Trading Metrics calculated at close of trading on 01-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2021 |
01-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
1,770.9 |
1,732.8 |
-38.1 |
-2.2% |
1,782.0 |
High |
1,773.8 |
1,757.4 |
-16.4 |
-0.9% |
1,815.2 |
Low |
1,714.9 |
1,717.2 |
2.3 |
0.1% |
1,714.9 |
Close |
1,728.8 |
1,723.0 |
-5.8 |
-0.3% |
1,728.8 |
Range |
58.9 |
40.2 |
-18.7 |
-31.7% |
100.3 |
ATR |
32.2 |
32.8 |
0.6 |
1.8% |
0.0 |
Volume |
362,549 |
241,917 |
-120,632 |
-33.3% |
1,315,206 |
|
Daily Pivots for day following 01-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,853.1 |
1,828.3 |
1,745.1 |
|
R3 |
1,812.9 |
1,788.1 |
1,734.1 |
|
R2 |
1,772.7 |
1,772.7 |
1,730.4 |
|
R1 |
1,747.9 |
1,747.9 |
1,726.7 |
1,740.2 |
PP |
1,732.5 |
1,732.5 |
1,732.5 |
1,728.7 |
S1 |
1,707.7 |
1,707.7 |
1,719.3 |
1,700.0 |
S2 |
1,692.3 |
1,692.3 |
1,715.6 |
|
S3 |
1,652.1 |
1,667.5 |
1,711.9 |
|
S4 |
1,611.9 |
1,627.3 |
1,700.9 |
|
|
Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,053.9 |
1,991.6 |
1,784.0 |
|
R3 |
1,953.6 |
1,891.3 |
1,756.4 |
|
R2 |
1,853.3 |
1,853.3 |
1,747.2 |
|
R1 |
1,791.0 |
1,791.0 |
1,738.0 |
1,772.0 |
PP |
1,753.0 |
1,753.0 |
1,753.0 |
1,743.5 |
S1 |
1,690.7 |
1,690.7 |
1,719.6 |
1,671.7 |
S2 |
1,652.7 |
1,652.7 |
1,710.4 |
|
S3 |
1,552.4 |
1,590.4 |
1,701.2 |
|
S4 |
1,452.1 |
1,490.1 |
1,673.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,815.2 |
1,714.9 |
100.3 |
5.8% |
38.3 |
2.2% |
8% |
False |
False |
267,185 |
10 |
1,827.1 |
1,714.9 |
112.2 |
6.5% |
34.5 |
2.0% |
7% |
False |
False |
264,693 |
20 |
1,876.0 |
1,714.9 |
161.1 |
9.3% |
31.0 |
1.8% |
5% |
False |
False |
228,744 |
40 |
1,966.8 |
1,714.9 |
251.9 |
14.6% |
32.0 |
1.9% |
3% |
False |
False |
154,262 |
60 |
1,966.8 |
1,714.9 |
251.9 |
14.6% |
30.0 |
1.7% |
3% |
False |
False |
104,286 |
80 |
1,978.2 |
1,714.9 |
263.3 |
15.3% |
30.9 |
1.8% |
3% |
False |
False |
79,866 |
100 |
1,978.2 |
1,714.9 |
263.3 |
15.3% |
29.7 |
1.7% |
3% |
False |
False |
64,378 |
120 |
1,996.8 |
1,714.9 |
281.9 |
16.4% |
29.6 |
1.7% |
3% |
False |
False |
53,816 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,928.3 |
2.618 |
1,862.6 |
1.618 |
1,822.4 |
1.000 |
1,797.6 |
0.618 |
1,782.2 |
HIGH |
1,757.4 |
0.618 |
1,742.0 |
0.500 |
1,737.3 |
0.382 |
1,732.6 |
LOW |
1,717.2 |
0.618 |
1,692.4 |
1.000 |
1,677.0 |
1.618 |
1,652.2 |
2.618 |
1,612.0 |
4.250 |
1,546.4 |
|
|
Fisher Pivots for day following 01-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,737.3 |
1,760.0 |
PP |
1,732.5 |
1,747.6 |
S1 |
1,727.8 |
1,735.3 |
|