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 |
3,685.0 |
3,660.0 |
-25.0 |
-0.7% |
3,660.0 |
High |
3,716.0 |
3,713.0 |
-3.0 |
-0.1% |
3,740.0 |
Low |
3,655.0 |
3,643.0 |
-12.0 |
-0.3% |
3,643.0 |
Close |
3,703.0 |
3,666.0 |
-37.0 |
-1.0% |
3,666.0 |
Range |
61.0 |
70.0 |
9.0 |
14.8% |
97.0 |
ATR |
58.7 |
59.5 |
0.8 |
1.4% |
0.0 |
Volume |
1,101,851 |
1,118,140 |
16,289 |
1.5% |
4,795,681 |
|
Daily Pivots for day following 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,884.0 |
3,845.0 |
3,704.5 |
|
R3 |
3,814.0 |
3,775.0 |
3,685.3 |
|
R2 |
3,744.0 |
3,744.0 |
3,678.8 |
|
R1 |
3,705.0 |
3,705.0 |
3,672.4 |
3,724.5 |
PP |
3,674.0 |
3,674.0 |
3,674.0 |
3,683.8 |
S1 |
3,635.0 |
3,635.0 |
3,659.6 |
3,654.5 |
S2 |
3,604.0 |
3,604.0 |
3,653.2 |
|
S3 |
3,534.0 |
3,565.0 |
3,646.8 |
|
S4 |
3,464.0 |
3,495.0 |
3,627.5 |
|
|
Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,974.0 |
3,917.0 |
3,719.4 |
|
R3 |
3,877.0 |
3,820.0 |
3,692.7 |
|
R2 |
3,780.0 |
3,780.0 |
3,683.8 |
|
R1 |
3,723.0 |
3,723.0 |
3,674.9 |
3,751.5 |
PP |
3,683.0 |
3,683.0 |
3,683.0 |
3,697.3 |
S1 |
3,626.0 |
3,626.0 |
3,657.1 |
3,654.5 |
S2 |
3,586.0 |
3,586.0 |
3,648.2 |
|
S3 |
3,489.0 |
3,529.0 |
3,639.3 |
|
S4 |
3,392.0 |
3,432.0 |
3,612.7 |
|
|
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 |
3,643.0 |
97.0 |
2.6% |
58.0 |
1.6% |
24% |
False |
True |
959,136 |
10 |
3,740.0 |
3,616.0 |
124.0 |
3.4% |
62.4 |
1.7% |
40% |
False |
False |
1,002,811 |
20 |
3,741.0 |
3,616.0 |
125.0 |
3.4% |
50.7 |
1.4% |
40% |
False |
False |
868,921 |
40 |
3,741.0 |
3,451.0 |
290.0 |
7.9% |
54.7 |
1.5% |
74% |
False |
False |
876,606 |
60 |
3,741.0 |
3,379.0 |
362.0 |
9.9% |
54.5 |
1.5% |
79% |
False |
False |
790,561 |
80 |
3,741.0 |
3,157.0 |
584.0 |
15.9% |
52.6 |
1.4% |
87% |
False |
False |
595,302 |
100 |
3,741.0 |
2,874.0 |
867.0 |
23.6% |
53.7 |
1.5% |
91% |
False |
False |
476,824 |
120 |
3,741.0 |
2,874.0 |
867.0 |
23.6% |
50.4 |
1.4% |
91% |
False |
False |
397,804 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,010.5 |
2.618 |
3,896.3 |
1.618 |
3,826.3 |
1.000 |
3,783.0 |
0.618 |
3,756.3 |
HIGH |
3,713.0 |
0.618 |
3,686.3 |
0.500 |
3,678.0 |
0.382 |
3,669.7 |
LOW |
3,643.0 |
0.618 |
3,599.7 |
1.000 |
3,573.0 |
1.618 |
3,529.7 |
2.618 |
3,459.7 |
4.250 |
3,345.5 |
|
|
Fisher Pivots for day following 05-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
3,678.0 |
3,691.5 |
PP |
3,674.0 |
3,683.0 |
S1 |
3,670.0 |
3,674.5 |
|