| Trading Metrics calculated at close of trading on 08-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2021 |
08-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
12,602.89 |
12,636.69 |
33.80 |
0.3% |
13,108.22 |
| High |
12,700.95 |
12,718.58 |
17.63 |
0.1% |
13,301.62 |
| Low |
12,208.39 |
12,287.57 |
79.18 |
0.6% |
12,208.39 |
| Close |
12,668.51 |
12,299.08 |
-369.43 |
-2.9% |
12,668.51 |
| Range |
492.56 |
431.01 |
-61.55 |
-12.5% |
1,093.23 |
| ATR |
302.90 |
312.05 |
9.15 |
3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,728.11 |
13,444.60 |
12,536.14 |
|
| R3 |
13,297.10 |
13,013.59 |
12,417.61 |
|
| R2 |
12,866.09 |
12,866.09 |
12,378.10 |
|
| R1 |
12,582.58 |
12,582.58 |
12,338.59 |
12,508.83 |
| PP |
12,435.08 |
12,435.08 |
12,435.08 |
12,398.20 |
| S1 |
12,151.57 |
12,151.57 |
12,259.57 |
12,077.82 |
| S2 |
12,004.07 |
12,004.07 |
12,220.06 |
|
| S3 |
11,573.06 |
11,720.56 |
12,180.55 |
|
| S4 |
11,142.05 |
11,289.55 |
12,062.02 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,005.86 |
15,430.42 |
13,269.79 |
|
| R3 |
14,912.63 |
14,337.19 |
12,969.15 |
|
| R2 |
13,819.40 |
13,819.40 |
12,868.94 |
|
| R1 |
13,243.96 |
13,243.96 |
12,768.72 |
12,985.07 |
| PP |
12,726.17 |
12,726.17 |
12,726.17 |
12,596.73 |
| S1 |
12,150.73 |
12,150.73 |
12,568.30 |
11,891.84 |
| S2 |
11,632.94 |
11,632.94 |
12,468.08 |
|
| S3 |
10,539.71 |
11,057.50 |
12,367.87 |
|
| S4 |
9,446.48 |
9,964.27 |
12,067.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,301.62 |
12,208.39 |
1,093.23 |
8.9% |
406.80 |
3.3% |
8% |
False |
False |
|
| 10 |
13,309.56 |
12,208.39 |
1,101.17 |
9.0% |
394.54 |
3.2% |
8% |
False |
False |
|
| 20 |
13,879.77 |
12,208.39 |
1,671.38 |
13.6% |
275.37 |
2.2% |
5% |
False |
False |
|
| 40 |
13,879.77 |
12,208.39 |
1,671.38 |
13.6% |
231.10 |
1.9% |
5% |
False |
False |
|
| 60 |
13,879.77 |
12,208.39 |
1,671.38 |
13.6% |
208.47 |
1.7% |
5% |
False |
False |
|
| 80 |
13,879.77 |
11,512.46 |
2,367.31 |
19.2% |
193.05 |
1.6% |
33% |
False |
False |
|
| 100 |
13,879.77 |
10,957.11 |
2,922.66 |
23.8% |
202.06 |
1.6% |
46% |
False |
False |
|
| 120 |
13,879.77 |
10,677.85 |
3,201.92 |
26.0% |
205.54 |
1.7% |
51% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,550.37 |
|
2.618 |
13,846.96 |
|
1.618 |
13,415.95 |
|
1.000 |
13,149.59 |
|
0.618 |
12,984.94 |
|
HIGH |
12,718.58 |
|
0.618 |
12,553.93 |
|
0.500 |
12,503.08 |
|
0.382 |
12,452.22 |
|
LOW |
12,287.57 |
|
0.618 |
12,021.21 |
|
1.000 |
11,856.56 |
|
1.618 |
11,590.20 |
|
2.618 |
11,159.19 |
|
4.250 |
10,455.78 |
|
|
| Fisher Pivots for day following 08-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
12,503.08 |
12,503.74 |
| PP |
12,435.08 |
12,435.52 |
| S1 |
12,367.08 |
12,367.30 |
|