775.75 |
12,871.25 |
| PP |
12,815.25 |
12,815.25 |
12,815.25 |
12,787.00 |
| S1 |
12,637.00 |
12,637.00 |
12,722.75 |
12,581.00 |
| S2 |
12,525.00 |
12,525.00 |
12,696.00 |
|
| S3 |
12,234.75 |
12,346.75 |
12,669.50 |
|
| S4 |
11,944.50 |
12,056.50 |
12,589.50 |
|
|
| 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 |
12,993.25 |
12,207.25 |
786.00 |
6.2% |
458.50 |
3.6% |
69% |
True |
False |
834,964 |
| 10 |
13,353.75 |
12,207.25 |
1,146.50 |
9.0% |
449.00 |
3.5% |
47% |
False |
False |
774,469 |
| 20 |
13,900.50 |
12,207.25 |
1,693.25 |
13.3% |
364.75 |
2.9% |
32% |
False |
False |
683,926 |
| 40 |
13,900.50 |
12,207.25 |
1,693.25 |
13.3% |
314.00 |
2.5% |
32% |
False |
False |
593,008 |
| 60 |
13,900.50 |
12,207.25 |
1,693.25 |
13.3% |
273.75 |
2.1% |
32% |
False |
False |
539,222 |
| 80 |
13,900.50 |
11,771.00 |
2,129.50 |
16.7% |
249.50 |
2.0% |
46% |
False |
False |
405,701 |
| 100 |
13,900.50 |
10,934.00 |
2,966.50 |
23.3% |
261.00 |
2.0% |
61% |
False |
False |
324,744 |
| 120 |
13,900.50 |
10,649.50 |
3,251.00 |
25.5% |
268.25 |
2.1% |
65% |
False |
False |
270,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,226.75 |
|
2.618 |
13,753.00 |
|
1.618 |
13,462.75 |
|
1.000 |
13,283.50 |
|
0.618 |
13,172.50 |
|
HIGH |
12,993.25 |
|
0.618 |
12,882.25 |
|
0.500 |
12,848.00 |
|
0.382 |
12,814.00 |
|
LOW |
12,703.00 |
|
0.618 |
12,523.75 |
|
1.000 |
12,412.75 |
|
1.618 |
12,233.50 |
|
2.618 |
11,943.25 |
|
4.250 |
11,469.50 |
|
|
| Fisher Pivots for day following 10-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
12,848.00 |
12,712.00 |
| PP |
12,815.25 |
12,674.75 |
| S1 |
12,782.25 |
12,637.50 |
|