| 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 |
12,800.00 |
12,785.00 |
-15.00 |
-0.1% |
12,952.75 |
| High |
12,981.50 |
13,110.50 |
129.00 |
1.0% |
13,316.75 |
| Low |
12,695.00 |
12,715.50 |
20.50 |
0.2% |
12,200.00 |
| Close |
12,739.00 |
13,039.00 |
300.00 |
2.4% |
12,654.00 |
| Range |
286.50 |
395.00 |
108.50 |
37.9% |
1,116.75 |
| ATR |
364.83 |
366.99 |
2.15 |
0.6% |
0.00 |
| Volume |
14,465 |
74,929 |
60,464 |
418.0% |
28,780 |
|
| Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,140.00 |
13,984.50 |
13,256.25 |
|
| R3 |
13,745.00 |
13,589.50 |
13,147.50 |
|
| R2 |
13,350.00 |
13,350.00 |
13,111.50 |
|
| R1 |
13,194.50 |
13,194.50 |
13,075.25 |
13,272.25 |
| PP |
12,955.00 |
12,955.00 |
12,955.00 |
12,994.00 |
| S1 |
12,799.50 |
12,799.50 |
13,002.75 |
12,877.25 |
| S2 |
12,560.00 |
12,560.00 |
12,966.50 |
|
| S3 |
12,165.00 |
12,404.50 |
12,930.50 |
|
| S4 |
11,770.00 |
12,009.50 |
12,821.75 |
|
|
| 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 |
13,110.50 |
12,200.00 |
910.50 |
7.0% |
437.25 |
3.4% |
92% |
True |
False |
24,873 |
| 10 |
13,316.75 |
12,200.00 |
1,116.75 |
8.6% |
427.00 |
3.3% |
75% |
False |
False |
14,650 |
| 20 |
13,888.25 |
12,200.00 |
1,688.25 |
12.9% |
368.75 |
2.8% |
50% |
False |
False |
8,041 |
| 40 |
13,888.25 |
12,200.00 |
1,688.25 |
12.9% |
315.50 |
2.4% |
50% |
False |
False |
4,407 |
| 60 |
13,888.25 |
12,200.00 |
1,688.25 |
12.9% |
272.75 |
2.1% |
50% |
False |
False |
3,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,789.25 |
|
2.618 |
14,144.50 |
|
1.618 |
13,749.50 |
|
1.000 |
13,505.50 |
|
0.618 |
13,354.50 |
|
HIGH |
13,110.50 |
|
0.618 |
12,959.50 |
|
0.500 |
12,913.00 |
|
0.382 |
12,866.50 |
|
LOW |
12,715.50 |
|
0.618 |
12,471.50 |
|
1.000 |
12,320.50 |
|
1.618 |
12,076.50 |
|
2.618 |
11,681.50 |
|
4.250 |
11,036.75 |
|
|
| Fisher Pivots for day following 11-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
12,997.00 |
12,930.50 |
| PP |
12,955.00 |
12,822.00 |
| S1 |
12,913.00 |
12,713.50 |
|