| 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 |
2,203.7 |
2,279.9 |
76.2 |
3.5% |
2,264.9 |
| High |
2,280.8 |
2,281.5 |
0.7 |
0.0% |
2,302.7 |
| Low |
2,196.5 |
2,227.1 |
30.6 |
1.4% |
2,160.1 |
| Close |
2,274.8 |
2,229.1 |
-45.7 |
-2.0% |
2,199.2 |
| Range |
84.3 |
54.4 |
-29.9 |
-35.5% |
142.6 |
| ATR |
63.4 |
62.7 |
-0.6 |
-1.0% |
0.0 |
| Volume |
178,598 |
182,382 |
3,784 |
2.1% |
1,215,889 |
|
| Daily Pivots for day following 02-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,409.1 |
2,373.5 |
2,259.0 |
|
| R3 |
2,354.7 |
2,319.1 |
2,244.1 |
|
| R2 |
2,300.3 |
2,300.3 |
2,239.1 |
|
| R1 |
2,264.7 |
2,264.7 |
2,234.1 |
2,255.3 |
| PP |
2,245.9 |
2,245.9 |
2,245.9 |
2,241.2 |
| S1 |
2,210.3 |
2,210.3 |
2,224.1 |
2,200.9 |
| S2 |
2,191.5 |
2,191.5 |
2,219.1 |
|
| S3 |
2,137.1 |
2,155.9 |
2,214.1 |
|
| S4 |
2,082.7 |
2,101.5 |
2,199.2 |
|
|
| 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 |
6.4% |
80.5 |
3.6% |
48% |
False |
False |
226,038 |
| 10 |
2,302.7 |
2,160.1 |
142.6 |
6.4% |
72.7 |
3.3% |
48% |
False |
False |
213,487 |
| 20 |
2,316.9 |
2,113.8 |
203.1 |
9.1% |
59.2 |
2.7% |
57% |
False |
False |
194,992 |
| 40 |
2,316.9 |
1,920.5 |
396.4 |
17.8% |
58.1 |
2.6% |
78% |
False |
False |
198,517 |
| 60 |
2,316.9 |
1,828.2 |
488.7 |
21.9% |
52.5 |
2.4% |
82% |
False |
False |
175,942 |
| 80 |
2,316.9 |
1,545.3 |
771.6 |
34.6% |
51.4 |
2.3% |
89% |
False |
False |
132,046 |
| 100 |
2,316.9 |
1,515.9 |
801.0 |
35.9% |
47.8 |
2.1% |
89% |
False |
False |
105,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,512.7 |
|
2.618 |
2,423.9 |
|
1.618 |
2,369.5 |
|
1.000 |
2,335.9 |
|
0.618 |
2,315.1 |
|
HIGH |
2,281.5 |
|
0.618 |
2,260.7 |
|
0.500 |
2,254.3 |
|
0.382 |
2,247.9 |
|
LOW |
2,227.1 |
|
0.618 |
2,193.5 |
|
1.000 |
2,172.7 |
|
1.618 |
2,139.1 |
|
2.618 |
2,084.7 |
|
4.250 |
1,995.9 |
|
|
| Fisher Pivots for day following 02-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,254.3 |
2,226.3 |
| PP |
2,245.9 |
2,223.6 |
| S1 |
2,237.5 |
2,220.8 |
|