Trading Metrics calculated at close of trading on 01-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2021 |
01-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
3,639.0 |
3,660.0 |
21.0 |
0.6% |
3,705.0 |
High |
3,673.0 |
3,713.0 |
40.0 |
1.1% |
3,727.0 |
Low |
3,616.0 |
3,651.0 |
35.0 |
1.0% |
3,616.0 |
Close |
3,627.0 |
3,701.0 |
74.0 |
2.0% |
3,627.0 |
Range |
57.0 |
62.0 |
5.0 |
8.8% |
111.0 |
ATR |
58.1 |
60.1 |
2.0 |
3.4% |
0.0 |
Volume |
1,662,985 |
903,494 |
-759,491 |
-45.7% |
5,232,432 |
|
Daily Pivots for day following 01-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,874.3 |
3,849.7 |
3,735.1 |
|
R3 |
3,812.3 |
3,787.7 |
3,718.1 |
|
R2 |
3,750.3 |
3,750.3 |
3,712.4 |
|
R1 |
3,725.7 |
3,725.7 |
3,706.7 |
3,738.0 |
PP |
3,688.3 |
3,688.3 |
3,688.3 |
3,694.5 |
S1 |
3,663.7 |
3,663.7 |
3,695.3 |
3,676.0 |
S2 |
3,626.3 |
3,626.3 |
3,689.6 |
|
S3 |
3,564.3 |
3,601.7 |
3,684.0 |
|
S4 |
3,502.3 |
3,539.7 |
3,666.9 |
|
|
Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,989.7 |
3,919.3 |
3,688.1 |
|
R3 |
3,878.7 |
3,808.3 |
3,657.5 |
|
R2 |
3,767.7 |
3,767.7 |
3,647.4 |
|
R1 |
3,697.3 |
3,697.3 |
3,637.2 |
3,677.0 |
PP |
3,656.7 |
3,656.7 |
3,656.7 |
3,646.5 |
S1 |
3,586.3 |
3,586.3 |
3,616.8 |
3,566.0 |
S2 |
3,545.7 |
3,545.7 |
3,606.7 |
|
S3 |
3,434.7 |
3,475.3 |
3,596.5 |
|
S4 |
3,323.7 |
3,364.3 |
3,566.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,727.0 |
3,616.0 |
111.0 |
3.0% |
66.6 |
1.8% |
77% |
False |
False |
1,078,304 |
10 |
3,741.0 |
3,616.0 |
125.0 |
3.4% |
55.4 |
1.5% |
68% |
False |
False |
939,499 |
20 |
3,741.0 |
3,451.0 |
290.0 |
7.8% |
51.8 |
1.4% |
86% |
False |
False |
840,860 |
40 |
3,741.0 |
3,451.0 |
290.0 |
7.8% |
55.5 |
1.5% |
86% |
False |
False |
857,864 |
60 |
3,741.0 |
3,379.0 |
362.0 |
9.8% |
52.8 |
1.4% |
89% |
False |
False |
726,910 |
80 |
3,741.0 |
2,940.0 |
801.0 |
21.6% |
54.0 |
1.5% |
95% |
False |
False |
546,790 |
100 |
3,741.0 |
2,874.0 |
867.0 |
23.4% |
52.6 |
1.4% |
95% |
False |
False |
438,012 |
120 |
3,741.0 |
2,874.0 |
867.0 |
23.4% |
48.7 |
1.3% |
95% |
False |
False |
365,370 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,976.5 |
2.618 |
3,875.3 |
1.618 |
3,813.3 |
1.000 |
3,775.0 |
0.618 |
3,751.3 |
HIGH |
3,713.0 |
0.618 |
3,689.3 |
0.500 |
3,682.0 |
0.382 |
3,674.7 |
LOW |
3,651.0 |
0.618 |
3,612.7 |
1.000 |
3,589.0 |
1.618 |
3,550.7 |
2.618 |
3,488.7 |
4.250 |
3,387.5 |
|
|
Fisher Pivots for day following 01-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
3,694.7 |
3,691.2 |
PP |
3,688.3 |
3,681.3 |
S1 |
3,682.0 |
3,671.5 |
|