Trading Metrics calculated at close of trading on 03-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2021 |
03-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
1,724.5 |
1,739.1 |
14.6 |
0.8% |
1,785.8 |
High |
1,740.1 |
1,741.0 |
0.9 |
0.1% |
1,817.6 |
Low |
1,707.8 |
1,702.9 |
-4.9 |
-0.3% |
1,718.1 |
Close |
1,736.5 |
1,718.7 |
-17.8 |
-1.0% |
1,731.6 |
Range |
32.3 |
38.1 |
5.8 |
18.0% |
99.5 |
ATR |
32.0 |
32.4 |
0.4 |
1.4% |
0.0 |
Volume |
11,026 |
12,205 |
1,179 |
10.7% |
43,851 |
|
Daily Pivots for day following 03-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,835.2 |
1,815.0 |
1,739.7 |
|
R3 |
1,797.1 |
1,776.9 |
1,729.2 |
|
R2 |
1,759.0 |
1,759.0 |
1,725.7 |
|
R1 |
1,738.8 |
1,738.8 |
1,722.2 |
1,729.9 |
PP |
1,720.9 |
1,720.9 |
1,720.9 |
1,716.4 |
S1 |
1,700.7 |
1,700.7 |
1,715.2 |
1,691.8 |
S2 |
1,682.8 |
1,682.8 |
1,711.7 |
|
S3 |
1,644.7 |
1,662.6 |
1,708.2 |
|
S4 |
1,606.6 |
1,624.5 |
1,697.7 |
|
|
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 |
1,806.9 |
1,702.9 |
104.0 |
6.1% |
41.5 |
2.4% |
15% |
False |
True |
11,919 |
10 |
1,817.6 |
1,702.9 |
114.7 |
6.7% |
34.2 |
2.0% |
14% |
False |
True |
9,141 |
20 |
1,858.9 |
1,702.9 |
156.0 |
9.1% |
30.6 |
1.8% |
10% |
False |
True |
7,409 |
40 |
1,969.3 |
1,702.9 |
266.4 |
15.5% |
31.5 |
1.8% |
6% |
False |
True |
7,347 |
60 |
1,969.3 |
1,702.9 |
266.4 |
15.5% |
29.5 |
1.7% |
6% |
False |
True |
5,645 |
80 |
1,983.0 |
1,702.9 |
280.1 |
16.3% |
30.3 |
1.8% |
6% |
False |
True |
4,870 |
100 |
1,983.0 |
1,702.9 |
280.1 |
16.3% |
29.0 |
1.7% |
6% |
False |
True |
4,250 |
120 |
1,997.0 |
1,702.9 |
294.1 |
17.1% |
28.7 |
1.7% |
5% |
False |
True |
3,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,902.9 |
2.618 |
1,840.7 |
1.618 |
1,802.6 |
1.000 |
1,779.1 |
0.618 |
1,764.5 |
HIGH |
1,741.0 |
0.618 |
1,726.4 |
0.500 |
1,722.0 |
0.382 |
1,717.5 |
LOW |
1,702.9 |
0.618 |
1,679.4 |
1.000 |
1,664.8 |
1.618 |
1,641.3 |
2.618 |
1,603.2 |
4.250 |
1,541.0 |
|
|
Fisher Pivots for day following 03-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,722.0 |
1,731.4 |
PP |
1,720.9 |
1,727.2 |
S1 |
1,719.8 |
1,722.9 |
|