Trading Metrics calculated at close of trading on 09-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2021 |
09-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
1,703.9 |
1,683.1 |
-20.8 |
-1.2% |
1,735.4 |
High |
1,714.9 |
1,721.4 |
6.5 |
0.4% |
1,759.9 |
Low |
1,676.2 |
1,679.7 |
3.5 |
0.2% |
1,685.8 |
Close |
1,680.8 |
1,719.7 |
38.9 |
2.3% |
1,701.6 |
Range |
38.7 |
41.7 |
3.0 |
7.8% |
74.1 |
ATR |
32.3 |
32.9 |
0.7 |
2.1% |
0.0 |
Volume |
64,059 |
48,452 |
-15,607 |
-24.4% |
108,270 |
|
Daily Pivots for day following 09-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,832.0 |
1,817.6 |
1,742.6 |
|
R3 |
1,790.3 |
1,775.9 |
1,731.2 |
|
R2 |
1,748.6 |
1,748.6 |
1,727.3 |
|
R1 |
1,734.2 |
1,734.2 |
1,723.5 |
1,741.4 |
PP |
1,706.9 |
1,706.9 |
1,706.9 |
1,710.6 |
S1 |
1,692.5 |
1,692.5 |
1,715.9 |
1,699.7 |
S2 |
1,665.2 |
1,665.2 |
1,712.1 |
|
S3 |
1,623.5 |
1,650.8 |
1,708.2 |
|
S4 |
1,581.8 |
1,609.1 |
1,696.8 |
|
|
Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,938.1 |
1,893.9 |
1,742.4 |
|
R3 |
1,864.0 |
1,819.8 |
1,722.0 |
|
R2 |
1,789.9 |
1,789.9 |
1,715.2 |
|
R1 |
1,745.7 |
1,745.7 |
1,708.4 |
1,730.8 |
PP |
1,715.8 |
1,715.8 |
1,715.8 |
1,708.3 |
S1 |
1,671.6 |
1,671.6 |
1,694.8 |
1,656.7 |
S2 |
1,641.7 |
1,641.7 |
1,688.0 |
|
S3 |
1,567.6 |
1,597.5 |
1,681.2 |
|
S4 |
1,493.5 |
1,523.4 |
1,660.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,741.0 |
1,676.2 |
64.8 |
3.8% |
34.9 |
2.0% |
67% |
False |
False |
39,822 |
10 |
1,815.0 |
1,676.2 |
138.8 |
8.1% |
37.4 |
2.2% |
31% |
False |
False |
25,299 |
20 |
1,858.9 |
1,676.2 |
182.7 |
10.6% |
31.4 |
1.8% |
24% |
False |
False |
15,505 |
40 |
1,881.0 |
1,676.2 |
204.8 |
11.9% |
30.3 |
1.8% |
21% |
False |
False |
11,233 |
60 |
1,969.3 |
1,676.2 |
293.1 |
17.0% |
29.6 |
1.7% |
15% |
False |
False |
8,543 |
80 |
1,969.3 |
1,676.2 |
293.1 |
17.0% |
29.2 |
1.7% |
15% |
False |
False |
7,083 |
100 |
1,983.0 |
1,676.2 |
306.8 |
17.8% |
29.3 |
1.7% |
14% |
False |
False |
6,016 |
120 |
1,996.0 |
1,676.2 |
319.8 |
18.6% |
29.1 |
1.7% |
14% |
False |
False |
5,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,898.6 |
2.618 |
1,830.6 |
1.618 |
1,788.9 |
1.000 |
1,763.1 |
0.618 |
1,747.2 |
HIGH |
1,721.4 |
0.618 |
1,705.5 |
0.500 |
1,700.6 |
0.382 |
1,695.6 |
LOW |
1,679.7 |
0.618 |
1,653.9 |
1.000 |
1,638.0 |
1.618 |
1,612.2 |
2.618 |
1,570.5 |
4.250 |
1,502.5 |
|
|
Fisher Pivots for day following 09-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,713.3 |
1,712.7 |
PP |
1,706.9 |
1,705.8 |
S1 |
1,700.6 |
1,698.8 |
|