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 |
1,725.0 |
1,720.5 |
-4.5 |
-0.3% |
1,701.6 |
High |
1,738.0 |
1,728.0 |
-10.0 |
-0.6% |
1,738.0 |
Low |
1,716.8 |
1,696.6 |
-20.2 |
-1.2% |
1,673.3 |
Close |
1,722.6 |
1,719.8 |
-2.8 |
-0.2% |
1,719.8 |
Range |
21.2 |
31.4 |
10.2 |
48.1% |
64.7 |
ATR |
31.9 |
31.8 |
0.0 |
-0.1% |
0.0 |
Volume |
215,341 |
232,207 |
16,866 |
7.8% |
1,197,289 |
|
Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,809.0 |
1,795.8 |
1,737.1 |
|
R3 |
1,777.6 |
1,764.4 |
1,728.4 |
|
R2 |
1,746.2 |
1,746.2 |
1,725.6 |
|
R1 |
1,733.0 |
1,733.0 |
1,722.7 |
1,723.9 |
PP |
1,714.8 |
1,714.8 |
1,714.8 |
1,710.3 |
S1 |
1,701.6 |
1,701.6 |
1,716.9 |
1,692.5 |
S2 |
1,683.4 |
1,683.4 |
1,714.0 |
|
S3 |
1,652.0 |
1,670.2 |
1,711.2 |
|
S4 |
1,620.6 |
1,638.8 |
1,702.5 |
|
|
Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,904.5 |
1,876.8 |
1,755.4 |
|
R3 |
1,839.8 |
1,812.1 |
1,737.6 |
|
R2 |
1,775.1 |
1,775.1 |
1,731.7 |
|
R1 |
1,747.4 |
1,747.4 |
1,725.7 |
1,761.3 |
PP |
1,710.4 |
1,710.4 |
1,710.4 |
1,717.3 |
S1 |
1,682.7 |
1,682.7 |
1,713.9 |
1,696.6 |
S2 |
1,645.7 |
1,645.7 |
1,707.9 |
|
S3 |
1,581.0 |
1,618.0 |
1,702.0 |
|
S4 |
1,516.3 |
1,553.3 |
1,684.2 |
|
|
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% |
30.6 |
1.8% |
72% |
False |
False |
239,457 |
10 |
1,757.4 |
1,673.3 |
84.1 |
4.9% |
32.3 |
1.9% |
55% |
False |
False |
247,760 |
20 |
1,831.5 |
1,673.3 |
158.2 |
9.2% |
32.4 |
1.9% |
29% |
False |
False |
252,726 |
40 |
1,878.9 |
1,673.3 |
205.6 |
12.0% |
30.7 |
1.8% |
23% |
False |
False |
202,553 |
60 |
1,966.8 |
1,673.3 |
293.5 |
17.1% |
30.6 |
1.8% |
16% |
False |
False |
140,774 |
80 |
1,966.8 |
1,673.3 |
293.5 |
17.1% |
30.1 |
1.8% |
16% |
False |
False |
107,011 |
100 |
1,978.2 |
1,673.3 |
304.9 |
17.7% |
30.1 |
1.8% |
15% |
False |
False |
86,468 |
120 |
1,978.2 |
1,673.3 |
304.9 |
17.7% |
30.2 |
1.8% |
15% |
False |
False |
72,389 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,861.5 |
2.618 |
1,810.2 |
1.618 |
1,778.8 |
1.000 |
1,759.4 |
0.618 |
1,747.4 |
HIGH |
1,728.0 |
0.618 |
1,716.0 |
0.500 |
1,712.3 |
0.382 |
1,708.6 |
LOW |
1,696.6 |
0.618 |
1,677.2 |
1.000 |
1,665.2 |
1.618 |
1,645.8 |
2.618 |
1,614.4 |
4.250 |
1,563.2 |
|
|
Fisher Pivots for day following 12-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,717.3 |
1,719.0 |
PP |
1,714.8 |
1,718.1 |
S1 |
1,712.3 |
1,717.3 |
|