| Trading Metrics calculated at close of trading on 02-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2021 |
02-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
6,501.0 |
6,574.5 |
73.5 |
1.1% |
6,586.0 |
| High |
6,585.0 |
6,633.0 |
48.0 |
0.7% |
6,675.5 |
| Low |
6,488.5 |
6,523.0 |
34.5 |
0.5% |
6,432.0 |
| Close |
6,550.5 |
6,594.0 |
43.5 |
0.7% |
6,439.5 |
| Range |
96.5 |
110.0 |
13.5 |
14.0% |
243.5 |
| ATR |
113.8 |
113.6 |
-0.3 |
-0.2% |
0.0 |
| Volume |
134,280 |
96,754 |
-37,526 |
-27.9% |
677,572 |
|
| Daily Pivots for day following 02-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,913.5 |
6,863.5 |
6,654.5 |
|
| R3 |
6,803.5 |
6,753.5 |
6,624.0 |
|
| R2 |
6,693.5 |
6,693.5 |
6,614.0 |
|
| R1 |
6,643.5 |
6,643.5 |
6,604.0 |
6,668.5 |
| PP |
6,583.5 |
6,583.5 |
6,583.5 |
6,596.0 |
| S1 |
6,533.5 |
6,533.5 |
6,584.0 |
6,558.5 |
| S2 |
6,473.5 |
6,473.5 |
6,574.0 |
|
| S3 |
6,363.5 |
6,423.5 |
6,564.0 |
|
| S4 |
6,253.5 |
6,313.5 |
6,533.5 |
|
|
| 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% |
130.0 |
2.0% |
67% |
False |
False |
139,654 |
| 10 |
6,718.0 |
6,432.0 |
286.0 |
4.3% |
113.5 |
1.7% |
57% |
False |
False |
125,210 |
| 20 |
6,749.5 |
6,406.0 |
343.5 |
5.2% |
100.0 |
1.5% |
55% |
False |
False |
107,161 |
| 40 |
6,910.0 |
6,300.0 |
610.0 |
9.3% |
103.0 |
1.6% |
48% |
False |
False |
105,896 |
| 60 |
6,910.0 |
6,265.0 |
645.0 |
9.8% |
100.0 |
1.5% |
51% |
False |
False |
104,892 |
| 80 |
6,910.0 |
5,845.5 |
1,064.5 |
16.1% |
89.5 |
1.4% |
70% |
False |
False |
78,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,100.5 |
|
2.618 |
6,921.0 |
|
1.618 |
6,811.0 |
|
1.000 |
6,743.0 |
|
0.618 |
6,701.0 |
|
HIGH |
6,633.0 |
|
0.618 |
6,591.0 |
|
0.500 |
6,578.0 |
|
0.382 |
6,565.0 |
|
LOW |
6,523.0 |
|
0.618 |
6,455.0 |
|
1.000 |
6,413.0 |
|
1.618 |
6,345.0 |
|
2.618 |
6,235.0 |
|
4.250 |
6,055.5 |
|
|
| Fisher Pivots for day following 02-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
6,588.5 |
6,573.5 |
| PP |
6,583.5 |
6,553.0 |
| S1 |
6,578.0 |
6,532.5 |
|