| 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 |
3,843.00 |
3,820.00 |
-23.00 |
-0.6% |
3,806.75 |
| High |
3,868.75 |
3,891.50 |
22.75 |
0.6% |
3,901.75 |
| Low |
3,786.50 |
3,816.50 |
30.00 |
0.8% |
3,710.50 |
| Close |
3,809.25 |
3,863.50 |
54.25 |
1.4% |
3,829.00 |
| Range |
82.25 |
75.00 |
-7.25 |
-8.8% |
191.25 |
| ATR |
72.82 |
73.49 |
0.67 |
0.9% |
0.00 |
| Volume |
46,669 |
62,850 |
16,181 |
34.7% |
164,379 |
|
| Daily Pivots for day following 09-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,082.25 |
4,047.75 |
3,904.75 |
|
| R3 |
4,007.25 |
3,972.75 |
3,884.00 |
|
| R2 |
3,932.25 |
3,932.25 |
3,877.25 |
|
| R1 |
3,897.75 |
3,897.75 |
3,870.50 |
3,915.00 |
| PP |
3,857.25 |
3,857.25 |
3,857.25 |
3,865.75 |
| S1 |
3,822.75 |
3,822.75 |
3,856.50 |
3,840.00 |
| S2 |
3,782.25 |
3,782.25 |
3,849.75 |
|
| S3 |
3,707.25 |
3,747.75 |
3,843.00 |
|
| S4 |
3,632.25 |
3,672.75 |
3,822.25 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,387.50 |
4,299.50 |
3,934.25 |
|
| R3 |
4,196.25 |
4,108.25 |
3,881.50 |
|
| R2 |
4,005.00 |
4,005.00 |
3,864.00 |
|
| R1 |
3,917.00 |
3,917.00 |
3,846.50 |
3,961.00 |
| PP |
3,813.75 |
3,813.75 |
3,813.75 |
3,835.75 |
| S1 |
3,725.75 |
3,725.75 |
3,811.50 |
3,769.75 |
| S2 |
3,622.50 |
3,622.50 |
3,794.00 |
|
| S3 |
3,431.25 |
3,534.50 |
3,776.50 |
|
| S4 |
3,240.00 |
3,343.25 |
3,723.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,891.50 |
3,710.50 |
181.00 |
4.7% |
97.00 |
2.5% |
85% |
True |
False |
46,129 |
| 10 |
3,924.50 |
3,710.50 |
214.00 |
5.5% |
89.75 |
2.3% |
71% |
False |
False |
30,971 |
| 20 |
3,948.25 |
3,710.50 |
237.75 |
6.2% |
68.00 |
1.8% |
64% |
False |
False |
18,192 |
| 40 |
3,948.25 |
3,647.50 |
300.75 |
7.8% |
63.50 |
1.6% |
72% |
False |
False |
10,770 |
| 60 |
3,948.25 |
3,586.50 |
361.75 |
9.4% |
59.25 |
1.5% |
77% |
False |
False |
7,512 |
| 80 |
3,948.25 |
3,494.50 |
453.75 |
11.7% |
55.00 |
1.4% |
81% |
False |
False |
5,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,210.25 |
|
2.618 |
4,087.75 |
|
1.618 |
4,012.75 |
|
1.000 |
3,966.50 |
|
0.618 |
3,937.75 |
|
HIGH |
3,891.50 |
|
0.618 |
3,862.75 |
|
0.500 |
3,854.00 |
|
0.382 |
3,845.25 |
|
LOW |
3,816.50 |
|
0.618 |
3,770.25 |
|
1.000 |
3,741.50 |
|
1.618 |
3,695.25 |
|
2.618 |
3,620.25 |
|
4.250 |
3,497.75 |
|
|
| Fisher Pivots for day following 09-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,860.25 |
3,844.00 |
| PP |
3,857.25 |
3,824.50 |
| S1 |
3,854.00 |
3,805.00 |
|