| 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 |
2,211.5 |
2,247.4 |
35.9 |
1.6% |
2,203.7 |
| High |
2,263.6 |
2,303.7 |
40.1 |
1.8% |
2,281.5 |
| Low |
2,202.5 |
2,234.6 |
32.1 |
1.5% |
2,084.4 |
| Close |
2,245.7 |
2,285.4 |
39.7 |
1.8% |
2,189.7 |
| Range |
61.1 |
69.1 |
8.0 |
13.1% |
197.1 |
| ATR |
69.5 |
69.5 |
0.0 |
0.0% |
0.0 |
| Volume |
174,541 |
192,094 |
17,553 |
10.1% |
1,235,524 |
|
| Daily Pivots for day following 10-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,481.9 |
2,452.7 |
2,323.4 |
|
| R3 |
2,412.8 |
2,383.6 |
2,304.4 |
|
| R2 |
2,343.7 |
2,343.7 |
2,298.1 |
|
| R1 |
2,314.5 |
2,314.5 |
2,291.7 |
2,329.1 |
| PP |
2,274.6 |
2,274.6 |
2,274.6 |
2,281.9 |
| S1 |
2,245.4 |
2,245.4 |
2,279.1 |
2,260.0 |
| S2 |
2,205.5 |
2,205.5 |
2,272.7 |
|
| S3 |
2,136.4 |
2,176.3 |
2,266.4 |
|
| S4 |
2,067.3 |
2,107.2 |
2,247.4 |
|
|
| 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 |
2,303.7 |
2,084.4 |
219.3 |
9.6% |
85.8 |
3.8% |
92% |
True |
False |
247,779 |
| 10 |
2,303.7 |
2,084.4 |
219.3 |
9.6% |
82.0 |
3.6% |
92% |
True |
False |
239,447 |
| 20 |
2,316.9 |
2,084.4 |
232.5 |
10.2% |
71.0 |
3.1% |
86% |
False |
False |
219,232 |
| 40 |
2,316.9 |
2,028.6 |
288.3 |
12.6% |
60.8 |
2.7% |
89% |
False |
False |
204,415 |
| 60 |
2,316.9 |
1,878.1 |
438.8 |
19.2% |
56.9 |
2.5% |
93% |
False |
False |
198,395 |
| 80 |
2,316.9 |
1,689.3 |
627.6 |
27.5% |
52.3 |
2.3% |
95% |
False |
False |
150,306 |
| 100 |
2,316.9 |
1,515.9 |
801.0 |
35.0% |
51.1 |
2.2% |
96% |
False |
False |
120,269 |
| 120 |
2,316.9 |
1,424.4 |
892.5 |
39.1% |
48.7 |
2.1% |
96% |
False |
False |
100,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,597.4 |
|
2.618 |
2,484.6 |
|
1.618 |
2,415.5 |
|
1.000 |
2,372.8 |
|
0.618 |
2,346.4 |
|
HIGH |
2,303.7 |
|
0.618 |
2,277.3 |
|
0.500 |
2,269.2 |
|
0.382 |
2,261.0 |
|
LOW |
2,234.6 |
|
0.618 |
2,191.9 |
|
1.000 |
2,165.5 |
|
1.618 |
2,122.8 |
|
2.618 |
2,053.7 |
|
4.250 |
1,940.9 |
|
|
| Fisher Pivots for day following 10-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,280.0 |
2,267.7 |
| PP |
2,274.6 |
2,250.0 |
| S1 |
2,269.2 |
2,232.4 |
|