| Trading Metrics calculated at close of trading on 05-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2021 |
05-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
2,205.4 |
2,148.0 |
-57.4 |
-2.6% |
2,203.7 |
| High |
2,220.0 |
2,194.7 |
-25.3 |
-1.1% |
2,281.5 |
| Low |
2,106.3 |
2,084.4 |
-21.9 |
-1.0% |
2,084.4 |
| Close |
2,144.5 |
2,189.7 |
45.2 |
2.1% |
2,189.7 |
| Range |
113.7 |
110.3 |
-3.4 |
-3.0% |
197.1 |
| ATR |
66.5 |
69.7 |
3.1 |
4.7% |
0.0 |
| Volume |
308,094 |
343,140 |
35,046 |
11.4% |
1,235,524 |
|
| Daily Pivots for day following 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,487.2 |
2,448.7 |
2,250.4 |
|
| R3 |
2,376.9 |
2,338.4 |
2,220.0 |
|
| R2 |
2,266.6 |
2,266.6 |
2,209.9 |
|
| R1 |
2,228.1 |
2,228.1 |
2,199.8 |
2,247.4 |
| PP |
2,156.3 |
2,156.3 |
2,156.3 |
2,165.9 |
| S1 |
2,117.8 |
2,117.8 |
2,179.6 |
2,137.1 |
| S2 |
2,046.0 |
2,046.0 |
2,169.5 |
|
| S3 |
1,935.7 |
2,007.5 |
2,159.4 |
|
| S4 |
1,825.4 |
1,897.2 |
2,129.0 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,776.5 |
2,680.2 |
2,298.1 |
|
| R3 |
2,579.4 |
2,483.1 |
2,243.9 |
|
| R2 |
2,382.3 |
2,382.3 |
2,225.8 |
|
| R1 |
2,286.0 |
2,286.0 |
2,207.8 |
2,235.6 |
| PP |
2,185.2 |
2,185.2 |
2,185.2 |
2,160.0 |
| S1 |
2,088.9 |
2,088.9 |
2,171.6 |
2,038.5 |
| S2 |
1,988.1 |
1,988.1 |
2,153.6 |
|
| S3 |
1,791.0 |
1,891.8 |
2,135.5 |
|
| S4 |
1,593.9 |
1,694.7 |
2,081.3 |
|
|
| 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 |
2,084.4 |
197.1 |
9.0% |
85.6 |
3.9% |
53% |
False |
True |
247,104 |
| 10 |
2,302.7 |
2,084.4 |
218.3 |
10.0% |
83.7 |
3.8% |
48% |
False |
True |
245,141 |
| 20 |
2,316.9 |
2,084.4 |
232.5 |
10.6% |
67.2 |
3.1% |
45% |
False |
True |
216,092 |
| 40 |
2,316.9 |
2,028.6 |
288.3 |
13.2% |
59.2 |
2.7% |
56% |
False |
False |
202,409 |
| 60 |
2,316.9 |
1,873.4 |
443.5 |
20.3% |
55.7 |
2.5% |
71% |
False |
False |
190,434 |
| 80 |
2,316.9 |
1,654.8 |
662.1 |
30.2% |
52.7 |
2.4% |
81% |
False |
False |
142,972 |
| 100 |
2,316.9 |
1,515.9 |
801.0 |
36.6% |
49.8 |
2.3% |
84% |
False |
False |
114,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,663.5 |
|
2.618 |
2,483.5 |
|
1.618 |
2,373.2 |
|
1.000 |
2,305.0 |
|
0.618 |
2,262.9 |
|
HIGH |
2,194.7 |
|
0.618 |
2,152.6 |
|
0.500 |
2,139.6 |
|
0.382 |
2,126.5 |
|
LOW |
2,084.4 |
|
0.618 |
2,016.2 |
|
1.000 |
1,974.1 |
|
1.618 |
1,905.9 |
|
2.618 |
1,795.6 |
|
4.250 |
1,615.6 |
|
|
| Fisher Pivots for day following 05-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,173.0 |
2,185.0 |
| PP |
2,156.3 |
2,180.3 |
| S1 |
2,139.6 |
2,175.6 |
|