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 |
56,963.46 |
57,652.90 |
689.44 |
1.2% |
49,085.09 |
High |
57,904.54 |
58,121.91 |
217.37 |
0.4% |
58,121.91 |
Low |
54,351.57 |
55,122.82 |
771.25 |
1.4% |
47,133.15 |
Close |
57,653.54 |
56,972.72 |
-680.82 |
-1.2% |
56,972.72 |
Range |
3,552.97 |
2,999.09 |
-553.88 |
-15.6% |
10,988.76 |
ATR |
4,274.72 |
4,183.60 |
-91.12 |
-2.1% |
0.00 |
Volume |
64,935 |
63,353 |
-1,582 |
-2.4% |
316,348 |
|
Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65,736.42 |
64,353.66 |
58,622.22 |
|
R3 |
62,737.33 |
61,354.57 |
57,797.47 |
|
R2 |
59,738.24 |
59,738.24 |
57,522.55 |
|
R1 |
58,355.48 |
58,355.48 |
57,247.64 |
57,547.32 |
PP |
56,739.15 |
56,739.15 |
56,739.15 |
56,335.07 |
S1 |
55,356.39 |
55,356.39 |
56,697.80 |
54,548.23 |
S2 |
53,740.06 |
53,740.06 |
56,422.89 |
|
S3 |
50,740.97 |
52,357.30 |
56,147.97 |
|
S4 |
47,741.88 |
49,358.21 |
55,323.22 |
|
|
Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87,042.21 |
82,996.22 |
63,016.54 |
|
R3 |
76,053.45 |
72,007.46 |
59,994.63 |
|
R2 |
65,064.69 |
65,064.69 |
58,987.33 |
|
R1 |
61,018.70 |
61,018.70 |
57,980.02 |
63,041.70 |
PP |
54,075.93 |
54,075.93 |
54,075.93 |
55,087.42 |
S1 |
50,029.94 |
50,029.94 |
55,965.42 |
52,052.94 |
S2 |
43,087.17 |
43,087.17 |
54,958.11 |
|
S3 |
32,098.41 |
39,041.18 |
53,950.81 |
|
S4 |
21,109.65 |
28,052.42 |
50,928.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
58,121.91 |
47,133.15 |
10,988.76 |
19.3% |
3,782.76 |
6.6% |
90% |
True |
False |
63,269 |
10 |
58,121.91 |
43,145.98 |
14,975.93 |
26.3% |
4,079.38 |
7.2% |
92% |
True |
False |
65,398 |
20 |
58,334.78 |
43,145.98 |
15,188.80 |
26.7% |
4,537.40 |
8.0% |
91% |
False |
False |
80,224 |
40 |
58,334.78 |
28,860.59 |
29,474.19 |
51.7% |
4,105.58 |
7.2% |
95% |
False |
False |
91,388 |
60 |
58,334.78 |
19,059.35 |
39,275.43 |
68.9% |
3,790.26 |
6.7% |
97% |
False |
False |
98,439 |
80 |
58,334.78 |
15,725.25 |
42,609.53 |
74.8% |
3,125.90 |
5.5% |
97% |
False |
False |
90,416 |
100 |
58,334.78 |
11,279.89 |
47,054.89 |
82.6% |
2,640.85 |
4.6% |
97% |
False |
False |
85,125 |
120 |
58,334.78 |
10,146.79 |
48,187.99 |
84.6% |
2,258.64 |
4.0% |
97% |
False |
False |
75,310 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70,868.04 |
2.618 |
65,973.53 |
1.618 |
62,974.44 |
1.000 |
61,121.00 |
0.618 |
59,975.35 |
HIGH |
58,121.91 |
0.618 |
56,976.26 |
0.500 |
56,622.37 |
0.382 |
56,268.47 |
LOW |
55,122.82 |
0.618 |
53,269.38 |
1.000 |
52,123.73 |
1.618 |
50,270.29 |
2.618 |
47,271.20 |
4.250 |
42,376.69 |
|
|
Fisher Pivots for day following 12-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
56,855.94 |
56,522.87 |
PP |
56,739.15 |
56,073.02 |
S1 |
56,622.37 |
55,623.17 |
|