| 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 |
2,293.2 |
2,338.8 |
45.6 |
2.0% |
2,201.0 |
| High |
2,337.2 |
2,356.0 |
18.8 |
0.8% |
2,356.0 |
| Low |
2,282.7 |
2,327.5 |
44.8 |
2.0% |
2,161.0 |
| Close |
2,334.7 |
2,351.3 |
16.6 |
0.7% |
2,351.3 |
| Range |
54.5 |
28.5 |
-26.0 |
-47.7% |
195.0 |
| ATR |
68.4 |
65.6 |
-2.9 |
-4.2% |
0.0 |
| Volume |
188,941 |
199,039 |
10,098 |
5.3% |
975,643 |
|
| Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,430.4 |
2,419.4 |
2,367.0 |
|
| R3 |
2,401.9 |
2,390.9 |
2,359.1 |
|
| R2 |
2,373.4 |
2,373.4 |
2,356.5 |
|
| R1 |
2,362.4 |
2,362.4 |
2,353.9 |
2,367.9 |
| PP |
2,344.9 |
2,344.9 |
2,344.9 |
2,347.7 |
| S1 |
2,333.9 |
2,333.9 |
2,348.7 |
2,339.4 |
| S2 |
2,316.4 |
2,316.4 |
2,346.1 |
|
| S3 |
2,287.9 |
2,305.4 |
2,343.5 |
|
| S4 |
2,259.4 |
2,276.9 |
2,335.6 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,874.4 |
2,807.9 |
2,458.6 |
|
| R3 |
2,679.4 |
2,612.9 |
2,404.9 |
|
| R2 |
2,484.4 |
2,484.4 |
2,387.1 |
|
| R1 |
2,417.9 |
2,417.9 |
2,369.2 |
2,451.2 |
| PP |
2,289.4 |
2,289.4 |
2,289.4 |
2,306.1 |
| S1 |
2,222.9 |
2,222.9 |
2,333.4 |
2,256.2 |
| S2 |
2,094.4 |
2,094.4 |
2,315.6 |
|
| S3 |
1,899.4 |
2,027.9 |
2,297.7 |
|
| S4 |
1,704.4 |
1,832.9 |
2,244.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,356.0 |
2,161.0 |
195.0 |
8.3% |
57.6 |
2.4% |
98% |
True |
False |
195,128 |
| 10 |
2,356.0 |
2,084.4 |
271.6 |
11.6% |
71.6 |
3.0% |
98% |
True |
False |
221,116 |
| 20 |
2,356.0 |
2,084.4 |
271.6 |
11.6% |
69.6 |
3.0% |
98% |
True |
False |
216,449 |
| 40 |
2,356.0 |
2,028.6 |
327.4 |
13.9% |
61.2 |
2.6% |
99% |
True |
False |
206,562 |
| 60 |
2,356.0 |
1,878.1 |
477.9 |
20.3% |
57.1 |
2.4% |
99% |
True |
False |
195,931 |
| 80 |
2,356.0 |
1,746.9 |
609.1 |
25.9% |
52.1 |
2.2% |
99% |
True |
False |
155,146 |
| 100 |
2,356.0 |
1,515.9 |
840.1 |
35.7% |
51.3 |
2.2% |
99% |
True |
False |
124,148 |
| 120 |
2,356.0 |
1,424.4 |
931.6 |
39.6% |
48.8 |
2.1% |
99% |
True |
False |
103,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,477.1 |
|
2.618 |
2,430.6 |
|
1.618 |
2,402.1 |
|
1.000 |
2,384.5 |
|
0.618 |
2,373.6 |
|
HIGH |
2,356.0 |
|
0.618 |
2,345.1 |
|
0.500 |
2,341.8 |
|
0.382 |
2,338.4 |
|
LOW |
2,327.5 |
|
0.618 |
2,309.9 |
|
1.000 |
2,299.0 |
|
1.618 |
2,281.4 |
|
2.618 |
2,252.9 |
|
4.250 |
2,206.4 |
|
|
| Fisher Pivots for day following 12-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,348.1 |
2,332.6 |
| PP |
2,344.9 |
2,314.0 |
| S1 |
2,341.8 |
2,295.3 |
|