| 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 |
3,823.25 |
3,817.25 |
-6.00 |
-0.2% |
3,905.50 |
| High |
3,858.50 |
3,912.00 |
53.50 |
1.4% |
3,934.50 |
| Low |
3,785.00 |
3,812.50 |
27.50 |
0.7% |
3,785.00 |
| Close |
3,809.25 |
3,898.75 |
89.50 |
2.3% |
3,809.25 |
| Range |
73.50 |
99.50 |
26.00 |
35.4% |
149.50 |
| ATR |
61.91 |
64.83 |
2.92 |
4.7% |
0.00 |
| Volume |
3,010,481 |
1,692,835 |
-1,317,646 |
-43.8% |
11,615,747 |
|
| Daily Pivots for day following 01-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,173.00 |
4,135.25 |
3,953.50 |
|
| R3 |
4,073.50 |
4,035.75 |
3,926.00 |
|
| R2 |
3,974.00 |
3,974.00 |
3,917.00 |
|
| R1 |
3,936.25 |
3,936.25 |
3,907.75 |
3,955.00 |
| PP |
3,874.50 |
3,874.50 |
3,874.50 |
3,883.75 |
| S1 |
3,836.75 |
3,836.75 |
3,889.75 |
3,855.50 |
| S2 |
3,775.00 |
3,775.00 |
3,880.50 |
|
| S3 |
3,675.50 |
3,737.25 |
3,871.50 |
|
| S4 |
3,576.00 |
3,637.75 |
3,844.00 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,291.50 |
4,199.75 |
3,891.50 |
|
| R3 |
4,142.00 |
4,050.25 |
3,850.25 |
|
| R2 |
3,992.50 |
3,992.50 |
3,836.75 |
|
| R1 |
3,900.75 |
3,900.75 |
3,823.00 |
3,872.00 |
| PP |
3,843.00 |
3,843.00 |
3,843.00 |
3,828.50 |
| S1 |
3,751.25 |
3,751.25 |
3,795.50 |
3,722.50 |
| S2 |
3,693.50 |
3,693.50 |
3,781.75 |
|
| S3 |
3,544.00 |
3,601.75 |
3,768.25 |
|
| S4 |
3,394.50 |
3,452.25 |
3,727.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,934.50 |
3,785.00 |
149.50 |
3.8% |
93.00 |
2.4% |
76% |
False |
False |
2,358,860 |
| 10 |
3,959.25 |
3,785.00 |
174.25 |
4.5% |
69.00 |
1.8% |
65% |
False |
False |
1,910,607 |
| 20 |
3,959.25 |
3,656.50 |
302.75 |
7.8% |
59.25 |
1.5% |
80% |
False |
False |
1,576,787 |
| 40 |
3,959.25 |
3,652.50 |
306.75 |
7.9% |
61.25 |
1.6% |
80% |
False |
False |
1,567,725 |
| 60 |
3,959.25 |
3,596.00 |
363.25 |
9.3% |
55.00 |
1.4% |
83% |
False |
False |
1,345,502 |
| 80 |
3,959.25 |
3,295.50 |
663.75 |
17.0% |
57.25 |
1.5% |
91% |
False |
False |
1,011,306 |
| 100 |
3,959.25 |
3,215.75 |
743.50 |
19.1% |
58.25 |
1.5% |
92% |
False |
False |
809,395 |
| 120 |
3,959.25 |
3,190.25 |
769.00 |
19.7% |
61.00 |
1.6% |
92% |
False |
False |
674,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,335.00 |
|
2.618 |
4,172.50 |
|
1.618 |
4,073.00 |
|
1.000 |
4,011.50 |
|
0.618 |
3,973.50 |
|
HIGH |
3,912.00 |
|
0.618 |
3,874.00 |
|
0.500 |
3,862.25 |
|
0.382 |
3,850.50 |
|
LOW |
3,812.50 |
|
0.618 |
3,751.00 |
|
1.000 |
3,713.00 |
|
1.618 |
3,651.50 |
|
2.618 |
3,552.00 |
|
4.250 |
3,389.50 |
|
|
| Fisher Pivots for day following 01-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,886.50 |
3,885.75 |
| PP |
3,874.50 |
3,872.75 |
| S1 |
3,862.25 |
3,859.75 |
|