| 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 |
1,771.5 |
1,735.4 |
-36.1 |
-2.0% |
1,785.8 |
| High |
1,775.6 |
1,759.9 |
-15.7 |
-0.9% |
1,817.6 |
| Low |
1,718.1 |
1,720.2 |
2.1 |
0.1% |
1,718.1 |
| Close |
1,731.6 |
1,725.8 |
-5.8 |
-0.3% |
1,731.6 |
| Range |
57.5 |
39.7 |
-17.8 |
-31.0% |
99.5 |
| ATR |
31.4 |
32.0 |
0.6 |
1.9% |
0.0 |
| Volume |
16,639 |
10,641 |
-5,998 |
-36.0% |
43,851 |
|
| Daily Pivots for day following 01-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,854.4 |
1,829.8 |
1,747.6 |
|
| R3 |
1,814.7 |
1,790.1 |
1,736.7 |
|
| R2 |
1,775.0 |
1,775.0 |
1,733.1 |
|
| R1 |
1,750.4 |
1,750.4 |
1,729.4 |
1,742.9 |
| PP |
1,735.3 |
1,735.3 |
1,735.3 |
1,731.5 |
| S1 |
1,710.7 |
1,710.7 |
1,722.2 |
1,703.2 |
| S2 |
1,695.6 |
1,695.6 |
1,718.5 |
|
| S3 |
1,655.9 |
1,671.0 |
1,714.9 |
|
| S4 |
1,616.2 |
1,631.3 |
1,704.0 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,054.3 |
1,992.4 |
1,786.3 |
|
| R3 |
1,954.8 |
1,892.9 |
1,759.0 |
|
| R2 |
1,855.3 |
1,855.3 |
1,749.8 |
|
| R1 |
1,793.4 |
1,793.4 |
1,740.7 |
1,774.6 |
| PP |
1,755.8 |
1,755.8 |
1,755.8 |
1,746.4 |
| S1 |
1,693.9 |
1,693.9 |
1,722.5 |
1,675.1 |
| S2 |
1,656.3 |
1,656.3 |
1,713.4 |
|
| S3 |
1,556.8 |
1,594.4 |
1,704.2 |
|
| S4 |
1,457.3 |
1,494.9 |
1,676.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,817.6 |
1,718.1 |
99.5 |
5.8% |
37.4 |
2.2% |
8% |
False |
False |
9,677 |
| 10 |
1,829.9 |
1,718.1 |
111.8 |
6.5% |
33.6 |
1.9% |
7% |
False |
False |
8,272 |
| 20 |
1,877.8 |
1,718.1 |
159.7 |
9.3% |
30.0 |
1.7% |
5% |
False |
False |
7,362 |
| 40 |
1,969.3 |
1,718.1 |
251.2 |
14.6% |
31.0 |
1.8% |
3% |
False |
False |
6,907 |
| 60 |
1,969.3 |
1,718.1 |
251.2 |
14.6% |
29.0 |
1.7% |
3% |
False |
False |
5,326 |
| 80 |
1,983.0 |
1,718.1 |
264.9 |
15.3% |
30.1 |
1.7% |
3% |
False |
False |
4,641 |
| 100 |
1,983.0 |
1,718.1 |
264.9 |
15.3% |
28.9 |
1.7% |
3% |
False |
False |
4,058 |
| 120 |
1,997.0 |
1,718.1 |
278.9 |
16.2% |
28.5 |
1.7% |
3% |
False |
False |
3,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,928.6 |
|
2.618 |
1,863.8 |
|
1.618 |
1,824.1 |
|
1.000 |
1,799.6 |
|
0.618 |
1,784.4 |
|
HIGH |
1,759.9 |
|
0.618 |
1,744.7 |
|
0.500 |
1,740.1 |
|
0.382 |
1,735.4 |
|
LOW |
1,720.2 |
|
0.618 |
1,695.7 |
|
1.000 |
1,680.5 |
|
1.618 |
1,656.0 |
|
2.618 |
1,616.3 |
|
4.250 |
1,551.5 |
|
|
| Fisher Pivots for day following 01-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,740.1 |
1,762.5 |
| PP |
1,735.3 |
1,750.3 |
| S1 |
1,730.6 |
1,738.0 |
|