| 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 |
3,903.25 |
3,867.50 |
-35.75 |
-0.9% |
3,905.50 |
| High |
3,906.50 |
3,898.00 |
-8.50 |
-0.2% |
3,934.50 |
| Low |
3,865.50 |
3,813.00 |
-52.50 |
-1.4% |
3,785.00 |
| Close |
3,867.50 |
3,816.75 |
-50.75 |
-1.3% |
3,809.25 |
| Range |
41.00 |
85.00 |
44.00 |
107.3% |
149.50 |
| ATR |
63.13 |
64.69 |
1.56 |
2.5% |
0.00 |
| Volume |
1,641,396 |
2,203,398 |
562,002 |
34.2% |
11,615,747 |
|
| Daily Pivots for day following 03-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,097.50 |
4,042.25 |
3,863.50 |
|
| R3 |
4,012.50 |
3,957.25 |
3,840.00 |
|
| R2 |
3,927.50 |
3,927.50 |
3,832.25 |
|
| R1 |
3,872.25 |
3,872.25 |
3,824.50 |
3,857.50 |
| PP |
3,842.50 |
3,842.50 |
3,842.50 |
3,835.25 |
| S1 |
3,787.25 |
3,787.25 |
3,809.00 |
3,772.50 |
| S2 |
3,757.50 |
3,757.50 |
3,801.25 |
|
| S3 |
3,672.50 |
3,702.25 |
3,793.50 |
|
| S4 |
3,587.50 |
3,617.25 |
3,770.00 |
|
|
| 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% |
84.75 |
2.2% |
21% |
False |
False |
2,282,299 |
| 10 |
3,936.00 |
3,785.00 |
151.00 |
4.0% |
74.00 |
1.9% |
21% |
False |
False |
2,011,761 |
| 20 |
3,959.25 |
3,785.00 |
174.25 |
4.6% |
55.75 |
1.5% |
18% |
False |
False |
1,613,668 |
| 40 |
3,959.25 |
3,656.50 |
302.75 |
7.9% |
60.50 |
1.6% |
53% |
False |
False |
1,588,071 |
| 60 |
3,959.25 |
3,596.00 |
363.25 |
9.5% |
56.25 |
1.5% |
61% |
False |
False |
1,408,111 |
| 80 |
3,959.25 |
3,418.75 |
540.50 |
14.2% |
56.00 |
1.5% |
74% |
False |
False |
1,059,251 |
| 100 |
3,959.25 |
3,215.75 |
743.50 |
19.5% |
57.75 |
1.5% |
81% |
False |
False |
847,795 |
| 120 |
3,959.25 |
3,190.25 |
769.00 |
20.1% |
60.00 |
1.6% |
81% |
False |
False |
706,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,259.25 |
|
2.618 |
4,120.50 |
|
1.618 |
4,035.50 |
|
1.000 |
3,983.00 |
|
0.618 |
3,950.50 |
|
HIGH |
3,898.00 |
|
0.618 |
3,865.50 |
|
0.500 |
3,855.50 |
|
0.382 |
3,845.50 |
|
LOW |
3,813.00 |
|
0.618 |
3,760.50 |
|
1.000 |
3,728.00 |
|
1.618 |
3,675.50 |
|
2.618 |
3,590.50 |
|
4.250 |
3,451.75 |
|
|
| Fisher Pivots for day following 03-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,855.50 |
3,862.25 |
| PP |
3,842.50 |
3,847.00 |
| S1 |
3,829.75 |
3,832.00 |
|