| 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 |
12,812.00 |
12,795.25 |
-16.75 |
-0.1% |
12,957.50 |
| High |
12,993.25 |
13,119.25 |
126.00 |
1.0% |
13,328.25 |
| Low |
12,703.00 |
12,724.25 |
21.25 |
0.2% |
12,207.25 |
| Close |
12,749.25 |
13,048.25 |
299.00 |
2.3% |
12,663.75 |
| Range |
290.25 |
395.00 |
104.75 |
36.1% |
1,121.00 |
| ATR |
368.17 |
370.09 |
1.92 |
0.5% |
0.00 |
| Volume |
715,961 |
526,139 |
-189,822 |
-26.5% |
3,899,248 |
|
| Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,149.00 |
13,993.50 |
13,265.50 |
|
| R3 |
13,754.00 |
13,598.50 |
13,157.00 |
|
| R2 |
13,359.00 |
13,359.00 |
13,120.75 |
|
| R1 |
13,203.50 |
13,203.50 |
13,084.50 |
13,281.25 |
| PP |
12,964.00 |
12,964.00 |
12,964.00 |
13,002.75 |
| S1 |
12,808.50 |
12,808.50 |
13,012.00 |
12,886.25 |
| S2 |
12,569.00 |
12,569.00 |
12,975.75 |
|
| S3 |
12,174.00 |
12,413.50 |
12,939.50 |
|
| S4 |
11,779.00 |
12,018.50 |
12,831.00 |
|
|
| 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 |
13,119.25 |
12,207.25 |
912.00 |
7.0% |
439.25 |
3.4% |
92% |
True |
False |
730,293 |
| 10 |
13,328.25 |
12,207.25 |
1,121.00 |
8.6% |
429.50 |
3.3% |
75% |
False |
False |
737,630 |
| 20 |
13,900.50 |
12,207.25 |
1,693.25 |
13.0% |
371.75 |
2.8% |
50% |
False |
False |
682,601 |
| 40 |
13,900.50 |
12,207.25 |
1,693.25 |
13.0% |
319.00 |
2.4% |
50% |
False |
False |
594,619 |
| 60 |
13,900.50 |
12,207.25 |
1,693.25 |
13.0% |
277.25 |
2.1% |
50% |
False |
False |
542,767 |
| 80 |
13,900.50 |
11,797.00 |
2,103.50 |
16.1% |
252.00 |
1.9% |
59% |
False |
False |
412,270 |
| 100 |
13,900.50 |
10,934.00 |
2,966.50 |
22.7% |
262.50 |
2.0% |
71% |
False |
False |
329,996 |
| 120 |
13,900.50 |
10,649.50 |
3,251.00 |
24.9% |
268.25 |
2.1% |
74% |
False |
False |
275,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,798.00 |
|
2.618 |
14,153.25 |
|
1.618 |
13,758.25 |
|
1.000 |
13,514.25 |
|
0.618 |
13,363.25 |
|
HIGH |
13,119.25 |
|
0.618 |
12,968.25 |
|
0.500 |
12,921.75 |
|
0.382 |
12,875.25 |
|
LOW |
12,724.25 |
|
0.618 |
12,480.25 |
|
1.000 |
12,329.25 |
|
1.618 |
12,085.25 |
|
2.618 |
11,690.25 |
|
4.250 |
11,045.50 |
|
|
| Fisher Pivots for day following 11-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
13,006.00 |
12,939.75 |
| PP |
12,964.00 |
12,831.25 |
| S1 |
12,921.75 |
12,722.50 |
|