| Trading Metrics calculated at close of trading on 10-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2021 |
10-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
3,696.0 |
3,728.0 |
32.0 |
0.9% |
3,596.0 |
| High |
3,736.0 |
3,765.0 |
29.0 |
0.8% |
3,682.0 |
| Low |
3,694.0 |
3,714.0 |
20.0 |
0.5% |
3,587.0 |
| Close |
3,730.0 |
3,758.0 |
28.0 |
0.8% |
3,607.0 |
| Range |
42.0 |
51.0 |
9.0 |
21.4% |
95.0 |
| ATR |
58.2 |
57.7 |
-0.5 |
-0.9% |
0.0 |
| Volume |
99,111 |
118,021 |
18,910 |
19.1% |
101,823 |
|
| Daily Pivots for day following 10-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,898.7 |
3,879.3 |
3,786.1 |
|
| R3 |
3,847.7 |
3,828.3 |
3,772.0 |
|
| R2 |
3,796.7 |
3,796.7 |
3,767.4 |
|
| R1 |
3,777.3 |
3,777.3 |
3,762.7 |
3,787.0 |
| PP |
3,745.7 |
3,745.7 |
3,745.7 |
3,750.5 |
| S1 |
3,726.3 |
3,726.3 |
3,753.3 |
3,736.0 |
| S2 |
3,694.7 |
3,694.7 |
3,748.7 |
|
| S3 |
3,643.7 |
3,675.3 |
3,744.0 |
|
| S4 |
3,592.7 |
3,624.3 |
3,730.0 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,910.3 |
3,853.7 |
3,659.3 |
|
| R3 |
3,815.3 |
3,758.7 |
3,633.1 |
|
| R2 |
3,720.3 |
3,720.3 |
3,624.4 |
|
| R1 |
3,663.7 |
3,663.7 |
3,615.7 |
3,692.0 |
| PP |
3,625.3 |
3,625.3 |
3,625.3 |
3,639.5 |
| S1 |
3,568.7 |
3,568.7 |
3,598.3 |
3,597.0 |
| S2 |
3,530.3 |
3,530.3 |
3,589.6 |
|
| S3 |
3,435.3 |
3,473.7 |
3,580.9 |
|
| S4 |
3,340.3 |
3,378.7 |
3,554.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,765.0 |
3,587.0 |
178.0 |
4.7% |
63.2 |
1.7% |
96% |
True |
False |
58,337 |
| 10 |
3,765.0 |
3,559.0 |
206.0 |
5.5% |
60.3 |
1.6% |
97% |
True |
False |
34,477 |
| 20 |
3,765.0 |
3,559.0 |
206.0 |
5.5% |
50.6 |
1.3% |
97% |
True |
False |
23,286 |
| 40 |
3,765.0 |
3,360.0 |
405.0 |
10.8% |
50.3 |
1.3% |
98% |
True |
False |
15,065 |
| 60 |
3,765.0 |
3,335.0 |
430.0 |
11.4% |
45.4 |
1.2% |
98% |
True |
False |
10,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,981.8 |
|
2.618 |
3,898.5 |
|
1.618 |
3,847.5 |
|
1.000 |
3,816.0 |
|
0.618 |
3,796.5 |
|
HIGH |
3,765.0 |
|
0.618 |
3,745.5 |
|
0.500 |
3,739.5 |
|
0.382 |
3,733.5 |
|
LOW |
3,714.0 |
|
0.618 |
3,682.5 |
|
1.000 |
3,663.0 |
|
1.618 |
3,631.5 |
|
2.618 |
3,580.5 |
|
4.250 |
3,497.3 |
|
|
| Fisher Pivots for day following 10-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,751.8 |
3,736.0 |
| PP |
3,745.7 |
3,714.0 |
| S1 |
3,739.5 |
3,692.0 |
|