| Trading Metrics calculated at close of trading on 12-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2021 |
12-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
3,898.25 |
3,928.00 |
29.75 |
0.8% |
3,843.00 |
| High |
3,949.00 |
3,938.50 |
-10.50 |
-0.3% |
3,949.00 |
| Low |
3,883.25 |
3,900.75 |
17.50 |
0.5% |
3,786.50 |
| Close |
3,927.25 |
3,932.75 |
5.50 |
0.1% |
3,932.75 |
| Range |
65.75 |
37.75 |
-28.00 |
-42.6% |
162.50 |
| ATR |
72.00 |
69.55 |
-2.45 |
-3.4% |
0.00 |
| Volume |
503,227 |
1,596,215 |
1,092,988 |
217.2% |
2,344,205 |
|
| Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,037.25 |
4,022.75 |
3,953.50 |
|
| R3 |
3,999.50 |
3,985.00 |
3,943.25 |
|
| R2 |
3,961.75 |
3,961.75 |
3,939.75 |
|
| R1 |
3,947.25 |
3,947.25 |
3,936.25 |
3,954.50 |
| PP |
3,924.00 |
3,924.00 |
3,924.00 |
3,927.50 |
| S1 |
3,909.50 |
3,909.50 |
3,929.25 |
3,916.75 |
| S2 |
3,886.25 |
3,886.25 |
3,925.75 |
|
| S3 |
3,848.50 |
3,871.75 |
3,922.25 |
|
| S4 |
3,810.75 |
3,834.00 |
3,912.00 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,377.00 |
4,317.25 |
4,022.00 |
|
| R3 |
4,214.50 |
4,154.75 |
3,977.50 |
|
| R2 |
4,052.00 |
4,052.00 |
3,962.50 |
|
| R1 |
3,992.25 |
3,992.25 |
3,947.75 |
4,022.00 |
| PP |
3,889.50 |
3,889.50 |
3,889.50 |
3,904.25 |
| S1 |
3,829.75 |
3,829.75 |
3,917.75 |
3,859.50 |
| S2 |
3,727.00 |
3,727.00 |
3,903.00 |
|
| S3 |
3,564.50 |
3,667.25 |
3,888.00 |
|
| S4 |
3,402.00 |
3,504.75 |
3,843.50 |
|
|
| 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 |
3,786.50 |
162.50 |
4.1% |
64.00 |
1.6% |
90% |
False |
False |
468,841 |
| 10 |
3,949.00 |
3,710.50 |
238.50 |
6.1% |
78.75 |
2.0% |
93% |
False |
False |
250,858 |
| 20 |
3,949.00 |
3,710.50 |
238.50 |
6.1% |
71.00 |
1.8% |
93% |
False |
False |
129,693 |
| 40 |
3,949.00 |
3,647.50 |
301.50 |
7.7% |
64.50 |
1.6% |
95% |
False |
False |
66,400 |
| 60 |
3,949.00 |
3,586.50 |
362.50 |
9.2% |
59.75 |
1.5% |
96% |
False |
False |
44,742 |
| 80 |
3,949.00 |
3,524.75 |
424.25 |
10.8% |
55.00 |
1.4% |
96% |
False |
False |
33,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,099.00 |
|
2.618 |
4,037.25 |
|
1.618 |
3,999.50 |
|
1.000 |
3,976.25 |
|
0.618 |
3,961.75 |
|
HIGH |
3,938.50 |
|
0.618 |
3,924.00 |
|
0.500 |
3,919.50 |
|
0.382 |
3,915.25 |
|
LOW |
3,900.75 |
|
0.618 |
3,877.50 |
|
1.000 |
3,863.00 |
|
1.618 |
3,839.75 |
|
2.618 |
3,802.00 |
|
4.250 |
3,740.25 |
|
|
| Fisher Pivots for day following 12-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,928.50 |
3,921.25 |
| PP |
3,924.00 |
3,909.50 |
| S1 |
3,919.50 |
3,898.00 |
|