| 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 |
1,687.3 |
1,719.5 |
32.2 |
1.9% |
1,738.1 |
| High |
1,722.3 |
1,728.7 |
6.4 |
0.4% |
1,762.0 |
| Low |
1,687.3 |
1,711.3 |
24.0 |
1.4% |
1,690.2 |
| Close |
1,721.9 |
1,726.5 |
4.6 |
0.3% |
1,703.8 |
| Range |
35.0 |
17.4 |
-17.6 |
-50.3% |
71.8 |
| ATR |
31.6 |
30.6 |
-1.0 |
-3.2% |
0.0 |
| Volume |
4,591 |
7,203 |
2,612 |
56.9% |
15,101 |
|
| Daily Pivots for day following 10-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,774.4 |
1,767.8 |
1,736.1 |
|
| R3 |
1,757.0 |
1,750.4 |
1,731.3 |
|
| R2 |
1,739.6 |
1,739.6 |
1,729.7 |
|
| R1 |
1,733.0 |
1,733.0 |
1,728.1 |
1,736.3 |
| PP |
1,722.2 |
1,722.2 |
1,722.2 |
1,723.8 |
| S1 |
1,715.6 |
1,715.6 |
1,724.9 |
1,718.9 |
| S2 |
1,704.8 |
1,704.8 |
1,723.3 |
|
| S3 |
1,687.4 |
1,698.2 |
1,721.7 |
|
| S4 |
1,670.0 |
1,680.8 |
1,716.9 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,934.1 |
1,890.7 |
1,743.3 |
|
| R3 |
1,862.3 |
1,818.9 |
1,723.5 |
|
| R2 |
1,790.5 |
1,790.5 |
1,717.0 |
|
| R1 |
1,747.1 |
1,747.1 |
1,710.4 |
1,732.9 |
| PP |
1,718.7 |
1,718.7 |
1,718.7 |
1,711.6 |
| S1 |
1,675.3 |
1,675.3 |
1,697.2 |
1,661.1 |
| S2 |
1,646.9 |
1,646.9 |
1,690.6 |
|
| S3 |
1,575.1 |
1,603.5 |
1,684.1 |
|
| S4 |
1,503.3 |
1,531.7 |
1,664.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,728.7 |
1,678.4 |
50.3 |
2.9% |
28.5 |
1.6% |
96% |
True |
False |
5,382 |
| 10 |
1,806.6 |
1,678.4 |
128.2 |
7.4% |
34.5 |
2.0% |
38% |
False |
False |
4,182 |
| 20 |
1,860.7 |
1,678.4 |
182.3 |
10.6% |
29.7 |
1.7% |
26% |
False |
False |
2,773 |
| 40 |
1,882.7 |
1,678.4 |
204.3 |
11.8% |
28.1 |
1.6% |
24% |
False |
False |
2,182 |
| 60 |
1,971.5 |
1,678.4 |
293.1 |
17.0% |
27.9 |
1.6% |
16% |
False |
False |
1,865 |
| 80 |
1,971.5 |
1,678.4 |
293.1 |
17.0% |
26.6 |
1.5% |
16% |
False |
False |
1,644 |
| 100 |
1,978.4 |
1,678.4 |
300.0 |
17.4% |
24.8 |
1.4% |
16% |
False |
False |
1,358 |
| 120 |
1,982.0 |
1,678.4 |
303.6 |
17.6% |
23.8 |
1.4% |
16% |
False |
False |
1,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,802.7 |
|
2.618 |
1,774.3 |
|
1.618 |
1,756.9 |
|
1.000 |
1,746.1 |
|
0.618 |
1,739.5 |
|
HIGH |
1,728.7 |
|
0.618 |
1,722.1 |
|
0.500 |
1,720.0 |
|
0.382 |
1,717.9 |
|
LOW |
1,711.3 |
|
0.618 |
1,700.5 |
|
1.000 |
1,693.9 |
|
1.618 |
1,683.1 |
|
2.618 |
1,665.7 |
|
4.250 |
1,637.4 |
|
|
| Fisher Pivots for day following 10-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,724.3 |
1,718.9 |
| PP |
1,722.2 |
1,711.2 |
| S1 |
1,720.0 |
1,703.6 |
|