| Trading Metrics calculated at close of trading on 10-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2021 |
10-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
3,820.00 |
3,868.50 |
48.50 |
1.3% |
3,806.75 |
| High |
3,891.50 |
3,906.25 |
14.75 |
0.4% |
3,901.75 |
| Low |
3,816.50 |
3,847.00 |
30.50 |
0.8% |
3,710.50 |
| Close |
3,863.50 |
3,886.75 |
23.25 |
0.6% |
3,829.00 |
| Range |
75.00 |
59.25 |
-15.75 |
-21.0% |
191.25 |
| ATR |
73.49 |
72.48 |
-1.02 |
-1.4% |
0.00 |
| Volume |
62,850 |
135,244 |
72,394 |
115.2% |
164,379 |
|
| Daily Pivots for day following 10-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,057.75 |
4,031.50 |
3,919.25 |
|
| R3 |
3,998.50 |
3,972.25 |
3,903.00 |
|
| R2 |
3,939.25 |
3,939.25 |
3,897.50 |
|
| R1 |
3,913.00 |
3,913.00 |
3,892.25 |
3,926.00 |
| PP |
3,880.00 |
3,880.00 |
3,880.00 |
3,886.50 |
| S1 |
3,853.75 |
3,853.75 |
3,881.25 |
3,867.00 |
| S2 |
3,820.75 |
3,820.75 |
3,876.00 |
|
| S3 |
3,761.50 |
3,794.50 |
3,870.50 |
|
| S4 |
3,702.25 |
3,735.25 |
3,854.25 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,387.50 |
4,299.50 |
3,934.25 |
|
| R3 |
4,196.25 |
4,108.25 |
3,881.50 |
|
| R2 |
4,005.00 |
4,005.00 |
3,864.00 |
|
| R1 |
3,917.00 |
3,917.00 |
3,846.50 |
3,961.00 |
| PP |
3,813.75 |
3,813.75 |
3,813.75 |
3,835.75 |
| S1 |
3,725.75 |
3,725.75 |
3,811.50 |
3,769.75 |
| S2 |
3,622.50 |
3,622.50 |
3,794.00 |
|
| S3 |
3,431.25 |
3,534.50 |
3,776.50 |
|
| S4 |
3,240.00 |
3,343.25 |
3,723.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,906.25 |
3,710.50 |
195.75 |
5.0% |
92.00 |
2.4% |
90% |
True |
False |
67,429 |
| 10 |
3,924.50 |
3,710.50 |
214.00 |
5.5% |
88.25 |
2.3% |
82% |
False |
False |
43,400 |
| 20 |
3,948.25 |
3,710.50 |
237.75 |
6.1% |
70.00 |
1.8% |
74% |
False |
False |
24,862 |
| 40 |
3,948.25 |
3,647.50 |
300.75 |
7.7% |
63.75 |
1.6% |
80% |
False |
False |
14,070 |
| 60 |
3,948.25 |
3,586.50 |
361.75 |
9.3% |
59.75 |
1.5% |
83% |
False |
False |
9,759 |
| 80 |
3,948.25 |
3,494.50 |
453.75 |
11.7% |
55.25 |
1.4% |
86% |
False |
False |
7,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,158.00 |
|
2.618 |
4,061.25 |
|
1.618 |
4,002.00 |
|
1.000 |
3,965.50 |
|
0.618 |
3,942.75 |
|
HIGH |
3,906.25 |
|
0.618 |
3,883.50 |
|
0.500 |
3,876.50 |
|
0.382 |
3,869.75 |
|
LOW |
3,847.00 |
|
0.618 |
3,810.50 |
|
1.000 |
3,787.75 |
|
1.618 |
3,751.25 |
|
2.618 |
3,692.00 |
|
4.250 |
3,595.25 |
|
|
| Fisher Pivots for day following 10-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,883.50 |
3,873.25 |
| PP |
3,880.00 |
3,859.75 |
| S1 |
3,876.50 |
3,846.50 |
|