| Trading Metrics calculated at close of trading on 10-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2021 |
10-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
12,632.18 |
12,950.25 |
318.07 |
2.5% |
13,108.22 |
| High |
12,868.52 |
12,979.38 |
110.86 |
0.9% |
13,301.62 |
| Low |
12,592.83 |
12,726.85 |
134.02 |
1.1% |
12,208.39 |
| Close |
12,794.49 |
12,752.07 |
-42.42 |
-0.3% |
12,668.51 |
| Range |
275.69 |
252.53 |
-23.16 |
-8.4% |
1,093.23 |
| ATR |
330.44 |
324.87 |
-5.56 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,577.02 |
13,417.08 |
12,890.96 |
|
| R3 |
13,324.49 |
13,164.55 |
12,821.52 |
|
| R2 |
13,071.96 |
13,071.96 |
12,798.37 |
|
| R1 |
12,912.02 |
12,912.02 |
12,775.22 |
12,865.73 |
| PP |
12,819.43 |
12,819.43 |
12,819.43 |
12,796.29 |
| S1 |
12,659.49 |
12,659.49 |
12,728.92 |
12,613.20 |
| S2 |
12,566.90 |
12,566.90 |
12,705.77 |
|
| S3 |
12,314.37 |
12,406.96 |
12,682.62 |
|
| S4 |
12,061.84 |
12,154.43 |
12,613.18 |
|
|
| 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 |
12,979.38 |
12,208.39 |
770.99 |
6.0% |
387.34 |
3.0% |
71% |
True |
False |
|
| 10 |
13,301.62 |
12,208.39 |
1,093.23 |
8.6% |
364.45 |
2.9% |
50% |
False |
False |
|
| 20 |
13,879.77 |
12,208.39 |
1,671.38 |
13.1% |
293.47 |
2.3% |
33% |
False |
False |
|
| 40 |
13,879.77 |
12,208.39 |
1,671.38 |
13.1% |
236.55 |
1.9% |
33% |
False |
False |
|
| 60 |
13,879.77 |
12,208.39 |
1,671.38 |
13.1% |
208.05 |
1.6% |
33% |
False |
False |
|
| 80 |
13,879.77 |
11,786.09 |
2,093.68 |
16.4% |
194.16 |
1.5% |
46% |
False |
False |
|
| 100 |
13,879.77 |
10,957.11 |
2,922.66 |
22.9% |
203.33 |
1.6% |
61% |
False |
False |
|
| 120 |
13,879.77 |
10,677.85 |
3,201.92 |
25.1% |
206.85 |
1.6% |
65% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,052.63 |
|
2.618 |
13,640.50 |
|
1.618 |
13,387.97 |
|
1.000 |
13,231.91 |
|
0.618 |
13,135.44 |
|
HIGH |
12,979.38 |
|
0.618 |
12,882.91 |
|
0.500 |
12,853.12 |
|
0.382 |
12,823.32 |
|
LOW |
12,726.85 |
|
0.618 |
12,570.79 |
|
1.000 |
12,474.32 |
|
1.618 |
12,318.26 |
|
2.618 |
12,065.73 |
|
4.250 |
11,653.60 |
|
|
| Fisher Pivots for day following 10-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
12,853.12 |
12,712.54 |
| PP |
12,819.43 |
12,673.01 |
| S1 |
12,785.75 |
12,633.48 |
|