| 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 |
3,818.00 |
3,765.50 |
-52.50 |
-1.4% |
3,817.25 |
| High |
3,842.25 |
3,850.00 |
7.75 |
0.2% |
3,912.00 |
| Low |
3,720.50 |
3,728.50 |
8.00 |
0.2% |
3,720.50 |
| Close |
3,765.50 |
3,839.00 |
73.50 |
2.0% |
3,839.00 |
| Range |
121.75 |
121.50 |
-0.25 |
-0.2% |
191.50 |
| ATR |
68.76 |
72.53 |
3.77 |
5.5% |
0.00 |
| Volume |
3,192,468 |
2,948,117 |
-244,351 |
-7.7% |
11,678,214 |
|
| Daily Pivots for day following 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,170.25 |
4,126.25 |
3,905.75 |
|
| R3 |
4,048.75 |
4,004.75 |
3,872.50 |
|
| R2 |
3,927.25 |
3,927.25 |
3,861.25 |
|
| R1 |
3,883.25 |
3,883.25 |
3,850.25 |
3,905.25 |
| PP |
3,805.75 |
3,805.75 |
3,805.75 |
3,817.00 |
| S1 |
3,761.75 |
3,761.75 |
3,827.75 |
3,783.75 |
| S2 |
3,684.25 |
3,684.25 |
3,816.75 |
|
| S3 |
3,562.75 |
3,640.25 |
3,805.50 |
|
| S4 |
3,441.25 |
3,518.75 |
3,772.25 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,398.25 |
4,310.25 |
3,944.25 |
|
| R3 |
4,206.75 |
4,118.75 |
3,891.75 |
|
| R2 |
4,015.25 |
4,015.25 |
3,874.00 |
|
| R1 |
3,927.25 |
3,927.25 |
3,856.50 |
3,971.25 |
| PP |
3,823.75 |
3,823.75 |
3,823.75 |
3,846.00 |
| S1 |
3,735.75 |
3,735.75 |
3,821.50 |
3,779.75 |
| S2 |
3,632.25 |
3,632.25 |
3,804.00 |
|
| S3 |
3,440.75 |
3,544.25 |
3,786.25 |
|
| S4 |
3,249.25 |
3,352.75 |
3,733.75 |
|
|
| 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 |
5.0% |
93.75 |
2.4% |
62% |
False |
False |
2,335,642 |
| 10 |
3,934.50 |
3,720.50 |
214.00 |
5.6% |
88.75 |
2.3% |
55% |
False |
False |
2,329,396 |
| 20 |
3,959.25 |
3,720.50 |
238.75 |
6.2% |
63.25 |
1.6% |
50% |
False |
False |
1,799,593 |
| 40 |
3,959.25 |
3,656.50 |
302.75 |
7.9% |
63.00 |
1.6% |
60% |
False |
False |
1,653,056 |
| 60 |
3,959.25 |
3,596.00 |
363.25 |
9.5% |
59.00 |
1.5% |
67% |
False |
False |
1,509,200 |
| 80 |
3,959.25 |
3,497.25 |
462.00 |
12.0% |
57.00 |
1.5% |
74% |
False |
False |
1,135,954 |
| 100 |
3,959.25 |
3,215.75 |
743.50 |
19.4% |
59.50 |
1.6% |
84% |
False |
False |
909,171 |
| 120 |
3,959.25 |
3,190.25 |
769.00 |
20.0% |
60.50 |
1.6% |
84% |
False |
False |
758,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,366.50 |
|
2.618 |
4,168.00 |
|
1.618 |
4,046.50 |
|
1.000 |
3,971.50 |
|
0.618 |
3,925.00 |
|
HIGH |
3,850.00 |
|
0.618 |
3,803.50 |
|
0.500 |
3,789.25 |
|
0.382 |
3,775.00 |
|
LOW |
3,728.50 |
|
0.618 |
3,653.50 |
|
1.000 |
3,607.00 |
|
1.618 |
3,532.00 |
|
2.618 |
3,410.50 |
|
4.250 |
3,212.00 |
|
|
| Fisher Pivots for day following 05-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,822.50 |
3,829.00 |
| PP |
3,805.75 |
3,819.25 |
| S1 |
3,789.25 |
3,809.25 |
|