| 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 |
3,762.0 |
3,782.0 |
20.0 |
0.5% |
3,640.0 |
| High |
3,787.0 |
3,790.0 |
3.0 |
0.1% |
3,790.0 |
| Low |
3,758.0 |
3,756.0 |
-2.0 |
-0.1% |
3,619.0 |
| Close |
3,784.0 |
3,772.0 |
-12.0 |
-0.3% |
3,772.0 |
| Range |
29.0 |
34.0 |
5.0 |
17.2% |
171.0 |
| ATR |
55.6 |
54.1 |
-1.5 |
-2.8% |
0.0 |
| Volume |
202,852 |
426,628 |
223,776 |
110.3% |
870,674 |
|
| Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,874.7 |
3,857.3 |
3,790.7 |
|
| R3 |
3,840.7 |
3,823.3 |
3,781.4 |
|
| R2 |
3,806.7 |
3,806.7 |
3,778.2 |
|
| R1 |
3,789.3 |
3,789.3 |
3,775.1 |
3,781.0 |
| PP |
3,772.7 |
3,772.7 |
3,772.7 |
3,768.5 |
| S1 |
3,755.3 |
3,755.3 |
3,768.9 |
3,747.0 |
| S2 |
3,738.7 |
3,738.7 |
3,765.8 |
|
| S3 |
3,704.7 |
3,721.3 |
3,762.7 |
|
| S4 |
3,670.7 |
3,687.3 |
3,753.3 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,240.0 |
4,177.0 |
3,866.1 |
|
| R3 |
4,069.0 |
4,006.0 |
3,819.0 |
|
| R2 |
3,898.0 |
3,898.0 |
3,803.4 |
|
| R1 |
3,835.0 |
3,835.0 |
3,787.7 |
3,866.5 |
| PP |
3,727.0 |
3,727.0 |
3,727.0 |
3,742.8 |
| S1 |
3,664.0 |
3,664.0 |
3,756.3 |
3,695.5 |
| S2 |
3,556.0 |
3,556.0 |
3,740.7 |
|
| S3 |
3,385.0 |
3,493.0 |
3,725.0 |
|
| S4 |
3,214.0 |
3,322.0 |
3,678.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,790.0 |
3,619.0 |
171.0 |
4.5% |
50.6 |
1.3% |
89% |
True |
False |
174,134 |
| 10 |
3,790.0 |
3,587.0 |
203.0 |
5.4% |
52.7 |
1.4% |
91% |
True |
False |
97,249 |
| 20 |
3,790.0 |
3,559.0 |
231.0 |
6.1% |
50.5 |
1.3% |
92% |
True |
False |
53,204 |
| 40 |
3,790.0 |
3,360.0 |
430.0 |
11.4% |
50.2 |
1.3% |
96% |
True |
False |
30,144 |
| 60 |
3,790.0 |
3,335.0 |
455.0 |
12.1% |
46.4 |
1.2% |
96% |
True |
False |
20,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,934.5 |
|
2.618 |
3,879.0 |
|
1.618 |
3,845.0 |
|
1.000 |
3,824.0 |
|
0.618 |
3,811.0 |
|
HIGH |
3,790.0 |
|
0.618 |
3,777.0 |
|
0.500 |
3,773.0 |
|
0.382 |
3,769.0 |
|
LOW |
3,756.0 |
|
0.618 |
3,735.0 |
|
1.000 |
3,722.0 |
|
1.618 |
3,701.0 |
|
2.618 |
3,667.0 |
|
4.250 |
3,611.5 |
|
|
| Fisher Pivots for day following 12-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,773.0 |
3,765.3 |
| PP |
3,772.7 |
3,758.7 |
| S1 |
3,772.3 |
3,752.0 |
|