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 |
1,722.8 |
1,736.5 |
13.7 |
0.8% |
1,782.0 |
High |
1,737.8 |
1,739.1 |
1.3 |
0.1% |
1,815.2 |
Low |
1,704.6 |
1,699.4 |
-5.2 |
-0.3% |
1,714.9 |
Close |
1,733.6 |
1,715.8 |
-17.8 |
-1.0% |
1,728.8 |
Range |
33.2 |
39.7 |
6.5 |
19.6% |
100.3 |
ATR |
32.8 |
33.3 |
0.5 |
1.5% |
0.0 |
Volume |
235,964 |
255,653 |
19,689 |
8.3% |
1,315,206 |
|
Daily Pivots for day following 03-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,837.2 |
1,816.2 |
1,737.6 |
|
R3 |
1,797.5 |
1,776.5 |
1,726.7 |
|
R2 |
1,757.8 |
1,757.8 |
1,723.1 |
|
R1 |
1,736.8 |
1,736.8 |
1,719.4 |
1,727.5 |
PP |
1,718.1 |
1,718.1 |
1,718.1 |
1,713.4 |
S1 |
1,697.1 |
1,697.1 |
1,712.2 |
1,687.8 |
S2 |
1,678.4 |
1,678.4 |
1,708.5 |
|
S3 |
1,638.7 |
1,657.4 |
1,704.9 |
|
S4 |
1,599.0 |
1,617.7 |
1,694.0 |
|
|
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 |
1,805.0 |
1,699.4 |
105.6 |
6.2% |
42.6 |
2.5% |
16% |
False |
True |
282,467 |
10 |
1,815.2 |
1,699.4 |
115.8 |
6.7% |
35.3 |
2.1% |
14% |
False |
True |
252,529 |
20 |
1,856.6 |
1,699.4 |
157.2 |
9.2% |
31.6 |
1.8% |
10% |
False |
True |
229,423 |
40 |
1,966.8 |
1,699.4 |
267.4 |
15.6% |
32.4 |
1.9% |
6% |
False |
True |
165,999 |
60 |
1,966.8 |
1,699.4 |
267.4 |
15.6% |
30.5 |
1.8% |
6% |
False |
True |
112,294 |
80 |
1,978.2 |
1,699.4 |
278.8 |
16.2% |
31.1 |
1.8% |
6% |
False |
True |
85,902 |
100 |
1,978.2 |
1,699.4 |
278.8 |
16.2% |
29.8 |
1.7% |
6% |
False |
True |
69,233 |
120 |
1,996.8 |
1,699.4 |
297.4 |
17.3% |
29.7 |
1.7% |
6% |
False |
True |
57,894 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,907.8 |
2.618 |
1,843.0 |
1.618 |
1,803.3 |
1.000 |
1,778.8 |
0.618 |
1,763.6 |
HIGH |
1,739.1 |
0.618 |
1,723.9 |
0.500 |
1,719.3 |
0.382 |
1,714.6 |
LOW |
1,699.4 |
0.618 |
1,674.9 |
1.000 |
1,659.7 |
1.618 |
1,635.2 |
2.618 |
1,595.5 |
4.250 |
1,530.7 |
|
|
Fisher Pivots for day following 03-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,719.3 |
1,728.4 |
PP |
1,718.1 |
1,724.2 |
S1 |
1,717.0 |
1,720.0 |
|