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 |
3,640.0 |
3,696.0 |
56.0 |
1.5% |
3,596.0 |
High |
3,716.0 |
3,736.0 |
20.0 |
0.5% |
3,682.0 |
Low |
3,619.0 |
3,694.0 |
75.0 |
2.1% |
3,587.0 |
Close |
3,706.0 |
3,730.0 |
24.0 |
0.6% |
3,607.0 |
Range |
97.0 |
42.0 |
-55.0 |
-56.7% |
95.0 |
ATR |
59.4 |
58.2 |
-1.2 |
-2.1% |
0.0 |
Volume |
24,062 |
99,111 |
75,049 |
311.9% |
101,823 |
|
Daily Pivots for day following 09-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,846.0 |
3,830.0 |
3,753.1 |
|
R3 |
3,804.0 |
3,788.0 |
3,741.6 |
|
R2 |
3,762.0 |
3,762.0 |
3,737.7 |
|
R1 |
3,746.0 |
3,746.0 |
3,733.9 |
3,754.0 |
PP |
3,720.0 |
3,720.0 |
3,720.0 |
3,724.0 |
S1 |
3,704.0 |
3,704.0 |
3,726.2 |
3,712.0 |
S2 |
3,678.0 |
3,678.0 |
3,722.3 |
|
S3 |
3,636.0 |
3,662.0 |
3,718.5 |
|
S4 |
3,594.0 |
3,620.0 |
3,706.9 |
|
|
Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,910.3 |
3,853.7 |
3,659.3 |
|
R3 |
3,815.3 |
3,758.7 |
3,633.1 |
|
R2 |
3,720.3 |
3,720.3 |
3,624.4 |
|
R1 |
3,663.7 |
3,663.7 |
3,615.7 |
3,692.0 |
PP |
3,625.3 |
3,625.3 |
3,625.3 |
3,639.5 |
S1 |
3,568.7 |
3,568.7 |
3,598.3 |
3,597.0 |
S2 |
3,530.3 |
3,530.3 |
3,589.6 |
|
S3 |
3,435.3 |
3,473.7 |
3,580.9 |
|
S4 |
3,340.3 |
3,378.7 |
3,554.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,736.0 |
3,587.0 |
149.0 |
4.0% |
64.0 |
1.7% |
96% |
True |
False |
36,230 |
10 |
3,736.0 |
3,559.0 |
177.0 |
4.7% |
60.2 |
1.6% |
97% |
True |
False |
26,184 |
20 |
3,736.0 |
3,559.0 |
177.0 |
4.7% |
50.5 |
1.4% |
97% |
True |
False |
18,171 |
40 |
3,736.0 |
3,360.0 |
376.0 |
10.1% |
49.5 |
1.3% |
98% |
True |
False |
12,115 |
60 |
3,736.0 |
3,335.0 |
401.0 |
10.8% |
44.7 |
1.2% |
99% |
True |
False |
8,510 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,914.5 |
2.618 |
3,846.0 |
1.618 |
3,804.0 |
1.000 |
3,778.0 |
0.618 |
3,762.0 |
HIGH |
3,736.0 |
0.618 |
3,720.0 |
0.500 |
3,715.0 |
0.382 |
3,710.0 |
LOW |
3,694.0 |
0.618 |
3,668.0 |
1.000 |
3,652.0 |
1.618 |
3,626.0 |
2.618 |
3,584.0 |
4.250 |
3,515.5 |
|
|
Fisher Pivots for day following 09-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
3,725.0 |
3,707.2 |
PP |
3,720.0 |
3,684.3 |
S1 |
3,715.0 |
3,661.5 |
|