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 |
1,695.3 |
1,701.6 |
6.3 |
0.4% |
1,732.8 |
High |
1,705.7 |
1,712.0 |
6.3 |
0.4% |
1,757.4 |
Low |
1,683.0 |
1,673.3 |
-9.7 |
-0.6% |
1,683.0 |
Close |
1,698.5 |
1,678.0 |
-20.5 |
-1.2% |
1,698.5 |
Range |
22.7 |
38.7 |
16.0 |
70.5% |
74.4 |
ATR |
32.6 |
33.0 |
0.4 |
1.3% |
0.0 |
Volume |
269,333 |
273,905 |
4,572 |
1.7% |
1,280,316 |
|
Daily Pivots for day following 08-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,803.9 |
1,779.6 |
1,699.3 |
|
R3 |
1,765.2 |
1,740.9 |
1,688.6 |
|
R2 |
1,726.5 |
1,726.5 |
1,685.1 |
|
R1 |
1,702.2 |
1,702.2 |
1,681.5 |
1,695.0 |
PP |
1,687.8 |
1,687.8 |
1,687.8 |
1,684.2 |
S1 |
1,663.5 |
1,663.5 |
1,674.5 |
1,656.3 |
S2 |
1,649.1 |
1,649.1 |
1,670.9 |
|
S3 |
1,610.4 |
1,624.8 |
1,667.4 |
|
S4 |
1,571.7 |
1,586.1 |
1,656.7 |
|
|
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 |
1,739.1 |
1,673.3 |
65.8 |
3.9% |
33.7 |
2.0% |
7% |
False |
True |
262,460 |
10 |
1,815.2 |
1,673.3 |
141.9 |
8.5% |
36.0 |
2.1% |
3% |
False |
True |
264,822 |
20 |
1,856.6 |
1,673.3 |
183.3 |
10.9% |
31.8 |
1.9% |
3% |
False |
True |
239,327 |
40 |
1,922.3 |
1,673.3 |
249.0 |
14.8% |
32.3 |
1.9% |
2% |
False |
True |
185,295 |
60 |
1,966.8 |
1,673.3 |
293.5 |
17.5% |
30.7 |
1.8% |
2% |
False |
True |
125,687 |
80 |
1,966.8 |
1,673.3 |
293.5 |
17.5% |
29.9 |
1.8% |
2% |
False |
True |
95,824 |
100 |
1,978.2 |
1,673.3 |
304.9 |
18.2% |
30.0 |
1.8% |
2% |
False |
True |
77,332 |
120 |
1,996.8 |
1,673.3 |
323.5 |
19.3% |
29.9 |
1.8% |
1% |
False |
True |
64,715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,876.5 |
2.618 |
1,813.3 |
1.618 |
1,774.6 |
1.000 |
1,750.7 |
0.618 |
1,735.9 |
HIGH |
1,712.0 |
0.618 |
1,697.2 |
0.500 |
1,692.7 |
0.382 |
1,688.1 |
LOW |
1,673.3 |
0.618 |
1,649.4 |
1.000 |
1,634.6 |
1.618 |
1,610.7 |
2.618 |
1,572.0 |
4.250 |
1,508.8 |
|
|
Fisher Pivots for day following 08-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,692.7 |
1,697.5 |
PP |
1,687.8 |
1,691.0 |
S1 |
1,682.9 |
1,684.5 |
|