| 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 |
12,682.00 |
12,435.00 |
-247.00 |
-1.9% |
12,957.50 |
| High |
12,797.00 |
12,697.75 |
-99.25 |
-0.8% |
13,328.25 |
| Low |
12,306.50 |
12,207.25 |
-99.25 |
-0.8% |
12,207.25 |
| Close |
12,455.00 |
12,663.75 |
208.75 |
1.7% |
12,663.75 |
| Range |
490.50 |
490.50 |
0.00 |
0.0% |
1,121.00 |
| ATR |
339.00 |
349.82 |
10.82 |
3.2% |
0.00 |
| Volume |
1,049,493 |
1,016,317 |
-33,176 |
-3.2% |
3,899,248 |
|
| Daily Pivots for day following 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,994.50 |
13,819.50 |
12,933.50 |
|
| R3 |
13,504.00 |
13,329.00 |
12,798.75 |
|
| R2 |
13,013.50 |
13,013.50 |
12,753.75 |
|
| R1 |
12,838.50 |
12,838.50 |
12,708.75 |
12,926.00 |
| PP |
12,523.00 |
12,523.00 |
12,523.00 |
12,566.50 |
| S1 |
12,348.00 |
12,348.00 |
12,618.75 |
12,435.50 |
| S2 |
12,032.50 |
12,032.50 |
12,573.75 |
|
| S3 |
11,542.00 |
11,857.50 |
12,528.75 |
|
| S4 |
11,051.50 |
11,367.00 |
12,394.00 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,096.00 |
15,501.00 |
13,280.25 |
|
| R3 |
14,975.00 |
14,380.00 |
12,972.00 |
|
| R2 |
13,854.00 |
13,854.00 |
12,869.25 |
|
| R1 |
13,259.00 |
13,259.00 |
12,766.50 |
12,996.00 |
| PP |
12,733.00 |
12,733.00 |
12,733.00 |
12,601.50 |
| S1 |
12,138.00 |
12,138.00 |
12,561.00 |
11,875.00 |
| S2 |
11,612.00 |
11,612.00 |
12,458.25 |
|
| S3 |
10,491.00 |
11,017.00 |
12,355.50 |
|
| S4 |
9,370.00 |
9,896.00 |
12,047.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,328.25 |
12,207.25 |
1,121.00 |
8.9% |
432.25 |
3.4% |
41% |
False |
True |
779,849 |
| 10 |
13,629.00 |
12,207.25 |
1,421.75 |
11.2% |
454.75 |
3.6% |
32% |
False |
True |
783,083 |
| 20 |
13,900.50 |
12,207.25 |
1,693.25 |
13.4% |
315.00 |
2.5% |
27% |
False |
True |
638,125 |
| 40 |
13,900.50 |
12,207.25 |
1,693.25 |
13.4% |
300.00 |
2.4% |
27% |
False |
True |
575,253 |
| 60 |
13,900.50 |
12,207.25 |
1,693.25 |
13.4% |
264.25 |
2.1% |
27% |
False |
True |
505,428 |
| 80 |
13,900.50 |
11,496.75 |
2,403.75 |
19.0% |
249.50 |
2.0% |
49% |
False |
False |
379,399 |
| 100 |
13,900.50 |
10,934.00 |
2,966.50 |
23.4% |
257.75 |
2.0% |
58% |
False |
False |
303,678 |
| 120 |
13,900.50 |
10,649.50 |
3,251.00 |
25.7% |
263.75 |
2.1% |
62% |
False |
False |
253,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,782.50 |
|
2.618 |
13,982.00 |
|
1.618 |
13,491.50 |
|
1.000 |
13,188.25 |
|
0.618 |
13,001.00 |
|
HIGH |
12,697.75 |
|
0.618 |
12,510.50 |
|
0.500 |
12,452.50 |
|
0.382 |
12,394.50 |
|
LOW |
12,207.25 |
|
0.618 |
11,904.00 |
|
1.000 |
11,716.75 |
|
1.618 |
11,413.50 |
|
2.618 |
10,923.00 |
|
4.250 |
10,122.50 |
|
|
| Fisher Pivots for day following 05-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
12,593.25 |
12,699.50 |
| PP |
12,523.00 |
12,687.75 |
| S1 |
12,452.50 |
12,675.75 |
|