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 |
1,715.19 |
1,726.47 |
11.28 |
0.7% |
1,734.49 |
High |
1,726.42 |
1,739.19 |
12.77 |
0.7% |
1,758.19 |
Low |
1,708.40 |
1,721.04 |
12.64 |
0.7% |
1,689.03 |
Close |
1,726.42 |
1,722.20 |
-4.22 |
-0.2% |
1,700.45 |
Range |
18.02 |
18.15 |
0.13 |
0.7% |
69.16 |
ATR |
29.41 |
28.61 |
-0.80 |
-2.7% |
0.00 |
Volume |
6,370 |
6,943 |
573 |
9.0% |
31,459 |
|
Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,781.93 |
1,770.21 |
1,732.18 |
|
R3 |
1,763.78 |
1,752.06 |
1,727.19 |
|
R2 |
1,745.63 |
1,745.63 |
1,725.53 |
|
R1 |
1,733.91 |
1,733.91 |
1,723.86 |
1,730.70 |
PP |
1,727.48 |
1,727.48 |
1,727.48 |
1,725.87 |
S1 |
1,715.76 |
1,715.76 |
1,720.54 |
1,712.55 |
S2 |
1,709.33 |
1,709.33 |
1,718.87 |
|
S3 |
1,691.18 |
1,697.61 |
1,717.21 |
|
S4 |
1,673.03 |
1,679.46 |
1,712.22 |
|
|
Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,923.37 |
1,881.07 |
1,738.49 |
|
R3 |
1,854.21 |
1,811.91 |
1,719.47 |
|
R2 |
1,785.05 |
1,785.05 |
1,713.13 |
|
R1 |
1,742.75 |
1,742.75 |
1,706.79 |
1,729.32 |
PP |
1,715.89 |
1,715.89 |
1,715.89 |
1,709.18 |
S1 |
1,673.59 |
1,673.59 |
1,694.11 |
1,660.16 |
S2 |
1,646.73 |
1,646.73 |
1,687.77 |
|
S3 |
1,577.57 |
1,604.43 |
1,681.43 |
|
S4 |
1,508.41 |
1,535.27 |
1,662.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,739.19 |
1,677.64 |
61.55 |
3.6% |
25.00 |
1.5% |
72% |
True |
False |
6,336 |
10 |
1,774.26 |
1,677.64 |
96.62 |
5.6% |
30.85 |
1.8% |
46% |
False |
False |
6,310 |
20 |
1,846.22 |
1,677.64 |
168.58 |
9.8% |
28.09 |
1.6% |
26% |
False |
False |
6,435 |
40 |
1,874.27 |
1,677.64 |
196.63 |
11.4% |
29.12 |
1.7% |
23% |
False |
False |
6,297 |
60 |
1,957.87 |
1,677.64 |
280.23 |
16.3% |
28.80 |
1.7% |
16% |
False |
False |
6,360 |
80 |
1,957.87 |
1,677.64 |
280.23 |
16.3% |
27.85 |
1.6% |
16% |
False |
False |
6,397 |
100 |
1,964.66 |
1,677.64 |
287.02 |
16.7% |
27.90 |
1.6% |
16% |
False |
False |
6,522 |
120 |
1,964.66 |
1,677.64 |
287.02 |
16.7% |
27.91 |
1.6% |
16% |
False |
False |
6,532 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,816.33 |
2.618 |
1,786.71 |
1.618 |
1,768.56 |
1.000 |
1,757.34 |
0.618 |
1,750.41 |
HIGH |
1,739.19 |
0.618 |
1,732.26 |
0.500 |
1,730.12 |
0.382 |
1,727.97 |
LOW |
1,721.04 |
0.618 |
1,709.82 |
1.000 |
1,702.89 |
1.618 |
1,691.67 |
2.618 |
1,673.52 |
4.250 |
1,643.90 |
|
|
Fisher Pivots for day following 11-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,730.12 |
1,718.18 |
PP |
1,727.48 |
1,714.16 |
S1 |
1,724.84 |
1,710.15 |
|