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 |
14,396.0 |
14,440.0 |
44.0 |
0.3% |
13,875.0 |
High |
14,476.0 |
14,562.0 |
86.0 |
0.6% |
14,195.0 |
Low |
14,304.0 |
14,386.0 |
82.0 |
0.6% |
13,846.0 |
Close |
14,460.0 |
14,537.0 |
77.0 |
0.5% |
13,912.0 |
Range |
172.0 |
176.0 |
4.0 |
2.3% |
349.0 |
ATR |
236.7 |
232.4 |
-4.3 |
-1.8% |
0.0 |
Volume |
65,571 |
65,877 |
306 |
0.5% |
379,264 |
|
Daily Pivots for day following 10-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,023.0 |
14,956.0 |
14,633.8 |
|
R3 |
14,847.0 |
14,780.0 |
14,585.4 |
|
R2 |
14,671.0 |
14,671.0 |
14,569.3 |
|
R1 |
14,604.0 |
14,604.0 |
14,553.1 |
14,637.5 |
PP |
14,495.0 |
14,495.0 |
14,495.0 |
14,511.8 |
S1 |
14,428.0 |
14,428.0 |
14,520.9 |
14,461.5 |
S2 |
14,319.0 |
14,319.0 |
14,504.7 |
|
S3 |
14,143.0 |
14,252.0 |
14,488.6 |
|
S4 |
13,967.0 |
14,076.0 |
14,440.2 |
|
|
Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,031.3 |
14,820.7 |
14,104.0 |
|
R3 |
14,682.3 |
14,471.7 |
14,008.0 |
|
R2 |
14,333.3 |
14,333.3 |
13,976.0 |
|
R1 |
14,122.7 |
14,122.7 |
13,944.0 |
14,228.0 |
PP |
13,984.3 |
13,984.3 |
13,984.3 |
14,037.0 |
S1 |
13,773.7 |
13,773.7 |
13,880.0 |
13,879.0 |
S2 |
13,635.3 |
13,635.3 |
13,848.0 |
|
S3 |
13,286.3 |
13,424.7 |
13,816.0 |
|
S4 |
12,937.3 |
13,075.7 |
13,720.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,562.0 |
13,860.0 |
702.0 |
4.8% |
240.8 |
1.7% |
96% |
True |
False |
81,559 |
10 |
14,562.0 |
13,637.0 |
925.0 |
6.4% |
236.2 |
1.6% |
97% |
True |
False |
77,670 |
20 |
14,562.0 |
13,637.0 |
925.0 |
6.4% |
220.1 |
1.5% |
97% |
True |
False |
69,480 |
40 |
14,562.0 |
13,298.0 |
1,264.0 |
8.7% |
220.7 |
1.5% |
98% |
True |
False |
62,437 |
60 |
14,562.0 |
12,996.5 |
1,565.5 |
10.8% |
224.1 |
1.5% |
98% |
True |
False |
53,794 |
80 |
14,562.0 |
12,960.0 |
1,602.0 |
11.0% |
197.7 |
1.4% |
98% |
True |
False |
40,406 |
100 |
14,562.0 |
11,302.5 |
3,259.5 |
22.4% |
211.5 |
1.5% |
99% |
True |
False |
32,353 |
120 |
14,562.0 |
11,302.5 |
3,259.5 |
22.4% |
199.3 |
1.4% |
99% |
True |
False |
26,970 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,310.0 |
2.618 |
15,022.8 |
1.618 |
14,846.8 |
1.000 |
14,738.0 |
0.618 |
14,670.8 |
HIGH |
14,562.0 |
0.618 |
14,494.8 |
0.500 |
14,474.0 |
0.382 |
14,453.2 |
LOW |
14,386.0 |
0.618 |
14,277.2 |
1.000 |
14,210.0 |
1.618 |
14,101.2 |
2.618 |
13,925.2 |
4.250 |
13,638.0 |
|
|
Fisher Pivots for day following 10-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
14,516.0 |
14,444.5 |
PP |
14,495.0 |
14,352.0 |
S1 |
14,474.0 |
14,259.5 |
|