| 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 |
12,704.50 |
12,336.25 |
-368.25 |
-2.9% |
12,952.75 |
| High |
12,751.00 |
12,856.50 |
105.50 |
0.8% |
13,316.75 |
| Low |
12,273.00 |
12,316.50 |
43.50 |
0.4% |
12,200.00 |
| Close |
12,285.75 |
12,778.00 |
492.25 |
4.0% |
12,654.00 |
| Range |
478.00 |
540.00 |
62.00 |
13.0% |
1,116.75 |
| ATR |
355.48 |
370.86 |
15.38 |
4.3% |
0.00 |
| Volume |
12,662 |
11,383 |
-1,279 |
-10.1% |
28,780 |
|
| Daily Pivots for day following 09-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,270.25 |
14,064.25 |
13,075.00 |
|
| R3 |
13,730.25 |
13,524.25 |
12,926.50 |
|
| R2 |
13,190.25 |
13,190.25 |
12,877.00 |
|
| R1 |
12,984.25 |
12,984.25 |
12,827.50 |
13,087.25 |
| PP |
12,650.25 |
12,650.25 |
12,650.25 |
12,702.00 |
| S1 |
12,444.25 |
12,444.25 |
12,728.50 |
12,547.25 |
| S2 |
12,110.25 |
12,110.25 |
12,679.00 |
|
| S3 |
11,570.25 |
11,904.25 |
12,629.50 |
|
| S4 |
11,030.25 |
11,364.25 |
12,481.00 |
|
|
| 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 |
13,181.00 |
12,200.00 |
981.00 |
7.7% |
504.00 |
3.9% |
59% |
False |
False |
9,443 |
| 10 |
13,341.75 |
12,200.00 |
1,141.75 |
8.9% |
455.00 |
3.6% |
51% |
False |
False |
6,211 |
| 20 |
13,888.25 |
12,200.00 |
1,688.25 |
13.2% |
352.00 |
2.8% |
34% |
False |
False |
3,649 |
| 40 |
13,888.25 |
12,200.00 |
1,688.25 |
13.2% |
309.00 |
2.4% |
34% |
False |
False |
2,202 |
| 60 |
13,888.25 |
12,200.00 |
1,688.25 |
13.2% |
267.75 |
2.1% |
34% |
False |
False |
1,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,151.50 |
|
2.618 |
14,270.25 |
|
1.618 |
13,730.25 |
|
1.000 |
13,396.50 |
|
0.618 |
13,190.25 |
|
HIGH |
12,856.50 |
|
0.618 |
12,650.25 |
|
0.500 |
12,586.50 |
|
0.382 |
12,522.75 |
|
LOW |
12,316.50 |
|
0.618 |
11,982.75 |
|
1.000 |
11,776.50 |
|
1.618 |
11,442.75 |
|
2.618 |
10,902.75 |
|
4.250 |
10,021.50 |
|
|
| Fisher Pivots for day following 09-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
12,714.25 |
12,694.75 |
| PP |
12,650.25 |
12,611.50 |
| S1 |
12,586.50 |
12,528.25 |
|