| 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 |
1,729.5 |
1,726.3 |
-3.2 |
-0.2% |
1,711.8 |
| High |
1,742.5 |
1,732.4 |
-10.1 |
-0.6% |
1,742.5 |
| Low |
1,722.5 |
1,701.6 |
-20.9 |
-1.2% |
1,678.4 |
| Close |
1,727.2 |
1,724.3 |
-2.9 |
-0.2% |
1,724.3 |
| Range |
20.0 |
30.8 |
10.8 |
54.0% |
64.1 |
| ATR |
29.8 |
29.9 |
0.1 |
0.2% |
0.0 |
| Volume |
4,236 |
1,143 |
-3,093 |
-73.0% |
25,068 |
|
| Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,811.8 |
1,798.9 |
1,741.2 |
|
| R3 |
1,781.0 |
1,768.1 |
1,732.8 |
|
| R2 |
1,750.2 |
1,750.2 |
1,729.9 |
|
| R1 |
1,737.3 |
1,737.3 |
1,727.1 |
1,728.4 |
| PP |
1,719.4 |
1,719.4 |
1,719.4 |
1,715.0 |
| S1 |
1,706.5 |
1,706.5 |
1,721.5 |
1,697.6 |
| S2 |
1,688.6 |
1,688.6 |
1,718.7 |
|
| S3 |
1,657.8 |
1,675.7 |
1,715.8 |
|
| S4 |
1,627.0 |
1,644.9 |
1,707.4 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,907.4 |
1,879.9 |
1,759.6 |
|
| R3 |
1,843.3 |
1,815.8 |
1,741.9 |
|
| R2 |
1,779.2 |
1,779.2 |
1,736.1 |
|
| R1 |
1,751.7 |
1,751.7 |
1,730.2 |
1,765.5 |
| PP |
1,715.1 |
1,715.1 |
1,715.1 |
1,721.9 |
| S1 |
1,687.6 |
1,687.6 |
1,718.4 |
1,701.4 |
| S2 |
1,651.0 |
1,651.0 |
1,712.5 |
|
| S3 |
1,586.9 |
1,623.5 |
1,706.7 |
|
| S4 |
1,522.8 |
1,559.4 |
1,689.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,742.5 |
1,678.4 |
64.1 |
3.7% |
28.1 |
1.6% |
72% |
False |
False |
5,013 |
| 10 |
1,762.0 |
1,678.4 |
83.6 |
4.8% |
30.2 |
1.8% |
55% |
False |
False |
4,016 |
| 20 |
1,835.0 |
1,678.4 |
156.6 |
9.1% |
29.9 |
1.7% |
29% |
False |
False |
2,879 |
| 40 |
1,882.7 |
1,678.4 |
204.3 |
11.8% |
28.2 |
1.6% |
22% |
False |
False |
2,236 |
| 60 |
1,971.5 |
1,678.4 |
293.1 |
17.0% |
28.0 |
1.6% |
16% |
False |
False |
1,908 |
| 80 |
1,971.5 |
1,678.4 |
293.1 |
17.0% |
26.8 |
1.6% |
16% |
False |
False |
1,694 |
| 100 |
1,978.4 |
1,678.4 |
300.0 |
17.4% |
25.1 |
1.5% |
15% |
False |
False |
1,409 |
| 120 |
1,978.9 |
1,678.4 |
300.5 |
17.4% |
24.1 |
1.4% |
15% |
False |
False |
1,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,863.3 |
|
2.618 |
1,813.0 |
|
1.618 |
1,782.2 |
|
1.000 |
1,763.2 |
|
0.618 |
1,751.4 |
|
HIGH |
1,732.4 |
|
0.618 |
1,720.6 |
|
0.500 |
1,717.0 |
|
0.382 |
1,713.4 |
|
LOW |
1,701.6 |
|
0.618 |
1,682.6 |
|
1.000 |
1,670.8 |
|
1.618 |
1,651.8 |
|
2.618 |
1,621.0 |
|
4.250 |
1,570.7 |
|
|
| Fisher Pivots for day following 12-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,721.9 |
1,723.6 |
| PP |
1,719.4 |
1,722.8 |
| S1 |
1,717.0 |
1,722.1 |
|