| 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 |
1,683.1 |
1,717.4 |
34.3 |
2.0% |
1,735.4 |
| High |
1,721.4 |
1,727.8 |
6.4 |
0.4% |
1,759.9 |
| Low |
1,679.7 |
1,708.4 |
28.7 |
1.7% |
1,685.8 |
| Close |
1,719.7 |
1,724.5 |
4.8 |
0.3% |
1,701.6 |
| Range |
41.7 |
19.4 |
-22.3 |
-53.5% |
74.1 |
| ATR |
32.9 |
32.0 |
-1.0 |
-2.9% |
0.0 |
| Volume |
48,452 |
58,586 |
10,134 |
20.9% |
108,270 |
|
| Daily Pivots for day following 10-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,778.4 |
1,770.9 |
1,735.2 |
|
| R3 |
1,759.0 |
1,751.5 |
1,729.8 |
|
| R2 |
1,739.6 |
1,739.6 |
1,728.1 |
|
| R1 |
1,732.1 |
1,732.1 |
1,726.3 |
1,735.9 |
| PP |
1,720.2 |
1,720.2 |
1,720.2 |
1,722.1 |
| S1 |
1,712.7 |
1,712.7 |
1,722.7 |
1,716.5 |
| S2 |
1,700.8 |
1,700.8 |
1,720.9 |
|
| S3 |
1,681.4 |
1,693.3 |
1,719.2 |
|
| S4 |
1,662.0 |
1,673.9 |
1,713.8 |
|
|
| 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 |
1,727.8 |
1,676.2 |
51.6 |
3.0% |
31.1 |
1.8% |
94% |
True |
False |
49,099 |
| 10 |
1,806.9 |
1,676.2 |
130.7 |
7.6% |
36.3 |
2.1% |
37% |
False |
False |
30,509 |
| 20 |
1,858.9 |
1,676.2 |
182.7 |
10.6% |
31.4 |
1.8% |
26% |
False |
False |
18,265 |
| 40 |
1,881.0 |
1,676.2 |
204.8 |
11.9% |
29.8 |
1.7% |
24% |
False |
False |
12,467 |
| 60 |
1,969.3 |
1,676.2 |
293.1 |
17.0% |
29.6 |
1.7% |
16% |
False |
False |
9,458 |
| 80 |
1,969.3 |
1,676.2 |
293.1 |
17.0% |
29.1 |
1.7% |
16% |
False |
False |
7,779 |
| 100 |
1,983.0 |
1,676.2 |
306.8 |
17.8% |
29.2 |
1.7% |
16% |
False |
False |
6,589 |
| 120 |
1,985.2 |
1,676.2 |
309.0 |
17.9% |
29.2 |
1.7% |
16% |
False |
False |
5,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,810.3 |
|
2.618 |
1,778.6 |
|
1.618 |
1,759.2 |
|
1.000 |
1,747.2 |
|
0.618 |
1,739.8 |
|
HIGH |
1,727.8 |
|
0.618 |
1,720.4 |
|
0.500 |
1,718.1 |
|
0.382 |
1,715.8 |
|
LOW |
1,708.4 |
|
0.618 |
1,696.4 |
|
1.000 |
1,689.0 |
|
1.618 |
1,677.0 |
|
2.618 |
1,657.6 |
|
4.250 |
1,626.0 |
|
|
| Fisher Pivots for day following 10-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,722.4 |
1,717.0 |
| PP |
1,720.2 |
1,709.5 |
| S1 |
1,718.1 |
1,702.0 |
|