| Trading Metrics calculated at close of trading on 01-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2021 |
01-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
6,548.5 |
6,501.0 |
-47.5 |
-0.7% |
6,586.0 |
| High |
6,618.0 |
6,585.0 |
-33.0 |
-0.5% |
6,675.5 |
| Low |
6,432.0 |
6,488.5 |
56.5 |
0.9% |
6,432.0 |
| Close |
6,439.5 |
6,550.5 |
111.0 |
1.7% |
6,439.5 |
| Range |
186.0 |
96.5 |
-89.5 |
-48.1% |
243.5 |
| ATR |
111.4 |
113.8 |
2.4 |
2.2% |
0.0 |
| Volume |
243,890 |
134,280 |
-109,610 |
-44.9% |
677,572 |
|
| Daily Pivots for day following 01-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,831.0 |
6,787.0 |
6,603.5 |
|
| R3 |
6,734.5 |
6,690.5 |
6,577.0 |
|
| R2 |
6,638.0 |
6,638.0 |
6,568.0 |
|
| R1 |
6,594.0 |
6,594.0 |
6,559.5 |
6,616.0 |
| PP |
6,541.5 |
6,541.5 |
6,541.5 |
6,552.0 |
| S1 |
6,497.5 |
6,497.5 |
6,541.5 |
6,519.5 |
| S2 |
6,445.0 |
6,445.0 |
6,533.0 |
|
| S3 |
6,348.5 |
6,401.0 |
6,524.0 |
|
| S4 |
6,252.0 |
6,304.5 |
6,497.5 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,246.0 |
7,086.5 |
6,573.5 |
|
| R3 |
7,002.5 |
6,843.0 |
6,506.5 |
|
| R2 |
6,759.0 |
6,759.0 |
6,484.0 |
|
| R1 |
6,599.5 |
6,599.5 |
6,462.0 |
6,557.5 |
| PP |
6,515.5 |
6,515.5 |
6,515.5 |
6,495.0 |
| S1 |
6,356.0 |
6,356.0 |
6,417.0 |
6,314.0 |
| S2 |
6,272.0 |
6,272.0 |
6,395.0 |
|
| S3 |
6,028.5 |
6,112.5 |
6,372.5 |
|
| S4 |
5,785.0 |
5,869.0 |
6,305.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,675.5 |
6,432.0 |
243.5 |
3.7% |
133.0 |
2.0% |
49% |
False |
False |
144,664 |
| 10 |
6,749.5 |
6,432.0 |
317.5 |
4.8% |
109.5 |
1.7% |
37% |
False |
False |
126,396 |
| 20 |
6,749.5 |
6,406.0 |
343.5 |
5.2% |
97.5 |
1.5% |
42% |
False |
False |
106,757 |
| 40 |
6,910.0 |
6,300.0 |
610.0 |
9.3% |
103.5 |
1.6% |
41% |
False |
False |
106,079 |
| 60 |
6,910.0 |
6,265.0 |
645.0 |
9.8% |
99.0 |
1.5% |
44% |
False |
False |
103,286 |
| 80 |
6,910.0 |
5,839.5 |
1,070.5 |
16.3% |
88.5 |
1.3% |
66% |
False |
False |
77,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,995.0 |
|
2.618 |
6,837.5 |
|
1.618 |
6,741.0 |
|
1.000 |
6,681.5 |
|
0.618 |
6,644.5 |
|
HIGH |
6,585.0 |
|
0.618 |
6,548.0 |
|
0.500 |
6,537.0 |
|
0.382 |
6,525.5 |
|
LOW |
6,488.5 |
|
0.618 |
6,429.0 |
|
1.000 |
6,392.0 |
|
1.618 |
6,332.5 |
|
2.618 |
6,236.0 |
|
4.250 |
6,078.5 |
|
|
| Fisher Pivots for day following 01-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
6,546.0 |
6,554.0 |
| PP |
6,541.5 |
6,552.5 |
| S1 |
6,537.0 |
6,551.5 |
|