| 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 |
2,232.3 |
2,205.4 |
-26.9 |
-1.2% |
2,264.9 |
| High |
2,266.8 |
2,220.0 |
-46.8 |
-2.1% |
2,302.7 |
| Low |
2,201.5 |
2,106.3 |
-95.2 |
-4.3% |
2,160.1 |
| Close |
2,205.8 |
2,144.5 |
-61.3 |
-2.8% |
2,199.2 |
| Range |
65.3 |
113.7 |
48.4 |
74.1% |
142.6 |
| ATR |
62.9 |
66.5 |
3.6 |
5.8% |
0.0 |
| Volume |
223,310 |
308,094 |
84,784 |
38.0% |
1,215,889 |
|
| Daily Pivots for day following 04-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,498.0 |
2,435.0 |
2,207.0 |
|
| R3 |
2,384.3 |
2,321.3 |
2,175.8 |
|
| R2 |
2,270.6 |
2,270.6 |
2,165.3 |
|
| R1 |
2,207.6 |
2,207.6 |
2,154.9 |
2,182.3 |
| PP |
2,156.9 |
2,156.9 |
2,156.9 |
2,144.3 |
| S1 |
2,093.9 |
2,093.9 |
2,134.1 |
2,068.6 |
| S2 |
2,043.2 |
2,043.2 |
2,123.7 |
|
| S3 |
1,929.5 |
1,980.2 |
2,113.2 |
|
| S4 |
1,815.8 |
1,866.5 |
2,082.0 |
|
|
| 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 |
2,281.5 |
2,106.3 |
175.2 |
8.2% |
78.7 |
3.7% |
22% |
False |
True |
237,802 |
| 10 |
2,302.7 |
2,106.3 |
196.4 |
9.2% |
79.9 |
3.7% |
19% |
False |
True |
230,072 |
| 20 |
2,316.9 |
2,106.3 |
210.6 |
9.8% |
64.6 |
3.0% |
18% |
False |
True |
206,547 |
| 40 |
2,316.9 |
1,971.0 |
345.9 |
16.1% |
59.2 |
2.8% |
50% |
False |
False |
202,362 |
| 60 |
2,316.9 |
1,873.1 |
443.8 |
20.7% |
54.3 |
2.5% |
61% |
False |
False |
184,763 |
| 80 |
2,316.9 |
1,634.8 |
682.1 |
31.8% |
51.7 |
2.4% |
75% |
False |
False |
138,684 |
| 100 |
2,316.9 |
1,515.9 |
801.0 |
37.4% |
48.8 |
2.3% |
78% |
False |
False |
110,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,703.2 |
|
2.618 |
2,517.7 |
|
1.618 |
2,404.0 |
|
1.000 |
2,333.7 |
|
0.618 |
2,290.3 |
|
HIGH |
2,220.0 |
|
0.618 |
2,176.6 |
|
0.500 |
2,163.2 |
|
0.382 |
2,149.7 |
|
LOW |
2,106.3 |
|
0.618 |
2,036.0 |
|
1.000 |
1,992.6 |
|
1.618 |
1,922.3 |
|
2.618 |
1,808.6 |
|
4.250 |
1,623.1 |
|
|
| Fisher Pivots for day following 04-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,163.2 |
2,193.9 |
| PP |
2,156.9 |
2,177.4 |
| S1 |
2,150.7 |
2,161.0 |
|