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 |
1,719.5 |
1,729.5 |
10.0 |
0.6% |
1,738.1 |
High |
1,728.7 |
1,742.5 |
13.8 |
0.8% |
1,762.0 |
Low |
1,711.3 |
1,722.5 |
11.2 |
0.7% |
1,690.2 |
Close |
1,726.5 |
1,727.2 |
0.7 |
0.0% |
1,703.8 |
Range |
17.4 |
20.0 |
2.6 |
14.9% |
71.8 |
ATR |
30.6 |
29.8 |
-0.8 |
-2.5% |
0.0 |
Volume |
7,203 |
4,236 |
-2,967 |
-41.2% |
15,101 |
|
Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,790.7 |
1,779.0 |
1,738.2 |
|
R3 |
1,770.7 |
1,759.0 |
1,732.7 |
|
R2 |
1,750.7 |
1,750.7 |
1,730.9 |
|
R1 |
1,739.0 |
1,739.0 |
1,729.0 |
1,734.9 |
PP |
1,730.7 |
1,730.7 |
1,730.7 |
1,728.7 |
S1 |
1,719.0 |
1,719.0 |
1,725.4 |
1,714.9 |
S2 |
1,710.7 |
1,710.7 |
1,723.5 |
|
S3 |
1,690.7 |
1,699.0 |
1,721.7 |
|
S4 |
1,670.7 |
1,679.0 |
1,716.2 |
|
|
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 |
1,742.5 |
1,678.4 |
64.1 |
3.7% |
25.9 |
1.5% |
76% |
True |
False |
5,418 |
10 |
1,777.2 |
1,678.4 |
98.8 |
5.7% |
32.8 |
1.9% |
49% |
False |
False |
4,409 |
20 |
1,852.7 |
1,678.4 |
174.3 |
10.1% |
29.7 |
1.7% |
28% |
False |
False |
2,882 |
40 |
1,882.7 |
1,678.4 |
204.3 |
11.8% |
27.9 |
1.6% |
24% |
False |
False |
2,253 |
60 |
1,971.5 |
1,678.4 |
293.1 |
17.0% |
27.9 |
1.6% |
17% |
False |
False |
1,900 |
80 |
1,971.5 |
1,678.4 |
293.1 |
17.0% |
26.7 |
1.5% |
17% |
False |
False |
1,685 |
100 |
1,978.4 |
1,678.4 |
300.0 |
17.4% |
24.9 |
1.4% |
16% |
False |
False |
1,399 |
120 |
1,982.0 |
1,678.4 |
303.6 |
17.6% |
23.9 |
1.4% |
16% |
False |
False |
1,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,827.5 |
2.618 |
1,794.9 |
1.618 |
1,774.9 |
1.000 |
1,762.5 |
0.618 |
1,754.9 |
HIGH |
1,742.5 |
0.618 |
1,734.9 |
0.500 |
1,732.5 |
0.382 |
1,730.1 |
LOW |
1,722.5 |
0.618 |
1,710.1 |
1.000 |
1,702.5 |
1.618 |
1,690.1 |
2.618 |
1,670.1 |
4.250 |
1,637.5 |
|
|
Fisher Pivots for day following 11-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,732.5 |
1,723.1 |
PP |
1,730.7 |
1,719.0 |
S1 |
1,729.0 |
1,714.9 |
|