| Trading Metrics calculated at close of trading on 09-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2021 |
09-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
6,700.0 |
6,695.0 |
-5.0 |
-0.1% |
6,501.0 |
| High |
6,717.5 |
6,773.0 |
55.5 |
0.8% |
6,698.0 |
| Low |
6,595.5 |
6,669.0 |
73.5 |
1.1% |
6,488.5 |
| Close |
6,708.5 |
6,725.5 |
17.0 |
0.3% |
6,609.5 |
| Range |
122.0 |
104.0 |
-18.0 |
-14.8% |
209.5 |
| ATR |
115.6 |
114.7 |
-0.8 |
-0.7% |
0.0 |
| Volume |
125,287 |
101,565 |
-23,722 |
-18.9% |
586,139 |
|
| Daily Pivots for day following 09-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,034.5 |
6,984.0 |
6,782.5 |
|
| R3 |
6,930.5 |
6,880.0 |
6,754.0 |
|
| R2 |
6,826.5 |
6,826.5 |
6,744.5 |
|
| R1 |
6,776.0 |
6,776.0 |
6,735.0 |
6,801.0 |
| PP |
6,722.5 |
6,722.5 |
6,722.5 |
6,735.0 |
| S1 |
6,672.0 |
6,672.0 |
6,716.0 |
6,697.0 |
| S2 |
6,618.5 |
6,618.5 |
6,706.5 |
|
| S3 |
6,514.5 |
6,568.0 |
6,697.0 |
|
| S4 |
6,410.5 |
6,464.0 |
6,668.5 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,227.0 |
7,128.0 |
6,724.5 |
|
| R3 |
7,017.5 |
6,918.5 |
6,667.0 |
|
| R2 |
6,808.0 |
6,808.0 |
6,648.0 |
|
| R1 |
6,709.0 |
6,709.0 |
6,628.5 |
6,758.5 |
| PP |
6,598.5 |
6,598.5 |
6,598.5 |
6,623.5 |
| S1 |
6,499.5 |
6,499.5 |
6,590.5 |
6,549.0 |
| S2 |
6,389.0 |
6,389.0 |
6,571.0 |
|
| S3 |
6,179.5 |
6,290.0 |
6,552.0 |
|
| S4 |
5,970.0 |
6,080.5 |
6,494.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,773.0 |
6,536.5 |
236.5 |
3.5% |
117.0 |
1.7% |
80% |
True |
False |
116,391 |
| 10 |
6,773.0 |
6,432.0 |
341.0 |
5.1% |
123.5 |
1.8% |
86% |
True |
False |
128,023 |
| 20 |
6,773.0 |
6,427.5 |
345.5 |
5.1% |
111.5 |
1.7% |
86% |
True |
False |
114,958 |
| 40 |
6,773.0 |
6,300.0 |
473.0 |
7.0% |
99.5 |
1.5% |
90% |
True |
False |
105,553 |
| 60 |
6,910.0 |
6,265.0 |
645.0 |
9.6% |
105.0 |
1.6% |
71% |
False |
False |
113,395 |
| 80 |
6,910.0 |
6,216.5 |
693.5 |
10.3% |
91.5 |
1.4% |
73% |
False |
False |
86,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,215.0 |
|
2.618 |
7,045.5 |
|
1.618 |
6,941.5 |
|
1.000 |
6,877.0 |
|
0.618 |
6,837.5 |
|
HIGH |
6,773.0 |
|
0.618 |
6,733.5 |
|
0.500 |
6,721.0 |
|
0.382 |
6,708.5 |
|
LOW |
6,669.0 |
|
0.618 |
6,604.5 |
|
1.000 |
6,565.0 |
|
1.618 |
6,500.5 |
|
2.618 |
6,396.5 |
|
4.250 |
6,227.0 |
|
|
| Fisher Pivots for day following 09-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
6,724.0 |
6,702.0 |
| PP |
6,722.5 |
6,678.5 |
| S1 |
6,721.0 |
6,655.0 |
|