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 |
3,660.0 |
3,709.0 |
49.0 |
1.3% |
3,705.0 |
High |
3,713.0 |
3,726.0 |
13.0 |
0.4% |
3,727.0 |
Low |
3,651.0 |
3,685.0 |
34.0 |
0.9% |
3,616.0 |
Close |
3,701.0 |
3,705.0 |
4.0 |
0.1% |
3,627.0 |
Range |
62.0 |
41.0 |
-21.0 |
-33.9% |
111.0 |
ATR |
60.1 |
58.7 |
-1.4 |
-2.3% |
0.0 |
Volume |
903,494 |
815,150 |
-88,344 |
-9.8% |
5,232,432 |
|
Daily Pivots for day following 02-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,828.3 |
3,807.7 |
3,727.6 |
|
R3 |
3,787.3 |
3,766.7 |
3,716.3 |
|
R2 |
3,746.3 |
3,746.3 |
3,712.5 |
|
R1 |
3,725.7 |
3,725.7 |
3,708.8 |
3,715.5 |
PP |
3,705.3 |
3,705.3 |
3,705.3 |
3,700.3 |
S1 |
3,684.7 |
3,684.7 |
3,701.2 |
3,674.5 |
S2 |
3,664.3 |
3,664.3 |
3,697.5 |
|
S3 |
3,623.3 |
3,643.7 |
3,693.7 |
|
S4 |
3,582.3 |
3,602.7 |
3,682.5 |
|
|
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% |
60.8 |
1.6% |
80% |
False |
False |
1,037,956 |
10 |
3,727.0 |
3,616.0 |
111.0 |
3.0% |
56.5 |
1.5% |
80% |
False |
False |
955,022 |
20 |
3,741.0 |
3,526.0 |
215.0 |
5.8% |
49.4 |
1.3% |
83% |
False |
False |
837,278 |
40 |
3,741.0 |
3,451.0 |
290.0 |
7.8% |
55.5 |
1.5% |
88% |
False |
False |
865,070 |
60 |
3,741.0 |
3,379.0 |
362.0 |
9.8% |
52.6 |
1.4% |
90% |
False |
False |
740,460 |
80 |
3,741.0 |
3,020.0 |
721.0 |
19.5% |
53.6 |
1.4% |
95% |
False |
False |
556,977 |
100 |
3,741.0 |
2,874.0 |
867.0 |
23.4% |
52.7 |
1.4% |
96% |
False |
False |
446,163 |
120 |
3,741.0 |
2,874.0 |
867.0 |
23.4% |
49.0 |
1.3% |
96% |
False |
False |
372,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,900.3 |
2.618 |
3,833.3 |
1.618 |
3,792.3 |
1.000 |
3,767.0 |
0.618 |
3,751.3 |
HIGH |
3,726.0 |
0.618 |
3,710.3 |
0.500 |
3,705.5 |
0.382 |
3,700.7 |
LOW |
3,685.0 |
0.618 |
3,659.7 |
1.000 |
3,644.0 |
1.618 |
3,618.7 |
2.618 |
3,577.7 |
4.250 |
3,510.8 |
|
|
Fisher Pivots for day following 02-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
3,705.5 |
3,693.7 |
PP |
3,705.3 |
3,682.3 |
S1 |
3,705.2 |
3,671.0 |
|