| Trading Metrics calculated at close of trading on 04-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2021 |
04-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1,467.8260 |
1,592.7340 |
124.9080 |
8.5% |
1,957.9210 |
| High |
1,654.2620 |
1,623.3320 |
-30.9300 |
-1.9% |
2,036.8430 |
| Low |
1,465.4720 |
1,506.3470 |
40.8750 |
2.8% |
1,376.9740 |
| Close |
1,593.0110 |
1,515.7020 |
-77.3090 |
-4.9% |
1,429.4230 |
| Range |
188.7900 |
116.9850 |
-71.8050 |
-38.0% |
659.8690 |
| ATR |
187.6194 |
182.5741 |
-5.0453 |
-2.7% |
0.0000 |
| Volume |
736,000 |
771,104 |
35,104 |
4.8% |
6,877,722 |
|
| Daily Pivots for day following 04-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,899.4153 |
1,824.5437 |
1,580.0438 |
|
| R3 |
1,782.4303 |
1,707.5587 |
1,547.8729 |
|
| R2 |
1,665.4453 |
1,665.4453 |
1,537.1493 |
|
| R1 |
1,590.5737 |
1,590.5737 |
1,526.4256 |
1,569.5170 |
| PP |
1,548.4603 |
1,548.4603 |
1,548.4603 |
1,537.9320 |
| S1 |
1,473.5887 |
1,473.5887 |
1,504.9784 |
1,452.5320 |
| S2 |
1,431.4753 |
1,431.4753 |
1,494.2548 |
|
| S3 |
1,314.4903 |
1,356.6037 |
1,483.5311 |
|
| S4 |
1,197.5053 |
1,239.6187 |
1,451.3603 |
|
|
| 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 |
1,654.2620 |
1,294.7920 |
359.4700 |
23.7% |
175.6364 |
11.6% |
61% |
False |
False |
854,282 |
| 10 |
2,036.8430 |
1,294.7920 |
742.0510 |
49.0% |
223.5951 |
14.8% |
30% |
False |
False |
1,084,594 |
| 20 |
2,036.8430 |
1,294.7920 |
742.0510 |
49.0% |
183.7171 |
12.1% |
30% |
False |
False |
984,298 |
| 40 |
2,036.8430 |
912.6060 |
1,124.2370 |
74.2% |
184.8472 |
12.2% |
54% |
False |
False |
1,353,884 |
| 60 |
2,036.8430 |
530.9080 |
1,505.9350 |
99.4% |
147.4157 |
9.7% |
65% |
False |
False |
1,215,256 |
| 80 |
2,036.8430 |
413.0860 |
1,623.7570 |
107.1% |
120.4577 |
7.9% |
68% |
False |
False |
1,125,337 |
| 100 |
2,036.8430 |
347.7380 |
1,689.1050 |
111.4% |
100.6008 |
6.6% |
69% |
False |
False |
1,014,966 |
| 120 |
2,036.8430 |
315.3600 |
1,721.4830 |
113.6% |
87.4221 |
5.8% |
70% |
False |
False |
938,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,120.5183 |
|
2.618 |
1,929.5987 |
|
1.618 |
1,812.6137 |
|
1.000 |
1,740.3170 |
|
0.618 |
1,695.6287 |
|
HIGH |
1,623.3320 |
|
0.618 |
1,578.6437 |
|
0.500 |
1,564.8395 |
|
0.382 |
1,551.0353 |
|
LOW |
1,506.3470 |
|
0.618 |
1,434.0503 |
|
1.000 |
1,389.3620 |
|
1.618 |
1,317.0653 |
|
2.618 |
1,200.0803 |
|
4.250 |
1,009.1608 |
|
|
| Fisher Pivots for day following 04-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,564.8395 |
1,555.9610 |
| PP |
1,548.4603 |
1,542.5413 |
| S1 |
1,532.0812 |
1,529.1217 |
|