Trading Metrics calculated at close of trading on 02-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2021 |
02-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
1,735.4 |
1,724.5 |
-10.9 |
-0.6% |
1,785.8 |
High |
1,759.9 |
1,740.1 |
-19.8 |
-1.1% |
1,817.6 |
Low |
1,720.2 |
1,707.8 |
-12.4 |
-0.7% |
1,718.1 |
Close |
1,725.8 |
1,736.5 |
10.7 |
0.6% |
1,731.6 |
Range |
39.7 |
32.3 |
-7.4 |
-18.6% |
99.5 |
ATR |
32.0 |
32.0 |
0.0 |
0.1% |
0.0 |
Volume |
10,641 |
11,026 |
385 |
3.6% |
43,851 |
|
Daily Pivots for day following 02-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,825.0 |
1,813.1 |
1,754.3 |
|
R3 |
1,792.7 |
1,780.8 |
1,745.4 |
|
R2 |
1,760.4 |
1,760.4 |
1,742.4 |
|
R1 |
1,748.5 |
1,748.5 |
1,739.5 |
1,754.5 |
PP |
1,728.1 |
1,728.1 |
1,728.1 |
1,731.1 |
S1 |
1,716.2 |
1,716.2 |
1,733.5 |
1,722.2 |
S2 |
1,695.8 |
1,695.8 |
1,730.6 |
|
S3 |
1,663.5 |
1,683.9 |
1,727.6 |
|
S4 |
1,631.2 |
1,651.6 |
1,718.7 |
|
|
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 |
1,815.0 |
1,707.8 |
107.2 |
6.2% |
39.9 |
2.3% |
27% |
False |
True |
10,776 |
10 |
1,817.6 |
1,707.8 |
109.8 |
6.3% |
33.0 |
1.9% |
26% |
False |
True |
8,732 |
20 |
1,867.6 |
1,707.8 |
159.8 |
9.2% |
30.4 |
1.8% |
18% |
False |
True |
7,081 |
40 |
1,969.3 |
1,707.8 |
261.5 |
15.1% |
31.5 |
1.8% |
11% |
False |
True |
7,146 |
60 |
1,969.3 |
1,707.8 |
261.5 |
15.1% |
29.2 |
1.7% |
11% |
False |
True |
5,472 |
80 |
1,983.0 |
1,707.8 |
275.2 |
15.8% |
30.2 |
1.7% |
10% |
False |
True |
4,759 |
100 |
1,983.0 |
1,707.8 |
275.2 |
15.8% |
28.8 |
1.7% |
10% |
False |
True |
4,154 |
120 |
1,997.0 |
1,707.8 |
289.2 |
16.7% |
28.5 |
1.6% |
10% |
False |
True |
3,559 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,877.4 |
2.618 |
1,824.7 |
1.618 |
1,792.4 |
1.000 |
1,772.4 |
0.618 |
1,760.1 |
HIGH |
1,740.1 |
0.618 |
1,727.8 |
0.500 |
1,724.0 |
0.382 |
1,720.1 |
LOW |
1,707.8 |
0.618 |
1,687.8 |
1.000 |
1,675.5 |
1.618 |
1,655.5 |
2.618 |
1,623.2 |
4.250 |
1,570.5 |
|
|
Fisher Pivots for day following 02-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,732.3 |
1,741.7 |
PP |
1,728.1 |
1,740.0 |
S1 |
1,724.0 |
1,738.2 |
|