| 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 |
2,247.4 |
2,293.2 |
45.8 |
2.0% |
2,203.7 |
| High |
2,303.7 |
2,337.2 |
33.5 |
1.5% |
2,281.5 |
| Low |
2,234.6 |
2,282.7 |
48.1 |
2.2% |
2,084.4 |
| Close |
2,285.4 |
2,334.7 |
49.3 |
2.2% |
2,189.7 |
| Range |
69.1 |
54.5 |
-14.6 |
-21.1% |
197.1 |
| ATR |
69.5 |
68.4 |
-1.1 |
-1.5% |
0.0 |
| Volume |
192,094 |
188,941 |
-3,153 |
-1.6% |
1,235,524 |
|
| Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,481.7 |
2,462.7 |
2,364.7 |
|
| R3 |
2,427.2 |
2,408.2 |
2,349.7 |
|
| R2 |
2,372.7 |
2,372.7 |
2,344.7 |
|
| R1 |
2,353.7 |
2,353.7 |
2,339.7 |
2,363.2 |
| PP |
2,318.2 |
2,318.2 |
2,318.2 |
2,323.0 |
| S1 |
2,299.2 |
2,299.2 |
2,329.7 |
2,308.7 |
| S2 |
2,263.7 |
2,263.7 |
2,324.7 |
|
| S3 |
2,209.2 |
2,244.7 |
2,319.7 |
|
| S4 |
2,154.7 |
2,190.2 |
2,304.7 |
|
|
| 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 |
2,337.2 |
2,084.4 |
252.8 |
10.8% |
74.0 |
3.2% |
99% |
True |
False |
223,948 |
| 10 |
2,337.2 |
2,084.4 |
252.8 |
10.8% |
76.3 |
3.3% |
99% |
True |
False |
230,875 |
| 20 |
2,337.2 |
2,084.4 |
252.8 |
10.8% |
71.0 |
3.0% |
99% |
True |
False |
217,333 |
| 40 |
2,337.2 |
2,028.6 |
308.6 |
13.2% |
61.2 |
2.6% |
99% |
True |
False |
205,485 |
| 60 |
2,337.2 |
1,878.1 |
459.1 |
19.7% |
57.2 |
2.4% |
99% |
True |
False |
197,532 |
| 80 |
2,337.2 |
1,690.6 |
646.6 |
27.7% |
52.4 |
2.2% |
100% |
True |
False |
152,666 |
| 100 |
2,337.2 |
1,515.9 |
821.3 |
35.2% |
51.2 |
2.2% |
100% |
True |
False |
122,158 |
| 120 |
2,337.2 |
1,424.4 |
912.8 |
39.1% |
48.9 |
2.1% |
100% |
True |
False |
101,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,568.8 |
|
2.618 |
2,479.9 |
|
1.618 |
2,425.4 |
|
1.000 |
2,391.7 |
|
0.618 |
2,370.9 |
|
HIGH |
2,337.2 |
|
0.618 |
2,316.4 |
|
0.500 |
2,310.0 |
|
0.382 |
2,303.5 |
|
LOW |
2,282.7 |
|
0.618 |
2,249.0 |
|
1.000 |
2,228.2 |
|
1.618 |
2,194.5 |
|
2.618 |
2,140.0 |
|
4.250 |
2,051.1 |
|
|
| Fisher Pivots for day following 11-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,326.5 |
2,313.1 |
| PP |
2,318.2 |
2,291.5 |
| S1 |
2,310.0 |
2,269.9 |
|