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 |
1,708.4 |
1,695.3 |
-13.1 |
-0.8% |
1,732.8 |
High |
1,721.6 |
1,705.7 |
-15.9 |
-0.9% |
1,757.4 |
Low |
1,687.6 |
1,683.0 |
-4.6 |
-0.3% |
1,683.0 |
Close |
1,700.7 |
1,698.5 |
-2.2 |
-0.1% |
1,698.5 |
Range |
34.0 |
22.7 |
-11.3 |
-33.2% |
74.4 |
ATR |
33.4 |
32.6 |
-0.8 |
-2.3% |
0.0 |
Volume |
277,449 |
269,333 |
-8,116 |
-2.9% |
1,280,316 |
|
Daily Pivots for day following 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,763.8 |
1,753.9 |
1,711.0 |
|
R3 |
1,741.1 |
1,731.2 |
1,704.7 |
|
R2 |
1,718.4 |
1,718.4 |
1,702.7 |
|
R1 |
1,708.5 |
1,708.5 |
1,700.6 |
1,713.5 |
PP |
1,695.7 |
1,695.7 |
1,695.7 |
1,698.2 |
S1 |
1,685.8 |
1,685.8 |
1,696.4 |
1,690.8 |
S2 |
1,673.0 |
1,673.0 |
1,694.3 |
|
S3 |
1,650.3 |
1,663.1 |
1,692.3 |
|
S4 |
1,627.6 |
1,640.4 |
1,686.0 |
|
|
Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,936.2 |
1,891.7 |
1,739.4 |
|
R3 |
1,861.8 |
1,817.3 |
1,719.0 |
|
R2 |
1,787.4 |
1,787.4 |
1,712.1 |
|
R1 |
1,742.9 |
1,742.9 |
1,705.3 |
1,728.0 |
PP |
1,713.0 |
1,713.0 |
1,713.0 |
1,705.5 |
S1 |
1,668.5 |
1,668.5 |
1,691.7 |
1,653.6 |
S2 |
1,638.6 |
1,638.6 |
1,684.9 |
|
S3 |
1,564.2 |
1,594.1 |
1,678.0 |
|
S4 |
1,489.8 |
1,519.7 |
1,657.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,757.4 |
1,683.0 |
74.4 |
4.4% |
34.0 |
2.0% |
21% |
False |
True |
256,063 |
10 |
1,815.2 |
1,683.0 |
132.2 |
7.8% |
35.5 |
2.1% |
12% |
False |
True |
259,552 |
20 |
1,856.6 |
1,683.0 |
173.6 |
10.2% |
31.1 |
1.8% |
9% |
False |
True |
235,920 |
40 |
1,933.8 |
1,683.0 |
250.8 |
14.8% |
31.9 |
1.9% |
6% |
False |
True |
178,713 |
60 |
1,966.8 |
1,683.0 |
283.8 |
16.7% |
30.3 |
1.8% |
5% |
False |
True |
121,191 |
80 |
1,978.2 |
1,683.0 |
295.2 |
17.4% |
30.9 |
1.8% |
5% |
False |
True |
92,557 |
100 |
1,978.2 |
1,683.0 |
295.2 |
17.4% |
29.8 |
1.8% |
5% |
False |
True |
74,621 |
120 |
1,996.8 |
1,683.0 |
313.8 |
18.5% |
29.8 |
1.8% |
5% |
False |
True |
62,439 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,802.2 |
2.618 |
1,765.1 |
1.618 |
1,742.4 |
1.000 |
1,728.4 |
0.618 |
1,719.7 |
HIGH |
1,705.7 |
0.618 |
1,697.0 |
0.500 |
1,694.4 |
0.382 |
1,691.7 |
LOW |
1,683.0 |
0.618 |
1,669.0 |
1.000 |
1,660.3 |
1.618 |
1,646.3 |
2.618 |
1,623.6 |
4.250 |
1,586.5 |
|
|
Fisher Pivots for day following 05-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,697.1 |
1,711.1 |
PP |
1,695.7 |
1,706.9 |
S1 |
1,694.4 |
1,702.7 |
|