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 |
3,728.0 |
3,762.0 |
34.0 |
0.9% |
3,596.0 |
High |
3,765.0 |
3,787.0 |
22.0 |
0.6% |
3,682.0 |
Low |
3,714.0 |
3,758.0 |
44.0 |
1.2% |
3,587.0 |
Close |
3,758.0 |
3,784.0 |
26.0 |
0.7% |
3,607.0 |
Range |
51.0 |
29.0 |
-22.0 |
-43.1% |
95.0 |
ATR |
57.7 |
55.6 |
-2.0 |
-3.6% |
0.0 |
Volume |
118,021 |
202,852 |
84,831 |
71.9% |
101,823 |
|
Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,863.3 |
3,852.7 |
3,800.0 |
|
R3 |
3,834.3 |
3,823.7 |
3,792.0 |
|
R2 |
3,805.3 |
3,805.3 |
3,789.3 |
|
R1 |
3,794.7 |
3,794.7 |
3,786.7 |
3,800.0 |
PP |
3,776.3 |
3,776.3 |
3,776.3 |
3,779.0 |
S1 |
3,765.7 |
3,765.7 |
3,781.3 |
3,771.0 |
S2 |
3,747.3 |
3,747.3 |
3,778.7 |
|
S3 |
3,718.3 |
3,736.7 |
3,776.0 |
|
S4 |
3,689.3 |
3,707.7 |
3,768.1 |
|
|
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 |
3,787.0 |
3,587.0 |
200.0 |
5.3% |
57.4 |
1.5% |
99% |
True |
False |
90,200 |
10 |
3,787.0 |
3,559.0 |
228.0 |
6.0% |
54.6 |
1.4% |
99% |
True |
False |
54,610 |
20 |
3,787.0 |
3,559.0 |
228.0 |
6.0% |
50.7 |
1.3% |
99% |
True |
False |
32,171 |
40 |
3,787.0 |
3,360.0 |
427.0 |
11.3% |
50.5 |
1.3% |
99% |
True |
False |
19,634 |
60 |
3,787.0 |
3,335.0 |
452.0 |
11.9% |
45.9 |
1.2% |
99% |
True |
False |
13,699 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,910.3 |
2.618 |
3,862.9 |
1.618 |
3,833.9 |
1.000 |
3,816.0 |
0.618 |
3,804.9 |
HIGH |
3,787.0 |
0.618 |
3,775.9 |
0.500 |
3,772.5 |
0.382 |
3,769.1 |
LOW |
3,758.0 |
0.618 |
3,740.1 |
1.000 |
3,729.0 |
1.618 |
3,711.1 |
2.618 |
3,682.1 |
4.250 |
3,634.8 |
|
|
Fisher Pivots for day following 11-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
3,780.2 |
3,769.5 |
PP |
3,776.3 |
3,755.0 |
S1 |
3,772.5 |
3,740.5 |
|