| Trading Metrics calculated at close of trading on 03-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2021 |
03-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
2,279.9 |
2,232.3 |
-47.6 |
-2.1% |
2,264.9 |
| High |
2,281.5 |
2,266.8 |
-14.7 |
-0.6% |
2,302.7 |
| Low |
2,227.1 |
2,201.5 |
-25.6 |
-1.1% |
2,160.1 |
| Close |
2,229.1 |
2,205.8 |
-23.3 |
-1.0% |
2,199.2 |
| Range |
54.4 |
65.3 |
10.9 |
20.0% |
142.6 |
| ATR |
62.7 |
62.9 |
0.2 |
0.3% |
0.0 |
| Volume |
182,382 |
223,310 |
40,928 |
22.4% |
1,215,889 |
|
| Daily Pivots for day following 03-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,420.6 |
2,378.5 |
2,241.7 |
|
| R3 |
2,355.3 |
2,313.2 |
2,223.8 |
|
| R2 |
2,290.0 |
2,290.0 |
2,217.8 |
|
| R1 |
2,247.9 |
2,247.9 |
2,211.8 |
2,236.3 |
| PP |
2,224.7 |
2,224.7 |
2,224.7 |
2,218.9 |
| S1 |
2,182.6 |
2,182.6 |
2,199.8 |
2,171.0 |
| S2 |
2,159.4 |
2,159.4 |
2,193.8 |
|
| S3 |
2,094.1 |
2,117.3 |
2,187.8 |
|
| S4 |
2,028.8 |
2,052.0 |
2,169.9 |
|
|
| 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 |
6.5% |
78.1 |
3.5% |
32% |
False |
False |
231,116 |
| 10 |
2,302.7 |
2,160.1 |
142.6 |
6.5% |
74.1 |
3.4% |
32% |
False |
False |
217,161 |
| 20 |
2,316.9 |
2,127.7 |
189.2 |
8.6% |
60.5 |
2.7% |
41% |
False |
False |
198,721 |
| 40 |
2,316.9 |
1,932.9 |
384.0 |
17.4% |
57.8 |
2.6% |
71% |
False |
False |
198,444 |
| 60 |
2,316.9 |
1,846.1 |
470.8 |
21.3% |
53.1 |
2.4% |
76% |
False |
False |
179,643 |
| 80 |
2,316.9 |
1,595.5 |
721.4 |
32.7% |
51.1 |
2.3% |
85% |
False |
False |
134,835 |
| 100 |
2,316.9 |
1,515.9 |
801.0 |
36.3% |
47.9 |
2.2% |
86% |
False |
False |
107,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,544.3 |
|
2.618 |
2,437.8 |
|
1.618 |
2,372.5 |
|
1.000 |
2,332.1 |
|
0.618 |
2,307.2 |
|
HIGH |
2,266.8 |
|
0.618 |
2,241.9 |
|
0.500 |
2,234.2 |
|
0.382 |
2,226.4 |
|
LOW |
2,201.5 |
|
0.618 |
2,161.1 |
|
1.000 |
2,136.2 |
|
1.618 |
2,095.8 |
|
2.618 |
2,030.5 |
|
4.250 |
1,924.0 |
|
|
| Fisher Pivots for day following 03-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,234.2 |
2,239.0 |
| PP |
2,224.7 |
2,227.9 |
| S1 |
2,215.3 |
2,216.9 |
|