| 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 |
3,817.25 |
3,903.25 |
86.00 |
2.3% |
3,905.50 |
| High |
3,912.00 |
3,906.50 |
-5.50 |
-0.1% |
3,934.50 |
| Low |
3,812.50 |
3,865.50 |
53.00 |
1.4% |
3,785.00 |
| Close |
3,898.75 |
3,867.50 |
-31.25 |
-0.8% |
3,809.25 |
| Range |
99.50 |
41.00 |
-58.50 |
-58.8% |
149.50 |
| ATR |
64.83 |
63.13 |
-1.70 |
-2.6% |
0.00 |
| Volume |
1,692,835 |
1,641,396 |
-51,439 |
-3.0% |
11,615,747 |
|
| Daily Pivots for day following 02-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,002.75 |
3,976.25 |
3,890.00 |
|
| R3 |
3,961.75 |
3,935.25 |
3,878.75 |
|
| R2 |
3,920.75 |
3,920.75 |
3,875.00 |
|
| R1 |
3,894.25 |
3,894.25 |
3,871.25 |
3,887.00 |
| PP |
3,879.75 |
3,879.75 |
3,879.75 |
3,876.25 |
| S1 |
3,853.25 |
3,853.25 |
3,863.75 |
3,846.00 |
| S2 |
3,838.75 |
3,838.75 |
3,860.00 |
|
| S3 |
3,797.75 |
3,812.25 |
3,856.25 |
|
| S4 |
3,756.75 |
3,771.25 |
3,845.00 |
|
|
| 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 |
3.9% |
82.75 |
2.1% |
55% |
False |
False |
2,230,552 |
| 10 |
3,936.00 |
3,785.00 |
151.00 |
3.9% |
69.00 |
1.8% |
55% |
False |
False |
1,929,704 |
| 20 |
3,959.25 |
3,760.00 |
199.25 |
5.2% |
55.25 |
1.4% |
54% |
False |
False |
1,574,487 |
| 40 |
3,959.25 |
3,652.50 |
306.75 |
7.9% |
61.50 |
1.6% |
70% |
False |
False |
1,583,927 |
| 60 |
3,959.25 |
3,596.00 |
363.25 |
9.4% |
55.25 |
1.4% |
75% |
False |
False |
1,371,944 |
| 80 |
3,959.25 |
3,311.00 |
648.25 |
16.8% |
56.75 |
1.5% |
86% |
False |
False |
1,031,793 |
| 100 |
3,959.25 |
3,215.75 |
743.50 |
19.2% |
57.75 |
1.5% |
88% |
False |
False |
825,798 |
| 120 |
3,959.25 |
3,190.25 |
769.00 |
19.9% |
60.25 |
1.6% |
88% |
False |
False |
688,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,080.75 |
|
2.618 |
4,013.75 |
|
1.618 |
3,972.75 |
|
1.000 |
3,947.50 |
|
0.618 |
3,931.75 |
|
HIGH |
3,906.50 |
|
0.618 |
3,890.75 |
|
0.500 |
3,886.00 |
|
0.382 |
3,881.25 |
|
LOW |
3,865.50 |
|
0.618 |
3,840.25 |
|
1.000 |
3,824.50 |
|
1.618 |
3,799.25 |
|
2.618 |
3,758.25 |
|
4.250 |
3,691.25 |
|
|
| Fisher Pivots for day following 02-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,886.00 |
3,861.25 |
| PP |
3,879.75 |
3,854.75 |
| S1 |
3,873.75 |
3,848.50 |
|