| 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 |
6,709.0 |
6,711.5 |
2.5 |
0.0% |
6,501.0 |
| High |
6,726.5 |
6,756.0 |
29.5 |
0.4% |
6,698.0 |
| Low |
6,663.0 |
6,692.0 |
29.0 |
0.4% |
6,488.5 |
| Close |
6,715.0 |
6,726.5 |
11.5 |
0.2% |
6,609.5 |
| Range |
63.5 |
64.0 |
0.5 |
0.8% |
209.5 |
| ATR |
111.1 |
107.7 |
-3.4 |
-3.0% |
0.0 |
| Volume |
89,345 |
117,682 |
28,337 |
31.7% |
586,139 |
|
| Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,917.0 |
6,885.5 |
6,761.5 |
|
| R3 |
6,853.0 |
6,821.5 |
6,744.0 |
|
| R2 |
6,789.0 |
6,789.0 |
6,738.0 |
|
| R1 |
6,757.5 |
6,757.5 |
6,732.5 |
6,773.0 |
| PP |
6,725.0 |
6,725.0 |
6,725.0 |
6,732.5 |
| S1 |
6,693.5 |
6,693.5 |
6,720.5 |
6,709.0 |
| S2 |
6,661.0 |
6,661.0 |
6,715.0 |
|
| S3 |
6,597.0 |
6,629.5 |
6,709.0 |
|
| S4 |
6,533.0 |
6,565.5 |
6,691.5 |
|
|
| 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% |
103.0 |
1.5% |
80% |
False |
False |
114,280 |
| 10 |
6,773.0 |
6,432.0 |
341.0 |
5.1% |
110.5 |
1.6% |
86% |
False |
False |
126,390 |
| 20 |
6,773.0 |
6,431.0 |
342.0 |
5.1% |
110.5 |
1.6% |
86% |
False |
False |
117,189 |
| 40 |
6,773.0 |
6,300.0 |
473.0 |
7.0% |
100.0 |
1.5% |
90% |
False |
False |
107,005 |
| 60 |
6,910.0 |
6,265.0 |
645.0 |
9.6% |
104.0 |
1.5% |
72% |
False |
False |
110,894 |
| 80 |
6,910.0 |
6,216.5 |
693.5 |
10.3% |
92.5 |
1.4% |
74% |
False |
False |
88,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,028.0 |
|
2.618 |
6,923.5 |
|
1.618 |
6,859.5 |
|
1.000 |
6,820.0 |
|
0.618 |
6,795.5 |
|
HIGH |
6,756.0 |
|
0.618 |
6,731.5 |
|
0.500 |
6,724.0 |
|
0.382 |
6,716.5 |
|
LOW |
6,692.0 |
|
0.618 |
6,652.5 |
|
1.000 |
6,628.0 |
|
1.618 |
6,588.5 |
|
2.618 |
6,524.5 |
|
4.250 |
6,420.0 |
|
|
| Fisher Pivots for day following 11-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
6,725.5 |
6,723.5 |
| PP |
6,725.0 |
6,721.0 |
| S1 |
6,724.0 |
6,718.0 |
|