| 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 |
2,196.0 |
2,203.7 |
7.7 |
0.4% |
2,264.9 |
| High |
2,235.8 |
2,280.8 |
45.0 |
2.0% |
2,302.7 |
| Low |
2,160.1 |
2,196.5 |
36.4 |
1.7% |
2,160.1 |
| Close |
2,199.2 |
2,274.8 |
75.6 |
3.4% |
2,199.2 |
| Range |
75.7 |
84.3 |
8.6 |
11.4% |
142.6 |
| ATR |
61.7 |
63.4 |
1.6 |
2.6% |
0.0 |
| Volume |
296,627 |
178,598 |
-118,029 |
-39.8% |
1,215,889 |
|
| Daily Pivots for day following 01-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,503.6 |
2,473.5 |
2,321.2 |
|
| R3 |
2,419.3 |
2,389.2 |
2,298.0 |
|
| R2 |
2,335.0 |
2,335.0 |
2,290.3 |
|
| R1 |
2,304.9 |
2,304.9 |
2,282.5 |
2,320.0 |
| PP |
2,250.7 |
2,250.7 |
2,250.7 |
2,258.2 |
| S1 |
2,220.6 |
2,220.6 |
2,267.1 |
2,235.7 |
| S2 |
2,166.4 |
2,166.4 |
2,259.3 |
|
| S3 |
2,082.1 |
2,136.3 |
2,251.6 |
|
| S4 |
1,997.8 |
2,052.0 |
2,228.4 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,648.5 |
2,566.4 |
2,277.6 |
|
| R3 |
2,505.9 |
2,423.8 |
2,238.4 |
|
| R2 |
2,363.3 |
2,363.3 |
2,225.3 |
|
| R1 |
2,281.2 |
2,281.2 |
2,212.3 |
2,251.0 |
| PP |
2,220.7 |
2,220.7 |
2,220.7 |
2,205.5 |
| S1 |
2,138.6 |
2,138.6 |
2,186.1 |
2,108.4 |
| S2 |
2,078.1 |
2,078.1 |
2,173.1 |
|
| S3 |
1,935.5 |
1,996.0 |
2,160.0 |
|
| S4 |
1,792.9 |
1,853.4 |
2,120.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,302.7 |
2,160.1 |
142.6 |
6.3% |
89.5 |
3.9% |
80% |
False |
False |
241,802 |
| 10 |
2,314.1 |
2,160.1 |
154.0 |
6.8% |
72.5 |
3.2% |
74% |
False |
False |
214,673 |
| 20 |
2,316.9 |
2,028.6 |
288.3 |
12.7% |
61.4 |
2.7% |
85% |
False |
False |
193,860 |
| 40 |
2,316.9 |
1,920.5 |
396.4 |
17.4% |
57.2 |
2.5% |
89% |
False |
False |
197,567 |
| 60 |
2,316.9 |
1,814.4 |
502.5 |
22.1% |
52.1 |
2.3% |
92% |
False |
False |
172,912 |
| 80 |
2,316.9 |
1,545.3 |
771.6 |
33.9% |
51.3 |
2.3% |
95% |
False |
False |
129,767 |
| 100 |
2,316.9 |
1,515.9 |
801.0 |
35.2% |
47.7 |
2.1% |
95% |
False |
False |
103,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,639.1 |
|
2.618 |
2,501.5 |
|
1.618 |
2,417.2 |
|
1.000 |
2,365.1 |
|
0.618 |
2,332.9 |
|
HIGH |
2,280.8 |
|
0.618 |
2,248.6 |
|
0.500 |
2,238.7 |
|
0.382 |
2,228.7 |
|
LOW |
2,196.5 |
|
0.618 |
2,144.4 |
|
1.000 |
2,112.2 |
|
1.618 |
2,060.1 |
|
2.618 |
1,975.8 |
|
4.250 |
1,838.2 |
|
|
| Fisher Pivots for day following 01-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,262.8 |
2,260.3 |
| PP |
2,250.7 |
2,245.9 |
| S1 |
2,238.7 |
2,231.4 |
|