| 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 |
1,679.3 |
1,714.5 |
35.2 |
2.1% |
1,732.8 |
| High |
1,718.7 |
1,725.3 |
6.6 |
0.4% |
1,757.4 |
| Low |
1,676.7 |
1,705.6 |
28.9 |
1.7% |
1,683.0 |
| Close |
1,716.9 |
1,721.8 |
4.9 |
0.3% |
1,698.5 |
| Range |
42.0 |
19.7 |
-22.3 |
-53.1% |
74.4 |
| ATR |
33.7 |
32.7 |
-1.0 |
-3.0% |
0.0 |
| Volume |
248,946 |
226,890 |
-22,056 |
-8.9% |
1,280,316 |
|
| Daily Pivots for day following 10-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,776.7 |
1,768.9 |
1,732.6 |
|
| R3 |
1,757.0 |
1,749.2 |
1,727.2 |
|
| R2 |
1,737.3 |
1,737.3 |
1,725.4 |
|
| R1 |
1,729.5 |
1,729.5 |
1,723.6 |
1,733.4 |
| PP |
1,717.6 |
1,717.6 |
1,717.6 |
1,719.5 |
| S1 |
1,709.8 |
1,709.8 |
1,720.0 |
1,713.7 |
| S2 |
1,697.9 |
1,697.9 |
1,718.2 |
|
| S3 |
1,678.2 |
1,690.1 |
1,716.4 |
|
| S4 |
1,658.5 |
1,670.4 |
1,711.0 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,936.2 |
1,891.7 |
1,739.4 |
|
| R3 |
1,861.8 |
1,817.3 |
1,719.0 |
|
| R2 |
1,787.4 |
1,787.4 |
1,712.1 |
|
| R1 |
1,742.9 |
1,742.9 |
1,705.3 |
1,728.0 |
| PP |
1,713.0 |
1,713.0 |
1,713.0 |
1,705.5 |
| S1 |
1,668.5 |
1,668.5 |
1,691.7 |
1,653.6 |
| S2 |
1,638.6 |
1,638.6 |
1,684.9 |
|
| S3 |
1,564.2 |
1,594.1 |
1,678.0 |
|
| S4 |
1,489.8 |
1,519.7 |
1,657.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,725.3 |
1,673.3 |
52.0 |
3.0% |
31.4 |
1.8% |
93% |
True |
False |
259,304 |
| 10 |
1,805.0 |
1,673.3 |
131.7 |
7.6% |
37.0 |
2.2% |
37% |
False |
False |
270,885 |
| 20 |
1,856.6 |
1,673.3 |
183.3 |
10.6% |
32.3 |
1.9% |
26% |
False |
False |
246,521 |
| 40 |
1,878.9 |
1,673.3 |
205.6 |
11.9% |
30.6 |
1.8% |
24% |
False |
False |
194,413 |
| 60 |
1,966.8 |
1,673.3 |
293.5 |
17.0% |
30.6 |
1.8% |
17% |
False |
False |
133,448 |
| 80 |
1,966.8 |
1,673.3 |
293.5 |
17.0% |
30.0 |
1.7% |
17% |
False |
False |
101,530 |
| 100 |
1,978.2 |
1,673.3 |
304.9 |
17.7% |
30.0 |
1.7% |
16% |
False |
False |
82,038 |
| 120 |
1,979.7 |
1,673.3 |
306.4 |
17.8% |
30.0 |
1.7% |
16% |
False |
False |
68,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,809.0 |
|
2.618 |
1,776.9 |
|
1.618 |
1,757.2 |
|
1.000 |
1,745.0 |
|
0.618 |
1,737.5 |
|
HIGH |
1,725.3 |
|
0.618 |
1,717.8 |
|
0.500 |
1,715.5 |
|
0.382 |
1,713.1 |
|
LOW |
1,705.6 |
|
0.618 |
1,693.4 |
|
1.000 |
1,685.9 |
|
1.618 |
1,673.7 |
|
2.618 |
1,654.0 |
|
4.250 |
1,621.9 |
|
|
| Fisher Pivots for day following 10-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,719.7 |
1,714.3 |
| PP |
1,717.6 |
1,706.8 |
| S1 |
1,715.5 |
1,699.3 |
|