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 |
3,878.50 |
3,907.75 |
29.25 |
0.8% |
3,817.25 |
High |
3,916.25 |
3,958.50 |
42.25 |
1.1% |
3,912.00 |
Low |
3,856.25 |
3,893.00 |
36.75 |
1.0% |
3,720.50 |
Close |
3,896.50 |
3,936.75 |
40.25 |
1.0% |
3,839.00 |
Range |
60.00 |
65.50 |
5.50 |
9.2% |
191.50 |
ATR |
72.88 |
72.35 |
-0.53 |
-0.7% |
0.00 |
Volume |
1,845,205 |
1,599,748 |
-245,457 |
-13.3% |
11,678,214 |
|
Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,126.00 |
4,096.75 |
3,972.75 |
|
R3 |
4,060.50 |
4,031.25 |
3,954.75 |
|
R2 |
3,995.00 |
3,995.00 |
3,948.75 |
|
R1 |
3,965.75 |
3,965.75 |
3,942.75 |
3,980.50 |
PP |
3,929.50 |
3,929.50 |
3,929.50 |
3,936.75 |
S1 |
3,900.25 |
3,900.25 |
3,930.75 |
3,915.00 |
S2 |
3,864.00 |
3,864.00 |
3,924.75 |
|
S3 |
3,798.50 |
3,834.75 |
3,918.75 |
|
S4 |
3,733.00 |
3,769.25 |
3,900.75 |
|
|
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 |
3,958.50 |
3,728.50 |
230.00 |
5.8% |
81.00 |
2.1% |
91% |
True |
False |
2,059,254 |
10 |
3,958.50 |
3,720.50 |
238.00 |
6.0% |
82.50 |
2.1% |
91% |
True |
False |
2,203,684 |
20 |
3,959.25 |
3,720.50 |
238.75 |
6.1% |
71.25 |
1.8% |
91% |
False |
False |
1,939,297 |
40 |
3,959.25 |
3,656.50 |
302.75 |
7.7% |
65.25 |
1.7% |
93% |
False |
False |
1,701,008 |
60 |
3,959.25 |
3,596.00 |
363.25 |
9.2% |
60.75 |
1.5% |
94% |
False |
False |
1,592,707 |
80 |
3,959.25 |
3,509.50 |
449.75 |
11.4% |
56.75 |
1.4% |
95% |
False |
False |
1,227,549 |
100 |
3,959.25 |
3,215.75 |
743.50 |
18.9% |
60.00 |
1.5% |
97% |
False |
False |
982,577 |
120 |
3,959.25 |
3,190.25 |
769.00 |
19.5% |
61.25 |
1.6% |
97% |
False |
False |
819,205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,237.00 |
2.618 |
4,130.00 |
1.618 |
4,064.50 |
1.000 |
4,024.00 |
0.618 |
3,999.00 |
HIGH |
3,958.50 |
0.618 |
3,933.50 |
0.500 |
3,925.75 |
0.382 |
3,918.00 |
LOW |
3,893.00 |
0.618 |
3,852.50 |
1.000 |
3,827.50 |
1.618 |
3,787.00 |
2.618 |
3,721.50 |
4.250 |
3,614.50 |
|
|
Fisher Pivots for day following 11-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
3,933.00 |
3,922.00 |
PP |
3,929.50 |
3,907.25 |
S1 |
3,925.75 |
3,892.50 |
|