| 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 |
1,714.5 |
1,725.0 |
10.5 |
0.6% |
1,732.8 |
| High |
1,725.3 |
1,738.0 |
12.7 |
0.7% |
1,757.4 |
| Low |
1,705.6 |
1,716.8 |
11.2 |
0.7% |
1,683.0 |
| Close |
1,721.8 |
1,722.6 |
0.8 |
0.0% |
1,698.5 |
| Range |
19.7 |
21.2 |
1.5 |
7.6% |
74.4 |
| ATR |
32.7 |
31.9 |
-0.8 |
-2.5% |
0.0 |
| Volume |
226,890 |
215,341 |
-11,549 |
-5.1% |
1,280,316 |
|
| Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,789.4 |
1,777.2 |
1,734.3 |
|
| R3 |
1,768.2 |
1,756.0 |
1,728.4 |
|
| R2 |
1,747.0 |
1,747.0 |
1,726.5 |
|
| R1 |
1,734.8 |
1,734.8 |
1,724.5 |
1,730.3 |
| PP |
1,725.8 |
1,725.8 |
1,725.8 |
1,723.6 |
| S1 |
1,713.6 |
1,713.6 |
1,720.7 |
1,709.1 |
| S2 |
1,704.6 |
1,704.6 |
1,718.7 |
|
| S3 |
1,683.4 |
1,692.4 |
1,716.8 |
|
| S4 |
1,662.2 |
1,671.2 |
1,710.9 |
|
|
| 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 |
1,738.0 |
1,673.3 |
64.7 |
3.8% |
28.9 |
1.7% |
76% |
True |
False |
246,883 |
| 10 |
1,773.8 |
1,673.3 |
100.5 |
5.8% |
35.0 |
2.0% |
49% |
False |
False |
260,794 |
| 20 |
1,848.6 |
1,673.3 |
175.3 |
10.2% |
32.2 |
1.9% |
28% |
False |
False |
248,466 |
| 40 |
1,878.9 |
1,673.3 |
205.6 |
11.9% |
30.5 |
1.8% |
24% |
False |
False |
198,512 |
| 60 |
1,966.8 |
1,673.3 |
293.5 |
17.0% |
30.5 |
1.8% |
17% |
False |
False |
136,965 |
| 80 |
1,966.8 |
1,673.3 |
293.5 |
17.0% |
30.0 |
1.7% |
17% |
False |
False |
104,154 |
| 100 |
1,978.2 |
1,673.3 |
304.9 |
17.7% |
30.0 |
1.7% |
16% |
False |
False |
84,164 |
| 120 |
1,979.7 |
1,673.3 |
306.4 |
17.8% |
30.0 |
1.7% |
16% |
False |
False |
70,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,828.1 |
|
2.618 |
1,793.5 |
|
1.618 |
1,772.3 |
|
1.000 |
1,759.2 |
|
0.618 |
1,751.1 |
|
HIGH |
1,738.0 |
|
0.618 |
1,729.9 |
|
0.500 |
1,727.4 |
|
0.382 |
1,724.9 |
|
LOW |
1,716.8 |
|
0.618 |
1,703.7 |
|
1.000 |
1,695.6 |
|
1.618 |
1,682.5 |
|
2.618 |
1,661.3 |
|
4.250 |
1,626.7 |
|
|
| Fisher Pivots for day following 11-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,727.4 |
1,717.5 |
| PP |
1,725.8 |
1,712.4 |
| S1 |
1,724.2 |
1,707.4 |
|