Trading Metrics calculated at close of trading on 12-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2021 |
12-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
32,354.50 |
32,462.40 |
107.90 |
0.3% |
31,512.15 |
High |
32,661.59 |
32,793.32 |
131.73 |
0.4% |
32,793.32 |
Low |
32,346.99 |
32,462.40 |
115.41 |
0.4% |
31,512.15 |
Close |
32,485.59 |
32,778.64 |
293.05 |
0.9% |
32,778.64 |
Range |
314.60 |
330.92 |
16.32 |
5.2% |
1,281.17 |
ATR |
457.70 |
448.65 |
-9.06 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
33,670.88 |
33,555.68 |
32,960.65 |
|
R3 |
33,339.96 |
33,224.76 |
32,869.64 |
|
R2 |
33,009.04 |
33,009.04 |
32,839.31 |
|
R1 |
32,893.84 |
32,893.84 |
32,808.97 |
32,951.44 |
PP |
32,678.12 |
32,678.12 |
32,678.12 |
32,706.92 |
S1 |
32,562.92 |
32,562.92 |
32,748.31 |
32,620.52 |
S2 |
32,347.20 |
32,347.20 |
32,717.97 |
|
S3 |
32,016.28 |
32,232.00 |
32,687.64 |
|
S4 |
31,685.36 |
31,901.08 |
32,596.63 |
|
|
Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,204.88 |
35,772.93 |
33,483.28 |
|
R3 |
34,923.71 |
34,491.76 |
33,130.96 |
|
R2 |
33,642.54 |
33,642.54 |
33,013.52 |
|
R1 |
33,210.59 |
33,210.59 |
32,896.08 |
33,426.57 |
PP |
32,361.37 |
32,361.37 |
32,361.37 |
32,469.36 |
S1 |
31,929.42 |
31,929.42 |
32,661.20 |
32,145.40 |
S2 |
31,080.20 |
31,080.20 |
32,543.76 |
|
S3 |
29,799.03 |
30,648.25 |
32,426.32 |
|
S4 |
28,517.86 |
29,367.08 |
32,074.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
32,793.32 |
31,512.15 |
1,281.17 |
3.9% |
399.69 |
1.2% |
99% |
True |
False |
|
10 |
32,793.32 |
30,547.53 |
2,245.79 |
6.9% |
485.97 |
1.5% |
99% |
True |
False |
|
20 |
32,793.32 |
30,547.53 |
2,245.79 |
6.9% |
428.28 |
1.3% |
99% |
True |
False |
|
40 |
32,793.32 |
29,856.30 |
2,937.02 |
9.0% |
379.19 |
1.2% |
100% |
True |
False |
|
60 |
32,793.32 |
29,755.53 |
3,037.79 |
9.3% |
355.39 |
1.1% |
100% |
True |
False |
|
80 |
32,793.32 |
29,229.10 |
3,564.22 |
10.9% |
342.71 |
1.0% |
100% |
True |
False |
|
100 |
32,793.32 |
26,143.77 |
6,649.55 |
20.3% |
365.32 |
1.1% |
100% |
True |
False |
|
120 |
32,793.32 |
26,143.77 |
6,649.55 |
20.3% |
373.34 |
1.1% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
34,199.73 |
2.618 |
33,659.67 |
1.618 |
33,328.75 |
1.000 |
33,124.24 |
0.618 |
32,997.83 |
HIGH |
32,793.32 |
0.618 |
32,666.91 |
0.500 |
32,627.86 |
0.382 |
32,588.81 |
LOW |
32,462.40 |
0.618 |
32,257.89 |
1.000 |
32,131.48 |
1.618 |
31,926.97 |
2.618 |
31,596.05 |
4.250 |
31,055.99 |
|
|
Fisher Pivots for day following 12-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
32,728.38 |
32,651.34 |
PP |
32,678.12 |
32,524.03 |
S1 |
32,627.86 |
32,396.73 |
|