| Trading Metrics calculated at close of trading on 08-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2021 |
08-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
2,148.0 |
2,201.0 |
53.0 |
2.5% |
2,203.7 |
| High |
2,194.7 |
2,235.8 |
41.1 |
1.9% |
2,281.5 |
| Low |
2,084.4 |
2,161.0 |
76.6 |
3.7% |
2,084.4 |
| Close |
2,189.7 |
2,200.8 |
11.1 |
0.5% |
2,189.7 |
| Range |
110.3 |
74.8 |
-35.5 |
-32.2% |
197.1 |
| ATR |
69.7 |
70.0 |
0.4 |
0.5% |
0.0 |
| Volume |
343,140 |
221,028 |
-122,112 |
-35.6% |
1,235,524 |
|
| Daily Pivots for day following 08-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,423.6 |
2,387.0 |
2,241.9 |
|
| R3 |
2,348.8 |
2,312.2 |
2,221.4 |
|
| R2 |
2,274.0 |
2,274.0 |
2,214.5 |
|
| R1 |
2,237.4 |
2,237.4 |
2,207.7 |
2,218.3 |
| PP |
2,199.2 |
2,199.2 |
2,199.2 |
2,189.7 |
| S1 |
2,162.6 |
2,162.6 |
2,193.9 |
2,143.5 |
| S2 |
2,124.4 |
2,124.4 |
2,187.1 |
|
| S3 |
2,049.6 |
2,087.8 |
2,180.2 |
|
| S4 |
1,974.8 |
2,013.0 |
2,159.7 |
|
|
| 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% |
83.7 |
3.8% |
59% |
False |
False |
255,590 |
| 10 |
2,302.7 |
2,084.4 |
218.3 |
9.9% |
86.6 |
3.9% |
53% |
False |
False |
248,696 |
| 20 |
2,316.9 |
2,084.4 |
232.5 |
10.6% |
69.1 |
3.1% |
50% |
False |
False |
217,779 |
| 40 |
2,316.9 |
2,028.6 |
288.3 |
13.1% |
59.9 |
2.7% |
60% |
False |
False |
203,895 |
| 60 |
2,316.9 |
1,878.1 |
438.8 |
19.9% |
56.2 |
2.6% |
74% |
False |
False |
194,034 |
| 80 |
2,316.9 |
1,689.3 |
627.6 |
28.5% |
51.7 |
2.4% |
82% |
False |
False |
145,725 |
| 100 |
2,316.9 |
1,515.9 |
801.0 |
36.4% |
50.3 |
2.3% |
86% |
False |
False |
116,604 |
| 120 |
2,316.9 |
1,424.4 |
892.5 |
40.6% |
47.9 |
2.2% |
87% |
False |
False |
97,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,553.7 |
|
2.618 |
2,431.6 |
|
1.618 |
2,356.8 |
|
1.000 |
2,310.6 |
|
0.618 |
2,282.0 |
|
HIGH |
2,235.8 |
|
0.618 |
2,207.2 |
|
0.500 |
2,198.4 |
|
0.382 |
2,189.6 |
|
LOW |
2,161.0 |
|
0.618 |
2,114.8 |
|
1.000 |
2,086.2 |
|
1.618 |
2,040.0 |
|
2.618 |
1,965.2 |
|
4.250 |
1,843.1 |
|
|
| Fisher Pivots for day following 08-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,200.0 |
2,187.2 |
| PP |
2,199.2 |
2,173.7 |
| S1 |
2,198.4 |
2,160.1 |
|