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 |
1,727.6 |
1,722.6 |
-5.0 |
-0.3% |
1,703.9 |
High |
1,740.4 |
1,730.4 |
-10.0 |
-0.6% |
1,740.4 |
Low |
1,719.3 |
1,699.4 |
-19.9 |
-1.2% |
1,676.2 |
Close |
1,725.2 |
1,722.4 |
-2.8 |
-0.2% |
1,722.4 |
Range |
21.1 |
31.0 |
9.9 |
46.9% |
64.2 |
ATR |
31.2 |
31.2 |
0.0 |
0.0% |
0.0 |
Volume |
50,437 |
42,737 |
-7,700 |
-15.3% |
264,271 |
|
Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,810.4 |
1,797.4 |
1,739.5 |
|
R3 |
1,779.4 |
1,766.4 |
1,730.9 |
|
R2 |
1,748.4 |
1,748.4 |
1,728.1 |
|
R1 |
1,735.4 |
1,735.4 |
1,725.2 |
1,726.4 |
PP |
1,717.4 |
1,717.4 |
1,717.4 |
1,712.9 |
S1 |
1,704.4 |
1,704.4 |
1,719.6 |
1,695.4 |
S2 |
1,686.4 |
1,686.4 |
1,716.7 |
|
S3 |
1,655.4 |
1,673.4 |
1,713.9 |
|
S4 |
1,624.4 |
1,642.4 |
1,705.4 |
|
|
Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,905.6 |
1,878.2 |
1,757.7 |
|
R3 |
1,841.4 |
1,814.0 |
1,740.1 |
|
R2 |
1,777.2 |
1,777.2 |
1,734.2 |
|
R1 |
1,749.8 |
1,749.8 |
1,728.3 |
1,763.5 |
PP |
1,713.0 |
1,713.0 |
1,713.0 |
1,719.9 |
S1 |
1,685.6 |
1,685.6 |
1,716.5 |
1,699.3 |
S2 |
1,648.8 |
1,648.8 |
1,710.6 |
|
S3 |
1,584.6 |
1,621.4 |
1,704.7 |
|
S4 |
1,520.4 |
1,557.2 |
1,687.1 |
|
|
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% |
30.4 |
1.8% |
72% |
False |
False |
52,854 |
10 |
1,759.9 |
1,676.2 |
83.7 |
4.9% |
31.8 |
1.8% |
55% |
False |
False |
37,254 |
20 |
1,833.0 |
1,676.2 |
156.8 |
9.1% |
31.7 |
1.8% |
29% |
False |
False |
22,423 |
40 |
1,881.0 |
1,676.2 |
204.8 |
11.9% |
29.9 |
1.7% |
23% |
False |
False |
14,406 |
60 |
1,969.3 |
1,676.2 |
293.1 |
17.0% |
29.7 |
1.7% |
16% |
False |
False |
10,935 |
80 |
1,969.3 |
1,676.2 |
293.1 |
17.0% |
29.3 |
1.7% |
16% |
False |
False |
8,900 |
100 |
1,983.0 |
1,676.2 |
306.8 |
17.8% |
29.4 |
1.7% |
15% |
False |
False |
7,471 |
120 |
1,983.0 |
1,676.2 |
306.8 |
17.8% |
29.3 |
1.7% |
15% |
False |
False |
6,454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,862.2 |
2.618 |
1,811.6 |
1.618 |
1,780.6 |
1.000 |
1,761.4 |
0.618 |
1,749.6 |
HIGH |
1,730.4 |
0.618 |
1,718.6 |
0.500 |
1,714.9 |
0.382 |
1,711.2 |
LOW |
1,699.4 |
0.618 |
1,680.2 |
1.000 |
1,668.4 |
1.618 |
1,649.2 |
2.618 |
1,618.2 |
4.250 |
1,567.7 |
|
|
Fisher Pivots for day following 12-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,719.9 |
1,721.6 |
PP |
1,717.4 |
1,720.7 |
S1 |
1,714.9 |
1,719.9 |
|