Trading Metrics calculated at close of trading on 03-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2021 |
03-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
13,312.25 |
13,061.25 |
-251.00 |
-1.9% |
13,585.00 |
High |
13,328.25 |
13,192.00 |
-136.25 |
-1.0% |
13,629.00 |
Low |
13,048.25 |
12,663.25 |
-385.00 |
-3.0% |
12,662.25 |
Close |
13,055.25 |
12,681.75 |
-373.50 |
-2.9% |
12,911.00 |
Range |
280.00 |
528.75 |
248.75 |
88.8% |
966.75 |
ATR |
311.85 |
327.34 |
15.49 |
5.0% |
0.00 |
Volume |
563,138 |
756,448 |
193,310 |
34.3% |
3,931,585 |
|
Daily Pivots for day following 03-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,432.00 |
14,085.50 |
12,972.50 |
|
R3 |
13,903.25 |
13,556.75 |
12,827.25 |
|
R2 |
13,374.50 |
13,374.50 |
12,778.75 |
|
R1 |
13,028.00 |
13,028.00 |
12,730.25 |
12,937.00 |
PP |
12,845.75 |
12,845.75 |
12,845.75 |
12,800.00 |
S1 |
12,499.25 |
12,499.25 |
12,633.25 |
12,408.00 |
S2 |
12,317.00 |
12,317.00 |
12,584.75 |
|
S3 |
11,788.25 |
11,970.50 |
12,536.25 |
|
S4 |
11,259.50 |
11,441.75 |
12,391.00 |
|
|
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 |
5.5% |
439.50 |
3.5% |
3% |
False |
False |
713,974 |
10 |
13,729.00 |
12,662.25 |
1,066.75 |
8.4% |
401.50 |
3.2% |
2% |
False |
False |
687,479 |
20 |
13,900.50 |
12,662.25 |
1,238.25 |
9.8% |
287.00 |
2.3% |
2% |
False |
False |
580,190 |
40 |
13,900.50 |
12,491.25 |
1,409.25 |
11.1% |
289.25 |
2.3% |
14% |
False |
False |
554,578 |
60 |
13,900.50 |
12,216.75 |
1,683.75 |
13.3% |
251.75 |
2.0% |
28% |
False |
False |
471,125 |
80 |
13,900.50 |
11,496.75 |
2,403.75 |
19.0% |
244.50 |
1.9% |
49% |
False |
False |
353,604 |
100 |
13,900.50 |
10,934.00 |
2,966.50 |
23.4% |
250.75 |
2.0% |
59% |
False |
False |
283,027 |
120 |
13,900.50 |
10,649.50 |
3,251.00 |
25.6% |
262.75 |
2.1% |
63% |
False |
False |
235,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,439.25 |
2.618 |
14,576.25 |
1.618 |
14,047.50 |
1.000 |
13,720.75 |
0.618 |
13,518.75 |
HIGH |
13,192.00 |
0.618 |
12,990.00 |
0.500 |
12,927.50 |
0.382 |
12,865.25 |
LOW |
12,663.25 |
0.618 |
12,336.50 |
1.000 |
12,134.50 |
1.618 |
11,807.75 |
2.618 |
11,279.00 |
4.250 |
10,416.00 |
|
|
Fisher Pivots for day following 03-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
12,927.50 |
12,995.75 |
PP |
12,845.75 |
12,891.00 |
S1 |
12,763.75 |
12,786.50 |
|