| 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 |
3,831.25 |
3,878.50 |
47.25 |
1.2% |
3,817.25 |
| High |
3,901.25 |
3,916.25 |
15.00 |
0.4% |
3,912.00 |
| Low |
3,826.25 |
3,856.25 |
30.00 |
0.8% |
3,720.50 |
| Close |
3,873.25 |
3,896.50 |
23.25 |
0.6% |
3,839.00 |
| Range |
75.00 |
60.00 |
-15.00 |
-20.0% |
191.50 |
| ATR |
73.87 |
72.88 |
-0.99 |
-1.3% |
0.00 |
| Volume |
1,704,837 |
1,845,205 |
140,368 |
8.2% |
11,678,214 |
|
| Daily Pivots for day following 10-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,069.75 |
4,043.00 |
3,929.50 |
|
| R3 |
4,009.75 |
3,983.00 |
3,913.00 |
|
| R2 |
3,949.75 |
3,949.75 |
3,907.50 |
|
| R1 |
3,923.00 |
3,923.00 |
3,902.00 |
3,936.50 |
| PP |
3,889.75 |
3,889.75 |
3,889.75 |
3,896.25 |
| S1 |
3,863.00 |
3,863.00 |
3,891.00 |
3,876.50 |
| S2 |
3,829.75 |
3,829.75 |
3,885.50 |
|
| S3 |
3,769.75 |
3,803.00 |
3,880.00 |
|
| S4 |
3,709.75 |
3,743.00 |
3,863.50 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,398.25 |
4,310.25 |
3,944.25 |
|
| R3 |
4,206.75 |
4,118.75 |
3,891.75 |
|
| R2 |
4,015.25 |
4,015.25 |
3,874.00 |
|
| R1 |
3,927.25 |
3,927.25 |
3,856.50 |
3,971.25 |
| PP |
3,823.75 |
3,823.75 |
3,823.75 |
3,846.00 |
| S1 |
3,735.75 |
3,735.75 |
3,821.50 |
3,779.75 |
| S2 |
3,632.25 |
3,632.25 |
3,804.00 |
|
| S3 |
3,440.75 |
3,544.25 |
3,786.25 |
|
| S4 |
3,249.25 |
3,352.75 |
3,733.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,916.25 |
3,720.50 |
195.75 |
5.0% |
92.25 |
2.4% |
90% |
True |
False |
2,377,798 |
| 10 |
3,934.50 |
3,720.50 |
214.00 |
5.5% |
88.50 |
2.3% |
82% |
False |
False |
2,330,048 |
| 20 |
3,959.25 |
3,720.50 |
238.75 |
6.1% |
70.50 |
1.8% |
74% |
False |
False |
1,937,351 |
| 40 |
3,959.25 |
3,656.50 |
302.75 |
7.8% |
64.50 |
1.7% |
79% |
False |
False |
1,691,420 |
| 60 |
3,959.25 |
3,596.00 |
363.25 |
9.3% |
60.50 |
1.6% |
83% |
False |
False |
1,593,650 |
| 80 |
3,959.25 |
3,504.50 |
454.75 |
11.7% |
56.75 |
1.5% |
86% |
False |
False |
1,207,582 |
| 100 |
3,959.25 |
3,215.75 |
743.50 |
19.1% |
60.00 |
1.5% |
92% |
False |
False |
966,618 |
| 120 |
3,959.25 |
3,190.25 |
769.00 |
19.7% |
61.25 |
1.6% |
92% |
False |
False |
805,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,171.25 |
|
2.618 |
4,073.25 |
|
1.618 |
4,013.25 |
|
1.000 |
3,976.25 |
|
0.618 |
3,953.25 |
|
HIGH |
3,916.25 |
|
0.618 |
3,893.25 |
|
0.500 |
3,886.25 |
|
0.382 |
3,879.25 |
|
LOW |
3,856.25 |
|
0.618 |
3,819.25 |
|
1.000 |
3,796.25 |
|
1.618 |
3,759.25 |
|
2.618 |
3,699.25 |
|
4.250 |
3,601.25 |
|
|
| Fisher Pivots for day following 10-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,893.00 |
3,883.00 |
| PP |
3,889.75 |
3,869.75 |
| S1 |
3,886.25 |
3,856.25 |
|