| 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 |
3,868.50 |
3,898.25 |
29.75 |
0.8% |
3,806.75 |
| High |
3,906.25 |
3,949.00 |
42.75 |
1.1% |
3,901.75 |
| Low |
3,847.00 |
3,883.25 |
36.25 |
0.9% |
3,710.50 |
| Close |
3,886.75 |
3,927.25 |
40.50 |
1.0% |
3,829.00 |
| Range |
59.25 |
65.75 |
6.50 |
11.0% |
191.25 |
| ATR |
72.48 |
72.00 |
-0.48 |
-0.7% |
0.00 |
| Volume |
135,244 |
503,227 |
367,983 |
272.1% |
164,379 |
|
| Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,117.00 |
4,088.00 |
3,963.50 |
|
| R3 |
4,051.25 |
4,022.25 |
3,945.25 |
|
| R2 |
3,985.50 |
3,985.50 |
3,939.25 |
|
| R1 |
3,956.50 |
3,956.50 |
3,933.25 |
3,971.00 |
| PP |
3,919.75 |
3,919.75 |
3,919.75 |
3,927.00 |
| S1 |
3,890.75 |
3,890.75 |
3,921.25 |
3,905.25 |
| S2 |
3,854.00 |
3,854.00 |
3,915.25 |
|
| S3 |
3,788.25 |
3,825.00 |
3,909.25 |
|
| S4 |
3,722.50 |
3,759.25 |
3,891.00 |
|
|
| 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 |
3,949.00 |
3,718.50 |
230.50 |
5.9% |
80.75 |
2.1% |
91% |
True |
False |
159,286 |
| 10 |
3,949.00 |
3,710.50 |
238.50 |
6.1% |
82.25 |
2.1% |
91% |
True |
False |
92,421 |
| 20 |
3,949.00 |
3,710.50 |
238.50 |
6.1% |
70.75 |
1.8% |
91% |
True |
False |
49,942 |
| 40 |
3,949.00 |
3,647.50 |
301.50 |
7.7% |
64.50 |
1.6% |
93% |
True |
False |
26,579 |
| 60 |
3,949.00 |
3,586.50 |
362.50 |
9.2% |
60.00 |
1.5% |
94% |
True |
False |
18,143 |
| 80 |
3,949.00 |
3,499.75 |
449.25 |
11.4% |
55.25 |
1.4% |
95% |
True |
False |
13,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,228.50 |
|
2.618 |
4,121.25 |
|
1.618 |
4,055.50 |
|
1.000 |
4,014.75 |
|
0.618 |
3,989.75 |
|
HIGH |
3,949.00 |
|
0.618 |
3,924.00 |
|
0.500 |
3,916.00 |
|
0.382 |
3,908.25 |
|
LOW |
3,883.25 |
|
0.618 |
3,842.50 |
|
1.000 |
3,817.50 |
|
1.618 |
3,776.75 |
|
2.618 |
3,711.00 |
|
4.250 |
3,603.75 |
|
|
| Fisher Pivots for day following 11-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,923.50 |
3,912.50 |
| PP |
3,919.75 |
3,897.50 |
| S1 |
3,916.00 |
3,882.75 |
|