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 |
1,717.4 |
1,727.6 |
10.2 |
0.6% |
1,735.4 |
High |
1,727.8 |
1,740.4 |
12.6 |
0.7% |
1,759.9 |
Low |
1,708.4 |
1,719.3 |
10.9 |
0.6% |
1,685.8 |
Close |
1,724.5 |
1,725.2 |
0.7 |
0.0% |
1,701.6 |
Range |
19.4 |
21.1 |
1.7 |
8.8% |
74.1 |
ATR |
32.0 |
31.2 |
-0.8 |
-2.4% |
0.0 |
Volume |
58,586 |
50,437 |
-8,149 |
-13.9% |
108,270 |
|
Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,791.6 |
1,779.5 |
1,736.8 |
|
R3 |
1,770.5 |
1,758.4 |
1,731.0 |
|
R2 |
1,749.4 |
1,749.4 |
1,729.1 |
|
R1 |
1,737.3 |
1,737.3 |
1,727.1 |
1,732.8 |
PP |
1,728.3 |
1,728.3 |
1,728.3 |
1,726.1 |
S1 |
1,716.2 |
1,716.2 |
1,723.3 |
1,711.7 |
S2 |
1,707.2 |
1,707.2 |
1,721.3 |
|
S3 |
1,686.1 |
1,695.1 |
1,719.4 |
|
S4 |
1,665.0 |
1,674.0 |
1,713.6 |
|
|
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 |
1,740.4 |
1,676.2 |
64.2 |
3.7% |
28.7 |
1.7% |
76% |
True |
False |
54,872 |
10 |
1,775.6 |
1,676.2 |
99.4 |
5.8% |
34.4 |
2.0% |
49% |
False |
False |
34,644 |
20 |
1,850.8 |
1,676.2 |
174.6 |
10.1% |
31.4 |
1.8% |
28% |
False |
False |
20,501 |
40 |
1,881.0 |
1,676.2 |
204.8 |
11.9% |
29.6 |
1.7% |
24% |
False |
False |
13,526 |
60 |
1,969.3 |
1,676.2 |
293.1 |
17.0% |
29.5 |
1.7% |
17% |
False |
False |
10,246 |
80 |
1,969.3 |
1,676.2 |
293.1 |
17.0% |
29.1 |
1.7% |
17% |
False |
False |
8,384 |
100 |
1,983.0 |
1,676.2 |
306.8 |
17.8% |
29.2 |
1.7% |
16% |
False |
False |
7,051 |
120 |
1,984.8 |
1,676.2 |
308.6 |
17.9% |
29.1 |
1.7% |
16% |
False |
False |
6,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,830.1 |
2.618 |
1,795.6 |
1.618 |
1,774.5 |
1.000 |
1,761.5 |
0.618 |
1,753.4 |
HIGH |
1,740.4 |
0.618 |
1,732.3 |
0.500 |
1,729.9 |
0.382 |
1,727.4 |
LOW |
1,719.3 |
0.618 |
1,706.3 |
1.000 |
1,698.2 |
1.618 |
1,685.2 |
2.618 |
1,664.1 |
4.250 |
1,629.6 |
|
|
Fisher Pivots for day following 11-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,729.9 |
1,720.2 |
PP |
1,728.3 |
1,715.1 |
S1 |
1,726.8 |
1,710.1 |
|