| Trading Metrics calculated at close of trading on 04-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2021 |
04-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
3,867.50 |
3,818.00 |
-49.50 |
-1.3% |
3,905.50 |
| High |
3,898.00 |
3,842.25 |
-55.75 |
-1.4% |
3,934.50 |
| Low |
3,813.00 |
3,720.50 |
-92.50 |
-2.4% |
3,785.00 |
| Close |
3,816.75 |
3,765.50 |
-51.25 |
-1.3% |
3,809.25 |
| Range |
85.00 |
121.75 |
36.75 |
43.2% |
149.50 |
| ATR |
64.69 |
68.76 |
4.08 |
6.3% |
0.00 |
| Volume |
2,203,398 |
3,192,468 |
989,070 |
44.9% |
11,615,747 |
|
| Daily Pivots for day following 04-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,141.25 |
4,075.25 |
3,832.50 |
|
| R3 |
4,019.50 |
3,953.50 |
3,799.00 |
|
| R2 |
3,897.75 |
3,897.75 |
3,787.75 |
|
| R1 |
3,831.75 |
3,831.75 |
3,776.75 |
3,804.00 |
| PP |
3,776.00 |
3,776.00 |
3,776.00 |
3,762.25 |
| S1 |
3,710.00 |
3,710.00 |
3,754.25 |
3,682.00 |
| S2 |
3,654.25 |
3,654.25 |
3,743.25 |
|
| S3 |
3,532.50 |
3,588.25 |
3,732.00 |
|
| S4 |
3,410.75 |
3,466.50 |
3,698.50 |
|
|
| 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 |
3,912.00 |
3,720.50 |
191.50 |
5.1% |
84.25 |
2.2% |
23% |
False |
True |
2,348,115 |
| 10 |
3,934.50 |
3,720.50 |
214.00 |
5.7% |
80.50 |
2.1% |
21% |
False |
True |
2,177,313 |
| 20 |
3,959.25 |
3,720.50 |
238.75 |
6.3% |
60.00 |
1.6% |
19% |
False |
True |
1,709,007 |
| 40 |
3,959.25 |
3,656.50 |
302.75 |
8.0% |
62.00 |
1.6% |
36% |
False |
False |
1,632,532 |
| 60 |
3,959.25 |
3,596.00 |
363.25 |
9.6% |
57.50 |
1.5% |
47% |
False |
False |
1,460,754 |
| 80 |
3,959.25 |
3,447.75 |
511.50 |
13.6% |
56.25 |
1.5% |
62% |
False |
False |
1,099,125 |
| 100 |
3,959.25 |
3,215.75 |
743.50 |
19.7% |
58.50 |
1.6% |
74% |
False |
False |
879,705 |
| 120 |
3,959.25 |
3,190.25 |
769.00 |
20.4% |
60.25 |
1.6% |
75% |
False |
False |
733,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,359.75 |
|
2.618 |
4,161.00 |
|
1.618 |
4,039.25 |
|
1.000 |
3,964.00 |
|
0.618 |
3,917.50 |
|
HIGH |
3,842.25 |
|
0.618 |
3,795.75 |
|
0.500 |
3,781.50 |
|
0.382 |
3,767.00 |
|
LOW |
3,720.50 |
|
0.618 |
3,645.25 |
|
1.000 |
3,598.75 |
|
1.618 |
3,523.50 |
|
2.618 |
3,401.75 |
|
4.250 |
3,203.00 |
|
|
| Fisher Pivots for day following 04-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,781.50 |
3,813.50 |
| PP |
3,776.00 |
3,797.50 |
| S1 |
3,770.75 |
3,781.50 |
|