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 |
1,736.5 |
1,708.4 |
-28.1 |
-1.6% |
1,782.0 |
High |
1,739.1 |
1,721.6 |
-17.5 |
-1.0% |
1,815.2 |
Low |
1,699.4 |
1,687.6 |
-11.8 |
-0.7% |
1,714.9 |
Close |
1,715.8 |
1,700.7 |
-15.1 |
-0.9% |
1,728.8 |
Range |
39.7 |
34.0 |
-5.7 |
-14.4% |
100.3 |
ATR |
33.3 |
33.4 |
0.0 |
0.1% |
0.0 |
Volume |
255,653 |
277,449 |
21,796 |
8.5% |
1,315,206 |
|
Daily Pivots for day following 04-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,805.3 |
1,787.0 |
1,719.4 |
|
R3 |
1,771.3 |
1,753.0 |
1,710.1 |
|
R2 |
1,737.3 |
1,737.3 |
1,706.9 |
|
R1 |
1,719.0 |
1,719.0 |
1,703.8 |
1,711.2 |
PP |
1,703.3 |
1,703.3 |
1,703.3 |
1,699.4 |
S1 |
1,685.0 |
1,685.0 |
1,697.6 |
1,677.2 |
S2 |
1,669.3 |
1,669.3 |
1,694.5 |
|
S3 |
1,635.3 |
1,651.0 |
1,691.4 |
|
S4 |
1,601.3 |
1,617.0 |
1,682.0 |
|
|
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 |
1,773.8 |
1,687.6 |
86.2 |
5.1% |
41.2 |
2.4% |
15% |
False |
True |
274,706 |
10 |
1,815.2 |
1,687.6 |
127.6 |
7.5% |
36.4 |
2.1% |
10% |
False |
True |
257,797 |
20 |
1,856.6 |
1,687.6 |
169.0 |
9.9% |
32.5 |
1.9% |
8% |
False |
True |
236,434 |
40 |
1,966.8 |
1,687.6 |
279.2 |
16.4% |
32.8 |
1.9% |
5% |
False |
True |
172,618 |
60 |
1,966.8 |
1,687.6 |
279.2 |
16.4% |
30.7 |
1.8% |
5% |
False |
True |
116,837 |
80 |
1,978.2 |
1,687.6 |
290.6 |
17.1% |
30.9 |
1.8% |
5% |
False |
True |
89,267 |
100 |
1,978.2 |
1,687.6 |
290.6 |
17.1% |
29.9 |
1.8% |
5% |
False |
True |
71,964 |
120 |
1,996.8 |
1,687.6 |
309.2 |
18.2% |
29.8 |
1.7% |
4% |
False |
True |
60,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,866.1 |
2.618 |
1,810.6 |
1.618 |
1,776.6 |
1.000 |
1,755.6 |
0.618 |
1,742.6 |
HIGH |
1,721.6 |
0.618 |
1,708.6 |
0.500 |
1,704.6 |
0.382 |
1,700.6 |
LOW |
1,687.6 |
0.618 |
1,666.6 |
1.000 |
1,653.6 |
1.618 |
1,632.6 |
2.618 |
1,598.6 |
4.250 |
1,543.1 |
|
|
Fisher Pivots for day following 04-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,704.6 |
1,713.4 |
PP |
1,703.3 |
1,709.1 |
S1 |
1,702.0 |
1,704.9 |
|