| Trading Metrics calculated at close of trading on 05-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2021 |
05-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1,592.7340 |
1,515.7020 |
-77.0320 |
-4.8% |
1,429.4230 |
| High |
1,623.3320 |
1,548.3990 |
-74.9330 |
-4.6% |
1,654.2620 |
| Low |
1,506.3470 |
1,444.7800 |
-61.5670 |
-4.1% |
1,294.7920 |
| Close |
1,515.7020 |
1,534.9660 |
19.2640 |
1.3% |
1,534.9660 |
| Range |
116.9850 |
103.6190 |
-13.3660 |
-11.4% |
359.4700 |
| ATR |
182.5741 |
176.9345 |
-5.6397 |
-3.1% |
0.0000 |
| Volume |
771,104 |
809,702 |
38,598 |
5.0% |
3,982,723 |
|
| Daily Pivots for day following 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,820.2387 |
1,781.2213 |
1,591.9565 |
|
| R3 |
1,716.6197 |
1,677.6023 |
1,563.4612 |
|
| R2 |
1,613.0007 |
1,613.0007 |
1,553.9628 |
|
| R1 |
1,573.9833 |
1,573.9833 |
1,544.4644 |
1,593.4920 |
| PP |
1,509.3817 |
1,509.3817 |
1,509.3817 |
1,519.1360 |
| S1 |
1,470.3643 |
1,470.3643 |
1,525.4676 |
1,489.8730 |
| S2 |
1,405.7627 |
1,405.7627 |
1,515.9692 |
|
| S3 |
1,302.1437 |
1,366.7453 |
1,506.4708 |
|
| S4 |
1,198.5247 |
1,263.1263 |
1,477.9756 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,573.0833 |
2,413.4947 |
1,732.6745 |
|
| R3 |
2,213.6133 |
2,054.0247 |
1,633.8203 |
|
| R2 |
1,854.1433 |
1,854.1433 |
1,600.8688 |
|
| R1 |
1,694.5547 |
1,694.5547 |
1,567.9174 |
1,774.3490 |
| PP |
1,494.6733 |
1,494.6733 |
1,494.6733 |
1,534.5705 |
| S1 |
1,335.0847 |
1,335.0847 |
1,502.0146 |
1,414.8790 |
| S2 |
1,135.2033 |
1,135.2033 |
1,469.0632 |
|
| S3 |
775.7333 |
975.6147 |
1,436.1118 |
|
| S4 |
416.2633 |
616.1447 |
1,337.2575 |
|
|
| 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 |
23.4% |
164.3506 |
10.7% |
67% |
False |
False |
796,544 |
| 10 |
2,036.8430 |
1,294.7920 |
742.0510 |
48.3% |
225.8000 |
14.7% |
32% |
False |
False |
1,086,044 |
| 20 |
2,036.8430 |
1,294.7920 |
742.0510 |
48.3% |
182.0122 |
11.9% |
32% |
False |
False |
965,266 |
| 40 |
2,036.8430 |
912.6060 |
1,124.2370 |
73.2% |
183.7038 |
12.0% |
55% |
False |
False |
1,308,328 |
| 60 |
2,036.8430 |
530.9080 |
1,505.9350 |
98.1% |
148.3758 |
9.7% |
67% |
False |
False |
1,223,908 |
| 80 |
2,036.8430 |
427.0640 |
1,609.7790 |
104.9% |
121.3042 |
7.9% |
69% |
False |
False |
1,120,868 |
| 100 |
2,036.8430 |
362.3140 |
1,674.5290 |
109.1% |
101.4567 |
6.6% |
70% |
False |
False |
1,018,011 |
| 120 |
2,036.8430 |
315.3600 |
1,721.4830 |
112.2% |
88.1521 |
5.7% |
71% |
False |
False |
940,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,988.7798 |
|
2.618 |
1,819.6735 |
|
1.618 |
1,716.0545 |
|
1.000 |
1,652.0180 |
|
0.618 |
1,612.4355 |
|
HIGH |
1,548.3990 |
|
0.618 |
1,508.8165 |
|
0.500 |
1,496.5895 |
|
0.382 |
1,484.3625 |
|
LOW |
1,444.7800 |
|
0.618 |
1,380.7435 |
|
1.000 |
1,341.1610 |
|
1.618 |
1,277.1245 |
|
2.618 |
1,173.5055 |
|
4.250 |
1,004.3993 |
|
|
| Fisher Pivots for day following 05-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,522.1738 |
1,549.5210 |
| PP |
1,509.3817 |
1,544.6693 |
| S1 |
1,496.5895 |
1,539.8177 |
|