| Trading Metrics calculated at close of trading on 04-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2021 |
04-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
6,612.5 |
6,613.5 |
1.0 |
0.0% |
6,586.0 |
| High |
6,677.0 |
6,655.0 |
-22.0 |
-0.3% |
6,675.5 |
| Low |
6,586.0 |
6,549.5 |
-36.5 |
-0.6% |
6,432.0 |
| Close |
6,638.5 |
6,632.5 |
-6.0 |
-0.1% |
6,439.5 |
| Range |
91.0 |
105.5 |
14.5 |
15.9% |
243.5 |
| ATR |
111.9 |
111.5 |
-0.5 |
-0.4% |
0.0 |
| Volume |
115,775 |
101,805 |
-13,970 |
-12.1% |
677,572 |
|
| Daily Pivots for day following 04-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,929.0 |
6,886.0 |
6,690.5 |
|
| R3 |
6,823.5 |
6,780.5 |
6,661.5 |
|
| R2 |
6,718.0 |
6,718.0 |
6,652.0 |
|
| R1 |
6,675.0 |
6,675.0 |
6,642.0 |
6,696.5 |
| PP |
6,612.5 |
6,612.5 |
6,612.5 |
6,623.0 |
| S1 |
6,569.5 |
6,569.5 |
6,623.0 |
6,591.0 |
| S2 |
6,507.0 |
6,507.0 |
6,613.0 |
|
| S3 |
6,401.5 |
6,464.0 |
6,603.5 |
|
| S4 |
6,296.0 |
6,358.5 |
6,574.5 |
|
|
| 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 |
6,677.0 |
6,432.0 |
245.0 |
3.7% |
118.0 |
1.8% |
82% |
False |
False |
138,500 |
| 10 |
6,677.0 |
6,432.0 |
245.0 |
3.7% |
112.0 |
1.7% |
82% |
False |
False |
124,596 |
| 20 |
6,749.5 |
6,406.0 |
343.5 |
5.2% |
101.5 |
1.5% |
66% |
False |
False |
109,749 |
| 40 |
6,865.0 |
6,300.0 |
565.0 |
8.5% |
97.0 |
1.5% |
59% |
False |
False |
103,546 |
| 60 |
6,910.0 |
6,265.0 |
645.0 |
9.7% |
101.5 |
1.5% |
57% |
False |
False |
108,431 |
| 80 |
6,910.0 |
6,174.0 |
736.0 |
11.1% |
89.0 |
1.3% |
62% |
False |
False |
81,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,103.5 |
|
2.618 |
6,931.0 |
|
1.618 |
6,825.5 |
|
1.000 |
6,760.5 |
|
0.618 |
6,720.0 |
|
HIGH |
6,655.0 |
|
0.618 |
6,614.5 |
|
0.500 |
6,602.0 |
|
0.382 |
6,590.0 |
|
LOW |
6,549.5 |
|
0.618 |
6,484.5 |
|
1.000 |
6,444.0 |
|
1.618 |
6,379.0 |
|
2.618 |
6,273.5 |
|
4.250 |
6,101.0 |
|
|
| Fisher Pivots for day following 04-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
6,622.5 |
6,621.5 |
| PP |
6,612.5 |
6,611.0 |
| S1 |
6,602.0 |
6,600.0 |
|