| Trading Metrics calculated at close of trading on 08-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2021 |
08-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
12,415.00 |
12,704.50 |
289.50 |
2.3% |
12,952.75 |
| High |
12,686.50 |
12,751.00 |
64.50 |
0.5% |
13,316.75 |
| Low |
12,200.00 |
12,273.00 |
73.00 |
0.6% |
12,200.00 |
| Close |
12,654.00 |
12,285.75 |
-368.25 |
-2.9% |
12,654.00 |
| Range |
486.50 |
478.00 |
-8.50 |
-1.7% |
1,116.75 |
| ATR |
346.06 |
355.48 |
9.42 |
2.7% |
0.00 |
| Volume |
10,928 |
12,662 |
1,734 |
15.9% |
28,780 |
|
| Daily Pivots for day following 08-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,870.50 |
13,556.25 |
12,548.75 |
|
| R3 |
13,392.50 |
13,078.25 |
12,417.25 |
|
| R2 |
12,914.50 |
12,914.50 |
12,373.50 |
|
| R1 |
12,600.25 |
12,600.25 |
12,329.50 |
12,518.50 |
| PP |
12,436.50 |
12,436.50 |
12,436.50 |
12,395.75 |
| S1 |
12,122.25 |
12,122.25 |
12,242.00 |
12,040.50 |
| S2 |
11,958.50 |
11,958.50 |
12,198.00 |
|
| S3 |
11,480.50 |
11,644.25 |
12,154.25 |
|
| S4 |
11,002.50 |
11,166.25 |
12,022.75 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,073.75 |
15,480.75 |
13,268.25 |
|
| R3 |
14,957.00 |
14,364.00 |
12,961.00 |
|
| R2 |
13,840.25 |
13,840.25 |
12,858.75 |
|
| R1 |
13,247.25 |
13,247.25 |
12,756.25 |
12,985.50 |
| PP |
12,723.50 |
12,723.50 |
12,723.50 |
12,592.75 |
| S1 |
12,130.50 |
12,130.50 |
12,551.75 |
11,868.50 |
| S2 |
11,606.75 |
11,606.75 |
12,449.25 |
|
| S3 |
10,490.00 |
11,013.75 |
12,347.00 |
|
| S4 |
9,373.25 |
9,897.00 |
12,039.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,316.75 |
12,200.00 |
1,116.75 |
9.1% |
451.25 |
3.7% |
8% |
False |
False |
7,788 |
| 10 |
13,341.75 |
12,200.00 |
1,141.75 |
9.3% |
458.50 |
3.7% |
8% |
False |
False |
5,423 |
| 20 |
13,888.25 |
12,200.00 |
1,688.25 |
13.7% |
329.75 |
2.7% |
5% |
False |
False |
3,107 |
| 40 |
13,888.25 |
12,200.00 |
1,688.25 |
13.7% |
300.50 |
2.4% |
5% |
False |
False |
1,939 |
| 60 |
13,888.25 |
12,200.00 |
1,688.25 |
13.7% |
264.50 |
2.2% |
5% |
False |
False |
1,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,782.50 |
|
2.618 |
14,002.50 |
|
1.618 |
13,524.50 |
|
1.000 |
13,229.00 |
|
0.618 |
13,046.50 |
|
HIGH |
12,751.00 |
|
0.618 |
12,568.50 |
|
0.500 |
12,512.00 |
|
0.382 |
12,455.50 |
|
LOW |
12,273.00 |
|
0.618 |
11,977.50 |
|
1.000 |
11,795.00 |
|
1.618 |
11,499.50 |
|
2.618 |
11,021.50 |
|
4.250 |
10,241.50 |
|
|
| Fisher Pivots for day following 08-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
12,512.00 |
12,493.50 |
| PP |
12,436.50 |
12,424.25 |
| S1 |
12,361.25 |
12,355.00 |
|