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 |
3,711.0 |
3,685.0 |
-26.0 |
-0.7% |
3,705.0 |
High |
3,740.0 |
3,716.0 |
-24.0 |
-0.6% |
3,727.0 |
Low |
3,684.0 |
3,655.0 |
-29.0 |
-0.8% |
3,616.0 |
Close |
3,710.0 |
3,703.0 |
-7.0 |
-0.2% |
3,627.0 |
Range |
56.0 |
61.0 |
5.0 |
8.9% |
111.0 |
ATR |
58.5 |
58.7 |
0.2 |
0.3% |
0.0 |
Volume |
857,046 |
1,101,851 |
244,805 |
28.6% |
5,232,432 |
|
Daily Pivots for day following 04-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,874.3 |
3,849.7 |
3,736.6 |
|
R3 |
3,813.3 |
3,788.7 |
3,719.8 |
|
R2 |
3,752.3 |
3,752.3 |
3,714.2 |
|
R1 |
3,727.7 |
3,727.7 |
3,708.6 |
3,740.0 |
PP |
3,691.3 |
3,691.3 |
3,691.3 |
3,697.5 |
S1 |
3,666.7 |
3,666.7 |
3,697.4 |
3,679.0 |
S2 |
3,630.3 |
3,630.3 |
3,691.8 |
|
S3 |
3,569.3 |
3,605.7 |
3,686.2 |
|
S4 |
3,508.3 |
3,544.7 |
3,669.5 |
|
|
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 |
3,740.0 |
3,616.0 |
124.0 |
3.3% |
55.4 |
1.5% |
70% |
False |
False |
1,068,105 |
10 |
3,740.0 |
3,616.0 |
124.0 |
3.3% |
60.2 |
1.6% |
70% |
False |
False |
968,683 |
20 |
3,741.0 |
3,590.0 |
151.0 |
4.1% |
49.7 |
1.3% |
75% |
False |
False |
849,806 |
40 |
3,741.0 |
3,451.0 |
290.0 |
7.8% |
55.1 |
1.5% |
87% |
False |
False |
871,846 |
60 |
3,741.0 |
3,379.0 |
362.0 |
9.8% |
53.7 |
1.5% |
90% |
False |
False |
772,438 |
80 |
3,741.0 |
3,126.0 |
615.0 |
16.6% |
52.7 |
1.4% |
94% |
False |
False |
581,393 |
100 |
3,741.0 |
2,874.0 |
867.0 |
23.4% |
53.3 |
1.4% |
96% |
False |
False |
465,643 |
120 |
3,741.0 |
2,874.0 |
867.0 |
23.4% |
49.8 |
1.3% |
96% |
False |
False |
388,487 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,975.3 |
2.618 |
3,875.7 |
1.618 |
3,814.7 |
1.000 |
3,777.0 |
0.618 |
3,753.7 |
HIGH |
3,716.0 |
0.618 |
3,692.7 |
0.500 |
3,685.5 |
0.382 |
3,678.3 |
LOW |
3,655.0 |
0.618 |
3,617.3 |
1.000 |
3,594.0 |
1.618 |
3,556.3 |
2.618 |
3,495.3 |
4.250 |
3,395.8 |
|
|
Fisher Pivots for day following 04-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
3,697.2 |
3,701.2 |
PP |
3,691.3 |
3,699.3 |
S1 |
3,685.5 |
3,697.5 |
|