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 |
12,950.25 |
12,957.99 |
7.74 |
0.1% |
13,108.22 |
High |
12,979.38 |
13,117.86 |
138.48 |
1.1% |
13,301.62 |
Low |
12,726.85 |
12,920.01 |
193.16 |
1.5% |
12,208.39 |
Close |
12,752.07 |
13,052.90 |
300.83 |
2.4% |
12,668.51 |
Range |
252.53 |
197.85 |
-54.68 |
-21.7% |
1,093.23 |
ATR |
324.87 |
327.79 |
2.92 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,623.81 |
13,536.20 |
13,161.72 |
|
R3 |
13,425.96 |
13,338.35 |
13,107.31 |
|
R2 |
13,228.11 |
13,228.11 |
13,089.17 |
|
R1 |
13,140.50 |
13,140.50 |
13,071.04 |
13,184.31 |
PP |
13,030.26 |
13,030.26 |
13,030.26 |
13,052.16 |
S1 |
12,942.65 |
12,942.65 |
13,034.76 |
12,986.46 |
S2 |
12,832.41 |
12,832.41 |
13,016.63 |
|
S3 |
12,634.56 |
12,744.80 |
12,998.49 |
|
S4 |
12,436.71 |
12,546.95 |
12,944.08 |
|
|
Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,005.86 |
15,430.42 |
13,269.79 |
|
R3 |
14,912.63 |
14,337.19 |
12,969.15 |
|
R2 |
13,819.40 |
13,819.40 |
12,868.94 |
|
R1 |
13,243.96 |
13,243.96 |
12,768.72 |
12,985.07 |
PP |
12,726.17 |
12,726.17 |
12,726.17 |
12,596.73 |
S1 |
12,150.73 |
12,150.73 |
12,568.30 |
11,891.84 |
S2 |
11,632.94 |
11,632.94 |
12,468.08 |
|
S3 |
10,539.71 |
11,057.50 |
12,367.87 |
|
S4 |
9,446.48 |
9,964.27 |
12,067.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,117.86 |
12,208.39 |
909.47 |
7.0% |
329.93 |
2.5% |
93% |
True |
False |
|
10 |
13,301.62 |
12,208.39 |
1,093.23 |
8.4% |
332.38 |
2.5% |
77% |
False |
False |
|
20 |
13,879.77 |
12,208.39 |
1,671.38 |
12.8% |
291.50 |
2.2% |
51% |
False |
False |
|
40 |
13,879.77 |
12,208.39 |
1,671.38 |
12.8% |
237.15 |
1.8% |
51% |
False |
False |
|
60 |
13,879.77 |
12,208.39 |
1,671.38 |
12.8% |
208.98 |
1.6% |
51% |
False |
False |
|
80 |
13,879.77 |
11,808.95 |
2,070.82 |
15.9% |
194.25 |
1.5% |
60% |
False |
False |
|
100 |
13,879.77 |
10,957.11 |
2,922.66 |
22.4% |
203.68 |
1.6% |
72% |
False |
False |
|
120 |
13,879.77 |
10,677.85 |
3,201.92 |
24.5% |
206.64 |
1.6% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,958.72 |
2.618 |
13,635.83 |
1.618 |
13,437.98 |
1.000 |
13,315.71 |
0.618 |
13,240.13 |
HIGH |
13,117.86 |
0.618 |
13,042.28 |
0.500 |
13,018.94 |
0.382 |
12,995.59 |
LOW |
12,920.01 |
0.618 |
12,797.74 |
1.000 |
12,722.16 |
1.618 |
12,599.89 |
2.618 |
12,402.04 |
4.250 |
12,079.15 |
|
|
Fisher Pivots for day following 11-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
13,041.58 |
12,987.05 |
PP |
13,030.26 |
12,921.20 |
S1 |
13,018.94 |
12,855.35 |
|