| Trading Metrics calculated at close of trading on 12-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2021 |
12-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
3,907.75 |
3,937.50 |
29.75 |
0.8% |
3,854.75 |
| High |
3,958.50 |
3,947.50 |
-11.00 |
-0.3% |
3,958.50 |
| Low |
3,893.00 |
3,910.25 |
17.25 |
0.4% |
3,796.25 |
| Close |
3,936.75 |
3,942.25 |
5.50 |
0.1% |
3,942.25 |
| Range |
65.50 |
37.25 |
-28.25 |
-43.1% |
162.25 |
| ATR |
72.35 |
69.84 |
-2.51 |
-3.5% |
0.00 |
| Volume |
1,599,748 |
1,448,886 |
-150,862 |
-9.4% |
8,797,039 |
|
| Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,045.00 |
4,031.00 |
3,962.75 |
|
| R3 |
4,007.75 |
3,993.75 |
3,952.50 |
|
| R2 |
3,970.50 |
3,970.50 |
3,949.00 |
|
| R1 |
3,956.50 |
3,956.50 |
3,945.75 |
3,963.50 |
| PP |
3,933.25 |
3,933.25 |
3,933.25 |
3,937.00 |
| S1 |
3,919.25 |
3,919.25 |
3,938.75 |
3,926.25 |
| S2 |
3,896.00 |
3,896.00 |
3,935.50 |
|
| S3 |
3,858.75 |
3,882.00 |
3,932.00 |
|
| S4 |
3,821.50 |
3,844.75 |
3,921.75 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,385.75 |
4,326.25 |
4,031.50 |
|
| R3 |
4,223.50 |
4,164.00 |
3,986.75 |
|
| R2 |
4,061.25 |
4,061.25 |
3,972.00 |
|
| R1 |
4,001.75 |
4,001.75 |
3,957.00 |
4,031.50 |
| PP |
3,899.00 |
3,899.00 |
3,899.00 |
3,914.00 |
| S1 |
3,839.50 |
3,839.50 |
3,927.50 |
3,869.25 |
| S2 |
3,736.75 |
3,736.75 |
3,912.50 |
|
| S3 |
3,574.50 |
3,677.25 |
3,897.75 |
|
| S4 |
3,412.25 |
3,515.00 |
3,853.00 |
|
|
| 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 |
3,796.25 |
162.25 |
4.1% |
64.00 |
1.6% |
90% |
False |
False |
1,759,407 |
| 10 |
3,958.50 |
3,720.50 |
238.00 |
6.0% |
79.00 |
2.0% |
93% |
False |
False |
2,047,525 |
| 20 |
3,959.25 |
3,720.50 |
238.75 |
6.1% |
71.25 |
1.8% |
93% |
False |
False |
1,946,939 |
| 40 |
3,959.25 |
3,656.50 |
302.75 |
7.7% |
65.25 |
1.7% |
94% |
False |
False |
1,711,000 |
| 60 |
3,959.25 |
3,596.00 |
363.25 |
9.2% |
60.50 |
1.5% |
95% |
False |
False |
1,578,776 |
| 80 |
3,959.25 |
3,534.00 |
425.25 |
10.8% |
56.25 |
1.4% |
96% |
False |
False |
1,245,600 |
| 100 |
3,959.25 |
3,215.75 |
743.50 |
18.9% |
60.00 |
1.5% |
98% |
False |
False |
997,048 |
| 120 |
3,959.25 |
3,190.25 |
769.00 |
19.5% |
60.75 |
1.5% |
98% |
False |
False |
831,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,105.75 |
|
2.618 |
4,045.00 |
|
1.618 |
4,007.75 |
|
1.000 |
3,984.75 |
|
0.618 |
3,970.50 |
|
HIGH |
3,947.50 |
|
0.618 |
3,933.25 |
|
0.500 |
3,929.00 |
|
0.382 |
3,924.50 |
|
LOW |
3,910.25 |
|
0.618 |
3,887.25 |
|
1.000 |
3,873.00 |
|
1.618 |
3,850.00 |
|
2.618 |
3,812.75 |
|
4.250 |
3,752.00 |
|
|
| Fisher Pivots for day following 12-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,937.75 |
3,930.50 |
| PP |
3,933.25 |
3,919.00 |
| S1 |
3,929.00 |
3,907.50 |
|