| Trading Metrics calculated at close of trading on 09-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2021 |
09-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
2,201.0 |
2,211.5 |
10.5 |
0.5% |
2,203.7 |
| High |
2,235.8 |
2,263.6 |
27.8 |
1.2% |
2,281.5 |
| Low |
2,161.0 |
2,202.5 |
41.5 |
1.9% |
2,084.4 |
| Close |
2,200.8 |
2,245.7 |
44.9 |
2.0% |
2,189.7 |
| Range |
74.8 |
61.1 |
-13.7 |
-18.3% |
197.1 |
| ATR |
70.0 |
69.5 |
-0.5 |
-0.7% |
0.0 |
| Volume |
221,028 |
174,541 |
-46,487 |
-21.0% |
1,235,524 |
|
| Daily Pivots for day following 09-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,420.6 |
2,394.2 |
2,279.3 |
|
| R3 |
2,359.5 |
2,333.1 |
2,262.5 |
|
| R2 |
2,298.4 |
2,298.4 |
2,256.9 |
|
| R1 |
2,272.0 |
2,272.0 |
2,251.3 |
2,285.2 |
| PP |
2,237.3 |
2,237.3 |
2,237.3 |
2,243.9 |
| S1 |
2,210.9 |
2,210.9 |
2,240.1 |
2,224.1 |
| S2 |
2,176.2 |
2,176.2 |
2,234.5 |
|
| S3 |
2,115.1 |
2,149.8 |
2,228.9 |
|
| S4 |
2,054.0 |
2,088.7 |
2,212.1 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,776.5 |
2,680.2 |
2,298.1 |
|
| R3 |
2,579.4 |
2,483.1 |
2,243.9 |
|
| R2 |
2,382.3 |
2,382.3 |
2,225.8 |
|
| R1 |
2,286.0 |
2,286.0 |
2,207.8 |
2,235.6 |
| PP |
2,185.2 |
2,185.2 |
2,185.2 |
2,160.0 |
| S1 |
2,088.9 |
2,088.9 |
2,171.6 |
2,038.5 |
| S2 |
1,988.1 |
1,988.1 |
2,153.6 |
|
| S3 |
1,791.0 |
1,891.8 |
2,135.5 |
|
| S4 |
1,593.9 |
1,694.7 |
2,081.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,266.8 |
2,084.4 |
182.4 |
8.1% |
85.0 |
3.8% |
88% |
False |
False |
254,022 |
| 10 |
2,302.7 |
2,084.4 |
218.3 |
9.7% |
82.8 |
3.7% |
74% |
False |
False |
240,030 |
| 20 |
2,316.9 |
2,084.4 |
232.5 |
10.4% |
69.2 |
3.1% |
69% |
False |
False |
218,206 |
| 40 |
2,316.9 |
2,028.6 |
288.3 |
12.8% |
60.1 |
2.7% |
75% |
False |
False |
203,474 |
| 60 |
2,316.9 |
1,878.1 |
438.8 |
19.5% |
56.5 |
2.5% |
84% |
False |
False |
196,685 |
| 80 |
2,316.9 |
1,689.3 |
627.6 |
27.9% |
51.8 |
2.3% |
89% |
False |
False |
147,906 |
| 100 |
2,316.9 |
1,515.9 |
801.0 |
35.7% |
50.7 |
2.3% |
91% |
False |
False |
118,348 |
| 120 |
2,316.9 |
1,424.4 |
892.5 |
39.7% |
48.3 |
2.1% |
92% |
False |
False |
98,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,523.3 |
|
2.618 |
2,423.6 |
|
1.618 |
2,362.5 |
|
1.000 |
2,324.7 |
|
0.618 |
2,301.4 |
|
HIGH |
2,263.6 |
|
0.618 |
2,240.3 |
|
0.500 |
2,233.1 |
|
0.382 |
2,225.8 |
|
LOW |
2,202.5 |
|
0.618 |
2,164.7 |
|
1.000 |
2,141.4 |
|
1.618 |
2,103.6 |
|
2.618 |
2,042.5 |
|
4.250 |
1,942.8 |
|
|
| Fisher Pivots for day following 09-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,241.5 |
2,221.8 |
| PP |
2,237.3 |
2,197.9 |
| S1 |
2,233.1 |
2,174.0 |
|