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 |
14,440.0 |
14,542.0 |
102.0 |
0.7% |
13,875.0 |
High |
14,562.0 |
14,595.0 |
33.0 |
0.2% |
14,195.0 |
Low |
14,386.0 |
14,513.0 |
127.0 |
0.9% |
13,846.0 |
Close |
14,537.0 |
14,577.0 |
40.0 |
0.3% |
13,912.0 |
Range |
176.0 |
82.0 |
-94.0 |
-53.4% |
349.0 |
ATR |
232.4 |
221.7 |
-10.7 |
-4.6% |
0.0 |
Volume |
65,877 |
61,210 |
-4,667 |
-7.1% |
379,264 |
|
Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,807.7 |
14,774.3 |
14,622.1 |
|
R3 |
14,725.7 |
14,692.3 |
14,599.6 |
|
R2 |
14,643.7 |
14,643.7 |
14,592.0 |
|
R1 |
14,610.3 |
14,610.3 |
14,584.5 |
14,627.0 |
PP |
14,561.7 |
14,561.7 |
14,561.7 |
14,570.0 |
S1 |
14,528.3 |
14,528.3 |
14,569.5 |
14,545.0 |
S2 |
14,479.7 |
14,479.7 |
14,562.0 |
|
S3 |
14,397.7 |
14,446.3 |
14,554.5 |
|
S4 |
14,315.7 |
14,364.3 |
14,531.9 |
|
|
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 |
14,595.0 |
13,860.0 |
735.0 |
5.0% |
217.2 |
1.5% |
98% |
True |
False |
77,602 |
10 |
14,595.0 |
13,637.0 |
958.0 |
6.6% |
211.2 |
1.4% |
98% |
True |
False |
76,203 |
20 |
14,595.0 |
13,637.0 |
958.0 |
6.6% |
210.5 |
1.4% |
98% |
True |
False |
69,554 |
40 |
14,595.0 |
13,298.0 |
1,297.0 |
8.9% |
218.7 |
1.5% |
99% |
True |
False |
62,936 |
60 |
14,595.0 |
12,996.5 |
1,598.5 |
11.0% |
222.7 |
1.5% |
99% |
True |
False |
54,796 |
80 |
14,595.0 |
12,960.0 |
1,635.0 |
11.2% |
196.9 |
1.4% |
99% |
True |
False |
41,167 |
100 |
14,595.0 |
11,302.5 |
3,292.5 |
22.6% |
211.4 |
1.5% |
99% |
True |
False |
32,964 |
120 |
14,595.0 |
11,302.5 |
3,292.5 |
22.6% |
199.8 |
1.4% |
99% |
True |
False |
27,480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,943.5 |
2.618 |
14,809.7 |
1.618 |
14,727.7 |
1.000 |
14,677.0 |
0.618 |
14,645.7 |
HIGH |
14,595.0 |
0.618 |
14,563.7 |
0.500 |
14,554.0 |
0.382 |
14,544.3 |
LOW |
14,513.0 |
0.618 |
14,462.3 |
1.000 |
14,431.0 |
1.618 |
14,380.3 |
2.618 |
14,298.3 |
4.250 |
14,164.5 |
|
|
Fisher Pivots for day following 11-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
14,569.3 |
14,534.5 |
PP |
14,561.7 |
14,492.0 |
S1 |
14,554.0 |
14,449.5 |
|