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 |
14,026.0 |
14,061.0 |
35.0 |
0.2% |
13,970.0 |
High |
14,098.0 |
14,195.0 |
97.0 |
0.7% |
14,069.0 |
Low |
13,920.0 |
13,972.0 |
52.0 |
0.4% |
13,637.0 |
Close |
14,042.0 |
14,069.0 |
27.0 |
0.2% |
13,759.0 |
Range |
178.0 |
223.0 |
45.0 |
25.3% |
432.0 |
ATR |
225.4 |
225.3 |
-0.2 |
-0.1% |
0.0 |
Volume |
67,406 |
76,997 |
9,591 |
14.2% |
384,398 |
|
Daily Pivots for day following 03-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,747.7 |
14,631.3 |
14,191.7 |
|
R3 |
14,524.7 |
14,408.3 |
14,130.3 |
|
R2 |
14,301.7 |
14,301.7 |
14,109.9 |
|
R1 |
14,185.3 |
14,185.3 |
14,089.4 |
14,243.5 |
PP |
14,078.7 |
14,078.7 |
14,078.7 |
14,107.8 |
S1 |
13,962.3 |
13,962.3 |
14,048.6 |
14,020.5 |
S2 |
13,855.7 |
13,855.7 |
14,028.1 |
|
S3 |
13,632.7 |
13,739.3 |
14,007.7 |
|
S4 |
13,409.7 |
13,516.3 |
13,946.4 |
|
|
Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,117.7 |
14,870.3 |
13,996.6 |
|
R3 |
14,685.7 |
14,438.3 |
13,877.8 |
|
R2 |
14,253.7 |
14,253.7 |
13,838.2 |
|
R1 |
14,006.3 |
14,006.3 |
13,798.6 |
13,914.0 |
PP |
13,821.7 |
13,821.7 |
13,821.7 |
13,775.5 |
S1 |
13,574.3 |
13,574.3 |
13,719.4 |
13,482.0 |
S2 |
13,389.7 |
13,389.7 |
13,679.8 |
|
S3 |
12,957.7 |
13,142.3 |
13,640.2 |
|
S4 |
12,525.7 |
12,710.3 |
13,521.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,195.0 |
13,637.0 |
558.0 |
4.0% |
231.6 |
1.6% |
77% |
True |
False |
73,781 |
10 |
14,195.0 |
13,637.0 |
558.0 |
4.0% |
229.3 |
1.6% |
77% |
True |
False |
71,639 |
20 |
14,195.0 |
13,637.0 |
558.0 |
4.0% |
193.9 |
1.4% |
77% |
True |
False |
60,189 |
40 |
14,195.0 |
13,298.0 |
897.0 |
6.4% |
217.1 |
1.5% |
86% |
True |
False |
58,301 |
60 |
14,195.0 |
12,996.5 |
1,198.5 |
8.5% |
212.1 |
1.5% |
89% |
True |
False |
47,040 |
80 |
14,195.0 |
11,764.5 |
2,430.5 |
17.3% |
205.7 |
1.5% |
95% |
True |
False |
35,319 |
100 |
14,195.0 |
11,302.5 |
2,892.5 |
20.6% |
204.7 |
1.5% |
96% |
True |
False |
28,277 |
120 |
14,195.0 |
11,302.5 |
2,892.5 |
20.6% |
190.0 |
1.4% |
96% |
True |
False |
23,572 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,142.8 |
2.618 |
14,778.8 |
1.618 |
14,555.8 |
1.000 |
14,418.0 |
0.618 |
14,332.8 |
HIGH |
14,195.0 |
0.618 |
14,109.8 |
0.500 |
14,083.5 |
0.382 |
14,057.2 |
LOW |
13,972.0 |
0.618 |
13,834.2 |
1.000 |
13,749.0 |
1.618 |
13,611.2 |
2.618 |
13,388.2 |
4.250 |
13,024.3 |
|
|
Fisher Pivots for day following 03-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
14,083.5 |
14,052.8 |
PP |
14,078.7 |
14,036.7 |
S1 |
14,073.8 |
14,020.5 |
|