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 |
12,802.50 |
12,957.50 |
155.00 |
1.2% |
13,585.00 |
High |
13,089.50 |
13,318.00 |
228.50 |
1.7% |
13,629.00 |
Low |
12,662.25 |
12,946.25 |
284.00 |
2.2% |
12,662.25 |
Close |
12,911.00 |
13,279.75 |
368.75 |
2.9% |
12,911.00 |
Range |
427.25 |
371.75 |
-55.50 |
-13.0% |
966.75 |
ATR |
307.17 |
314.30 |
7.13 |
2.3% |
0.00 |
Volume |
841,911 |
513,852 |
-328,059 |
-39.0% |
3,931,585 |
|
Daily Pivots for day following 01-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,296.50 |
14,160.00 |
13,484.25 |
|
R3 |
13,924.75 |
13,788.25 |
13,382.00 |
|
R2 |
13,553.00 |
13,553.00 |
13,348.00 |
|
R1 |
13,416.50 |
13,416.50 |
13,313.75 |
13,484.75 |
PP |
13,181.25 |
13,181.25 |
13,181.25 |
13,215.50 |
S1 |
13,044.75 |
13,044.75 |
13,245.75 |
13,113.00 |
S2 |
12,809.50 |
12,809.50 |
13,211.50 |
|
S3 |
12,437.75 |
12,673.00 |
13,177.50 |
|
S4 |
12,066.00 |
12,301.25 |
13,075.25 |
|
|
Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,967.75 |
15,406.00 |
13,442.75 |
|
R3 |
15,001.00 |
14,439.25 |
13,176.75 |
|
R2 |
14,034.25 |
14,034.25 |
13,088.25 |
|
R1 |
13,472.50 |
13,472.50 |
12,999.50 |
13,270.00 |
PP |
13,067.50 |
13,067.50 |
13,067.50 |
12,966.00 |
S1 |
12,505.75 |
12,505.75 |
12,822.50 |
12,303.25 |
S2 |
12,100.75 |
12,100.75 |
12,733.75 |
|
S3 |
11,134.00 |
11,539.00 |
12,645.25 |
|
S4 |
10,167.25 |
10,572.25 |
12,379.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,353.75 |
12,662.25 |
691.50 |
5.2% |
468.75 |
3.5% |
89% |
False |
False |
759,382 |
10 |
13,900.50 |
12,662.25 |
1,238.25 |
9.3% |
363.25 |
2.7% |
50% |
False |
False |
674,342 |
20 |
13,900.50 |
12,662.25 |
1,238.25 |
9.3% |
287.75 |
2.2% |
50% |
False |
False |
566,272 |
40 |
13,900.50 |
12,491.25 |
1,409.25 |
10.6% |
282.25 |
2.1% |
56% |
False |
False |
544,864 |
60 |
13,900.50 |
12,216.75 |
1,683.75 |
12.7% |
242.25 |
1.8% |
63% |
False |
False |
449,191 |
80 |
13,900.50 |
11,055.00 |
2,845.50 |
21.4% |
245.50 |
1.8% |
78% |
False |
False |
337,141 |
100 |
13,900.50 |
10,934.00 |
2,966.50 |
22.3% |
249.00 |
1.9% |
79% |
False |
False |
269,839 |
120 |
13,900.50 |
10,649.50 |
3,251.00 |
24.5% |
265.00 |
2.0% |
81% |
False |
False |
224,969 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,898.00 |
2.618 |
14,291.25 |
1.618 |
13,919.50 |
1.000 |
13,689.75 |
0.618 |
13,547.75 |
HIGH |
13,318.00 |
0.618 |
13,176.00 |
0.500 |
13,132.00 |
0.382 |
13,088.25 |
LOW |
12,946.25 |
0.618 |
12,716.50 |
1.000 |
12,574.50 |
1.618 |
12,344.75 |
2.618 |
11,973.00 |
4.250 |
11,366.25 |
|
|
Fisher Pivots for day following 01-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
13,230.50 |
13,189.25 |
PP |
13,181.25 |
13,098.50 |
S1 |
13,132.00 |
13,008.00 |
|