| 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 |
6,711.5 |
6,725.0 |
13.5 |
0.2% |
6,700.0 |
| High |
6,756.0 |
6,793.0 |
37.0 |
0.5% |
6,793.0 |
| Low |
6,692.0 |
6,691.0 |
-1.0 |
0.0% |
6,595.5 |
| Close |
6,726.5 |
6,754.5 |
28.0 |
0.4% |
6,754.5 |
| Range |
64.0 |
102.0 |
38.0 |
59.4% |
197.5 |
| ATR |
107.7 |
107.3 |
-0.4 |
-0.4% |
0.0 |
| Volume |
117,682 |
171,974 |
54,292 |
46.1% |
605,853 |
|
| Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,052.0 |
7,005.5 |
6,810.5 |
|
| R3 |
6,950.0 |
6,903.5 |
6,782.5 |
|
| R2 |
6,848.0 |
6,848.0 |
6,773.0 |
|
| R1 |
6,801.5 |
6,801.5 |
6,764.0 |
6,825.0 |
| PP |
6,746.0 |
6,746.0 |
6,746.0 |
6,758.0 |
| S1 |
6,699.5 |
6,699.5 |
6,745.0 |
6,723.0 |
| S2 |
6,644.0 |
6,644.0 |
6,736.0 |
|
| S3 |
6,542.0 |
6,597.5 |
6,726.5 |
|
| S4 |
6,440.0 |
6,495.5 |
6,698.5 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,307.0 |
7,228.0 |
6,863.0 |
|
| R3 |
7,109.5 |
7,030.5 |
6,809.0 |
|
| R2 |
6,912.0 |
6,912.0 |
6,790.5 |
|
| R1 |
6,833.0 |
6,833.0 |
6,772.5 |
6,872.5 |
| PP |
6,714.5 |
6,714.5 |
6,714.5 |
6,734.0 |
| S1 |
6,635.5 |
6,635.5 |
6,736.5 |
6,675.0 |
| S2 |
6,517.0 |
6,517.0 |
6,718.5 |
|
| S3 |
6,319.5 |
6,438.0 |
6,700.0 |
|
| S4 |
6,122.0 |
6,240.5 |
6,646.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,793.0 |
6,595.5 |
197.5 |
2.9% |
91.0 |
1.3% |
81% |
True |
False |
121,170 |
| 10 |
6,793.0 |
6,488.5 |
304.5 |
4.5% |
102.0 |
1.5% |
87% |
True |
False |
119,199 |
| 20 |
6,793.0 |
6,432.0 |
361.0 |
5.3% |
108.5 |
1.6% |
89% |
True |
False |
121,512 |
| 40 |
6,793.0 |
6,300.0 |
493.0 |
7.3% |
99.0 |
1.5% |
92% |
True |
False |
108,351 |
| 60 |
6,910.0 |
6,265.0 |
645.0 |
9.5% |
104.5 |
1.5% |
76% |
False |
False |
107,000 |
| 80 |
6,910.0 |
6,216.5 |
693.5 |
10.3% |
93.0 |
1.4% |
78% |
False |
False |
90,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,226.5 |
|
2.618 |
7,060.0 |
|
1.618 |
6,958.0 |
|
1.000 |
6,895.0 |
|
0.618 |
6,856.0 |
|
HIGH |
6,793.0 |
|
0.618 |
6,754.0 |
|
0.500 |
6,742.0 |
|
0.382 |
6,730.0 |
|
LOW |
6,691.0 |
|
0.618 |
6,628.0 |
|
1.000 |
6,589.0 |
|
1.618 |
6,526.0 |
|
2.618 |
6,424.0 |
|
4.250 |
6,257.5 |
|
|
| Fisher Pivots for day following 12-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
6,750.5 |
6,745.5 |
| PP |
6,746.0 |
6,737.0 |
| S1 |
6,742.0 |
6,728.0 |
|