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 |
12,957.50 |
13,312.25 |
354.75 |
2.7% |
13,585.00 |
High |
13,318.00 |
13,328.25 |
10.25 |
0.1% |
13,629.00 |
Low |
12,946.25 |
13,048.25 |
102.00 |
0.8% |
12,662.25 |
Close |
13,279.75 |
13,055.25 |
-224.50 |
-1.7% |
12,911.00 |
Range |
371.75 |
280.00 |
-91.75 |
-24.7% |
966.75 |
ATR |
314.30 |
311.85 |
-2.45 |
-0.8% |
0.00 |
Volume |
513,852 |
563,138 |
49,286 |
9.6% |
3,931,585 |
|
Daily Pivots for day following 02-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,984.00 |
13,799.50 |
13,209.25 |
|
R3 |
13,704.00 |
13,519.50 |
13,132.25 |
|
R2 |
13,424.00 |
13,424.00 |
13,106.50 |
|
R1 |
13,239.50 |
13,239.50 |
13,081.00 |
13,191.75 |
PP |
13,144.00 |
13,144.00 |
13,144.00 |
13,120.00 |
S1 |
12,959.50 |
12,959.50 |
13,029.50 |
12,911.75 |
S2 |
12,864.00 |
12,864.00 |
13,004.00 |
|
S3 |
12,584.00 |
12,679.50 |
12,978.25 |
|
S4 |
12,304.00 |
12,399.50 |
12,901.25 |
|
|
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 |
5.3% |
409.00 |
3.1% |
57% |
False |
False |
697,355 |
10 |
13,785.00 |
12,662.25 |
1,122.75 |
8.6% |
373.00 |
2.9% |
35% |
False |
False |
670,191 |
20 |
13,900.50 |
12,662.25 |
1,238.25 |
9.5% |
274.50 |
2.1% |
32% |
False |
False |
566,951 |
40 |
13,900.50 |
12,491.25 |
1,409.25 |
10.8% |
286.75 |
2.2% |
40% |
False |
False |
551,928 |
60 |
13,900.50 |
12,216.75 |
1,683.75 |
12.9% |
244.25 |
1.9% |
50% |
False |
False |
458,542 |
80 |
13,900.50 |
11,224.75 |
2,675.75 |
20.5% |
245.50 |
1.9% |
68% |
False |
False |
344,173 |
100 |
13,900.50 |
10,934.00 |
2,966.50 |
22.7% |
248.50 |
1.9% |
72% |
False |
False |
275,466 |
120 |
13,900.50 |
10,649.50 |
3,251.00 |
24.9% |
262.75 |
2.0% |
74% |
False |
False |
229,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,518.25 |
2.618 |
14,061.25 |
1.618 |
13,781.25 |
1.000 |
13,608.25 |
0.618 |
13,501.25 |
HIGH |
13,328.25 |
0.618 |
13,221.25 |
0.500 |
13,188.25 |
0.382 |
13,155.25 |
LOW |
13,048.25 |
0.618 |
12,875.25 |
1.000 |
12,768.25 |
1.618 |
12,595.25 |
2.618 |
12,315.25 |
4.250 |
11,858.25 |
|
|
Fisher Pivots for day following 02-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
13,188.25 |
13,035.25 |
PP |
13,144.00 |
13,015.25 |
S1 |
13,099.50 |
12,995.25 |
|