| Trading Metrics calculated at close of trading on 08-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2021 |
08-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
3,765.50 |
3,854.75 |
89.25 |
2.4% |
3,817.25 |
| High |
3,850.00 |
3,878.75 |
28.75 |
0.7% |
3,912.00 |
| Low |
3,728.50 |
3,796.25 |
67.75 |
1.8% |
3,720.50 |
| Close |
3,839.00 |
3,819.25 |
-19.75 |
-0.5% |
3,839.00 |
| Range |
121.50 |
82.50 |
-39.00 |
-32.1% |
191.50 |
| ATR |
72.53 |
73.24 |
0.71 |
1.0% |
0.00 |
| Volume |
2,948,117 |
2,198,363 |
-749,754 |
-25.4% |
11,678,214 |
|
| Daily Pivots for day following 08-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,079.00 |
4,031.50 |
3,864.50 |
|
| R3 |
3,996.50 |
3,949.00 |
3,842.00 |
|
| R2 |
3,914.00 |
3,914.00 |
3,834.50 |
|
| R1 |
3,866.50 |
3,866.50 |
3,826.75 |
3,849.00 |
| PP |
3,831.50 |
3,831.50 |
3,831.50 |
3,822.50 |
| S1 |
3,784.00 |
3,784.00 |
3,811.75 |
3,766.50 |
| S2 |
3,749.00 |
3,749.00 |
3,804.00 |
|
| S3 |
3,666.50 |
3,701.50 |
3,796.50 |
|
| S4 |
3,584.00 |
3,619.00 |
3,774.00 |
|
|
| 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 |
3,906.50 |
3,720.50 |
186.00 |
4.9% |
90.25 |
2.4% |
53% |
False |
False |
2,436,748 |
| 10 |
3,934.50 |
3,720.50 |
214.00 |
5.6% |
91.50 |
2.4% |
46% |
False |
False |
2,397,804 |
| 20 |
3,959.25 |
3,720.50 |
238.75 |
6.3% |
66.00 |
1.7% |
41% |
False |
False |
1,852,567 |
| 40 |
3,959.25 |
3,656.50 |
302.75 |
7.9% |
63.50 |
1.7% |
54% |
False |
False |
1,675,465 |
| 60 |
3,959.25 |
3,596.00 |
363.25 |
9.5% |
59.75 |
1.6% |
61% |
False |
False |
1,544,765 |
| 80 |
3,959.25 |
3,497.25 |
462.00 |
12.1% |
56.25 |
1.5% |
70% |
False |
False |
1,163,288 |
| 100 |
3,959.25 |
3,215.75 |
743.50 |
19.5% |
59.50 |
1.6% |
81% |
False |
False |
931,140 |
| 120 |
3,959.25 |
3,190.25 |
769.00 |
20.1% |
61.00 |
1.6% |
82% |
False |
False |
776,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,229.50 |
|
2.618 |
4,094.75 |
|
1.618 |
4,012.25 |
|
1.000 |
3,961.25 |
|
0.618 |
3,929.75 |
|
HIGH |
3,878.75 |
|
0.618 |
3,847.25 |
|
0.500 |
3,837.50 |
|
0.382 |
3,827.75 |
|
LOW |
3,796.25 |
|
0.618 |
3,745.25 |
|
1.000 |
3,713.75 |
|
1.618 |
3,662.75 |
|
2.618 |
3,580.25 |
|
4.250 |
3,445.50 |
|
|
| Fisher Pivots for day following 08-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,837.50 |
3,812.75 |
| PP |
3,831.50 |
3,806.25 |
| S1 |
3,825.25 |
3,799.50 |
|