| Trading Metrics calculated at close of trading on 02-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2021 |
02-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1,429.4230 |
1,546.7540 |
117.3310 |
8.2% |
1,957.9210 |
| High |
1,562.9600 |
1,601.8510 |
38.8910 |
2.5% |
2,036.8430 |
| Low |
1,294.7920 |
1,457.6600 |
162.8680 |
12.6% |
1,376.9740 |
| Close |
1,546.7540 |
1,467.8480 |
-78.9060 |
-5.1% |
1,429.4230 |
| Range |
268.1680 |
144.1910 |
-123.9770 |
-46.2% |
659.8690 |
| ATR |
190.8631 |
187.5294 |
-3.3337 |
-1.7% |
0.0000 |
| Volume |
919,632 |
746,285 |
-173,347 |
-18.8% |
6,877,722 |
|
| Daily Pivots for day following 02-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,941.6927 |
1,848.9613 |
1,547.1531 |
|
| R3 |
1,797.5017 |
1,704.7703 |
1,507.5005 |
|
| R2 |
1,653.3107 |
1,653.3107 |
1,494.2830 |
|
| R1 |
1,560.5793 |
1,560.5793 |
1,481.0655 |
1,534.8495 |
| PP |
1,509.1197 |
1,509.1197 |
1,509.1197 |
1,496.2548 |
| S1 |
1,416.3883 |
1,416.3883 |
1,454.6305 |
1,390.6585 |
| S2 |
1,364.9287 |
1,364.9287 |
1,441.4130 |
|
| S3 |
1,220.7377 |
1,272.1973 |
1,428.1955 |
|
| S4 |
1,076.5467 |
1,128.0063 |
1,388.5430 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,594.0203 |
3,171.5907 |
1,792.3510 |
|
| R3 |
2,934.1513 |
2,511.7217 |
1,610.8870 |
|
| R2 |
2,274.2823 |
2,274.2823 |
1,550.3990 |
|
| R1 |
1,851.8527 |
1,851.8527 |
1,489.9110 |
1,733.1330 |
| PP |
1,614.4133 |
1,614.4133 |
1,614.4133 |
1,555.0535 |
| S1 |
1,191.9837 |
1,191.9837 |
1,368.9350 |
1,073.2640 |
| S2 |
954.5443 |
954.5443 |
1,308.4470 |
|
| S3 |
294.6753 |
532.1147 |
1,247.9590 |
|
| S4 |
-365.1937 |
-127.7543 |
1,066.4951 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,712.8770 |
1,294.7920 |
418.0850 |
28.5% |
185.8666 |
12.7% |
41% |
False |
False |
942,156 |
| 10 |
2,036.8430 |
1,294.7920 |
742.0510 |
50.6% |
216.7669 |
14.8% |
23% |
False |
False |
1,074,451 |
| 20 |
2,036.8430 |
1,294.7920 |
742.0510 |
50.6% |
185.2556 |
12.6% |
23% |
False |
False |
1,038,449 |
| 40 |
2,036.8430 |
716.9340 |
1,319.9090 |
89.9% |
192.1588 |
13.1% |
57% |
False |
False |
1,455,029 |
| 60 |
2,036.8430 |
530.9080 |
1,505.9350 |
102.6% |
143.5979 |
9.8% |
62% |
False |
False |
1,213,393 |
| 80 |
2,036.8430 |
377.3310 |
1,659.5120 |
113.1% |
117.2781 |
8.0% |
66% |
False |
False |
1,125,721 |
| 100 |
2,036.8430 |
333.2500 |
1,703.5930 |
116.1% |
97.8171 |
6.7% |
67% |
False |
False |
1,010,484 |
| 120 |
2,036.8430 |
315.3600 |
1,721.4830 |
117.3% |
85.3693 |
5.8% |
67% |
False |
False |
937,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,214.6628 |
|
2.618 |
1,979.3430 |
|
1.618 |
1,835.1520 |
|
1.000 |
1,746.0420 |
|
0.618 |
1,690.9610 |
|
HIGH |
1,601.8510 |
|
0.618 |
1,546.7700 |
|
0.500 |
1,529.7555 |
|
0.382 |
1,512.7410 |
|
LOW |
1,457.6600 |
|
0.618 |
1,368.5500 |
|
1.000 |
1,313.4690 |
|
1.618 |
1,224.3590 |
|
2.618 |
1,080.1680 |
|
4.250 |
844.8483 |
|
|
| Fisher Pivots for day following 02-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,529.7555 |
1,461.3392 |
| PP |
1,509.1197 |
1,454.8303 |
| S1 |
1,488.4838 |
1,448.3215 |
|