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 |
13,986.0 |
13,920.0 |
-66.0 |
-0.5% |
13,875.0 |
High |
14,093.0 |
14,065.0 |
-28.0 |
-0.2% |
14,195.0 |
Low |
13,893.0 |
13,860.0 |
-33.0 |
-0.2% |
13,846.0 |
Close |
14,050.0 |
13,912.0 |
-138.0 |
-1.0% |
13,912.0 |
Range |
200.0 |
205.0 |
5.0 |
2.5% |
349.0 |
ATR |
223.5 |
222.2 |
-1.3 |
-0.6% |
0.0 |
Volume |
80,992 |
92,846 |
11,854 |
14.6% |
379,264 |
|
Daily Pivots for day following 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,560.7 |
14,441.3 |
14,024.8 |
|
R3 |
14,355.7 |
14,236.3 |
13,968.4 |
|
R2 |
14,150.7 |
14,150.7 |
13,949.6 |
|
R1 |
14,031.3 |
14,031.3 |
13,930.8 |
13,988.5 |
PP |
13,945.7 |
13,945.7 |
13,945.7 |
13,924.3 |
S1 |
13,826.3 |
13,826.3 |
13,893.2 |
13,783.5 |
S2 |
13,740.7 |
13,740.7 |
13,874.4 |
|
S3 |
13,535.7 |
13,621.3 |
13,855.6 |
|
S4 |
13,330.7 |
13,416.3 |
13,799.3 |
|
|
Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,031.3 |
14,820.7 |
14,104.0 |
|
R3 |
14,682.3 |
14,471.7 |
14,008.0 |
|
R2 |
14,333.3 |
14,333.3 |
13,976.0 |
|
R1 |
14,122.7 |
14,122.7 |
13,944.0 |
14,228.0 |
PP |
13,984.3 |
13,984.3 |
13,984.3 |
14,037.0 |
S1 |
13,773.7 |
13,773.7 |
13,880.0 |
13,879.0 |
S2 |
13,635.3 |
13,635.3 |
13,848.0 |
|
S3 |
13,286.3 |
13,424.7 |
13,816.0 |
|
S4 |
12,937.3 |
13,075.7 |
13,720.1 |
|
|
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 |
13,846.0 |
349.0 |
2.5% |
198.6 |
1.4% |
19% |
False |
False |
75,852 |
10 |
14,195.0 |
13,637.0 |
558.0 |
4.0% |
239.2 |
1.7% |
49% |
False |
False |
76,366 |
20 |
14,195.0 |
13,637.0 |
558.0 |
4.0% |
199.5 |
1.4% |
49% |
False |
False |
64,141 |
40 |
14,195.0 |
13,298.0 |
897.0 |
6.4% |
214.0 |
1.5% |
68% |
False |
False |
60,006 |
60 |
14,195.0 |
12,996.5 |
1,198.5 |
8.6% |
215.6 |
1.5% |
76% |
False |
False |
49,922 |
80 |
14,195.0 |
12,356.0 |
1,839.0 |
13.2% |
201.0 |
1.4% |
85% |
False |
False |
37,487 |
100 |
14,195.0 |
11,302.5 |
2,892.5 |
20.8% |
206.9 |
1.5% |
90% |
False |
False |
30,015 |
120 |
14,195.0 |
11,302.5 |
2,892.5 |
20.8% |
192.7 |
1.4% |
90% |
False |
False |
25,021 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,936.3 |
2.618 |
14,601.7 |
1.618 |
14,396.7 |
1.000 |
14,270.0 |
0.618 |
14,191.7 |
HIGH |
14,065.0 |
0.618 |
13,986.7 |
0.500 |
13,962.5 |
0.382 |
13,938.3 |
LOW |
13,860.0 |
0.618 |
13,733.3 |
1.000 |
13,655.0 |
1.618 |
13,528.3 |
2.618 |
13,323.3 |
4.250 |
12,988.8 |
|
|
Fisher Pivots for day following 05-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
13,962.5 |
14,027.5 |
PP |
13,945.7 |
13,989.0 |
S1 |
13,928.8 |
13,950.5 |
|