| 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 |
6,695.0 |
6,709.0 |
14.0 |
0.2% |
6,501.0 |
| High |
6,773.0 |
6,726.5 |
-46.5 |
-0.7% |
6,698.0 |
| Low |
6,669.0 |
6,663.0 |
-6.0 |
-0.1% |
6,488.5 |
| Close |
6,725.5 |
6,715.0 |
-10.5 |
-0.2% |
6,609.5 |
| Range |
104.0 |
63.5 |
-40.5 |
-38.9% |
209.5 |
| ATR |
114.7 |
111.1 |
-3.7 |
-3.2% |
0.0 |
| Volume |
101,565 |
89,345 |
-12,220 |
-12.0% |
586,139 |
|
| Daily Pivots for day following 10-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,892.0 |
6,867.0 |
6,750.0 |
|
| R3 |
6,828.5 |
6,803.5 |
6,732.5 |
|
| R2 |
6,765.0 |
6,765.0 |
6,726.5 |
|
| R1 |
6,740.0 |
6,740.0 |
6,721.0 |
6,752.5 |
| PP |
6,701.5 |
6,701.5 |
6,701.5 |
6,708.0 |
| S1 |
6,676.5 |
6,676.5 |
6,709.0 |
6,689.0 |
| S2 |
6,638.0 |
6,638.0 |
6,703.5 |
|
| S3 |
6,574.5 |
6,613.0 |
6,697.5 |
|
| S4 |
6,511.0 |
6,549.5 |
6,680.0 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,227.0 |
7,128.0 |
6,724.5 |
|
| R3 |
7,017.5 |
6,918.5 |
6,667.0 |
|
| R2 |
6,808.0 |
6,808.0 |
6,648.0 |
|
| R1 |
6,709.0 |
6,709.0 |
6,628.5 |
6,758.5 |
| PP |
6,598.5 |
6,598.5 |
6,598.5 |
6,623.5 |
| S1 |
6,499.5 |
6,499.5 |
6,590.5 |
6,549.0 |
| S2 |
6,389.0 |
6,389.0 |
6,571.0 |
|
| S3 |
6,179.5 |
6,290.0 |
6,552.0 |
|
| S4 |
5,970.0 |
6,080.5 |
6,494.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,773.0 |
6,536.5 |
236.5 |
3.5% |
111.5 |
1.7% |
75% |
False |
False |
111,105 |
| 10 |
6,773.0 |
6,432.0 |
341.0 |
5.1% |
117.5 |
1.8% |
83% |
False |
False |
125,903 |
| 20 |
6,773.0 |
6,431.0 |
342.0 |
5.1% |
109.5 |
1.6% |
83% |
False |
False |
114,543 |
| 40 |
6,773.0 |
6,300.0 |
473.0 |
7.0% |
100.0 |
1.5% |
88% |
False |
False |
106,120 |
| 60 |
6,910.0 |
6,265.0 |
645.0 |
9.6% |
104.5 |
1.6% |
70% |
False |
False |
113,773 |
| 80 |
6,910.0 |
6,216.5 |
693.5 |
10.3% |
92.5 |
1.4% |
72% |
False |
False |
87,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,996.5 |
|
2.618 |
6,892.5 |
|
1.618 |
6,829.0 |
|
1.000 |
6,790.0 |
|
0.618 |
6,765.5 |
|
HIGH |
6,726.5 |
|
0.618 |
6,702.0 |
|
0.500 |
6,695.0 |
|
0.382 |
6,687.5 |
|
LOW |
6,663.0 |
|
0.618 |
6,624.0 |
|
1.000 |
6,599.5 |
|
1.618 |
6,560.5 |
|
2.618 |
6,497.0 |
|
4.250 |
6,393.0 |
|
|
| Fisher Pivots for day following 10-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
6,708.0 |
6,705.0 |
| PP |
6,701.5 |
6,694.5 |
| S1 |
6,695.0 |
6,684.0 |
|