Trading Metrics calculated at close of trading on 08-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2021 |
08-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
3,660.0 |
3,708.0 |
48.0 |
1.3% |
3,660.0 |
High |
3,713.0 |
3,774.0 |
61.0 |
1.6% |
3,740.0 |
Low |
3,643.0 |
3,677.0 |
34.0 |
0.9% |
3,643.0 |
Close |
3,666.0 |
3,765.0 |
99.0 |
2.7% |
3,666.0 |
Range |
70.0 |
97.0 |
27.0 |
38.6% |
97.0 |
ATR |
59.5 |
63.0 |
3.5 |
5.8% |
0.0 |
Volume |
1,118,140 |
1,185,005 |
66,865 |
6.0% |
4,795,681 |
|
Daily Pivots for day following 08-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,029.7 |
3,994.3 |
3,818.4 |
|
R3 |
3,932.7 |
3,897.3 |
3,791.7 |
|
R2 |
3,835.7 |
3,835.7 |
3,782.8 |
|
R1 |
3,800.3 |
3,800.3 |
3,773.9 |
3,818.0 |
PP |
3,738.7 |
3,738.7 |
3,738.7 |
3,747.5 |
S1 |
3,703.3 |
3,703.3 |
3,756.1 |
3,721.0 |
S2 |
3,641.7 |
3,641.7 |
3,747.2 |
|
S3 |
3,544.7 |
3,606.3 |
3,738.3 |
|
S4 |
3,447.7 |
3,509.3 |
3,711.7 |
|
|
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 |
3,774.0 |
3,643.0 |
131.0 |
3.5% |
65.0 |
1.7% |
93% |
True |
False |
1,015,438 |
10 |
3,774.0 |
3,616.0 |
158.0 |
4.2% |
65.8 |
1.7% |
94% |
True |
False |
1,046,871 |
20 |
3,774.0 |
3,616.0 |
158.0 |
4.2% |
54.2 |
1.4% |
94% |
True |
False |
891,665 |
40 |
3,774.0 |
3,451.0 |
323.0 |
8.6% |
56.3 |
1.5% |
97% |
True |
False |
885,889 |
60 |
3,774.0 |
3,379.0 |
395.0 |
10.5% |
55.5 |
1.5% |
98% |
True |
False |
809,978 |
80 |
3,774.0 |
3,229.0 |
545.0 |
14.5% |
53.2 |
1.4% |
98% |
True |
False |
610,111 |
100 |
3,774.0 |
2,874.0 |
900.0 |
23.9% |
54.4 |
1.4% |
99% |
True |
False |
488,673 |
120 |
3,774.0 |
2,874.0 |
900.0 |
23.9% |
51.2 |
1.4% |
99% |
True |
False |
407,679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,186.3 |
2.618 |
4,027.9 |
1.618 |
3,930.9 |
1.000 |
3,871.0 |
0.618 |
3,833.9 |
HIGH |
3,774.0 |
0.618 |
3,736.9 |
0.500 |
3,725.5 |
0.382 |
3,714.1 |
LOW |
3,677.0 |
0.618 |
3,617.1 |
1.000 |
3,580.0 |
1.618 |
3,520.1 |
2.618 |
3,423.1 |
4.250 |
3,264.8 |
|
|
Fisher Pivots for day following 08-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
3,751.8 |
3,746.2 |
PP |
3,738.7 |
3,727.3 |
S1 |
3,725.5 |
3,708.5 |
|