Trading Metrics calculated at close of trading on 04-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2021 |
04-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
1,739.1 |
1,712.3 |
-26.8 |
-1.5% |
1,785.8 |
High |
1,741.0 |
1,724.1 |
-16.9 |
-1.0% |
1,817.6 |
Low |
1,702.9 |
1,690.8 |
-12.1 |
-0.7% |
1,718.1 |
Close |
1,718.7 |
1,703.7 |
-15.0 |
-0.9% |
1,731.6 |
Range |
38.1 |
33.3 |
-4.8 |
-12.6% |
99.5 |
ATR |
32.4 |
32.5 |
0.1 |
0.2% |
0.0 |
Volume |
12,205 |
21,571 |
9,366 |
76.7% |
43,851 |
|
Daily Pivots for day following 04-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,806.1 |
1,788.2 |
1,722.0 |
|
R3 |
1,772.8 |
1,754.9 |
1,712.9 |
|
R2 |
1,739.5 |
1,739.5 |
1,709.8 |
|
R1 |
1,721.6 |
1,721.6 |
1,706.8 |
1,713.9 |
PP |
1,706.2 |
1,706.2 |
1,706.2 |
1,702.4 |
S1 |
1,688.3 |
1,688.3 |
1,700.6 |
1,680.6 |
S2 |
1,672.9 |
1,672.9 |
1,697.6 |
|
S3 |
1,639.6 |
1,655.0 |
1,694.5 |
|
S4 |
1,606.3 |
1,621.7 |
1,685.4 |
|
|
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 |
1,775.6 |
1,690.8 |
84.8 |
5.0% |
40.2 |
2.4% |
15% |
False |
True |
14,416 |
10 |
1,817.6 |
1,690.8 |
126.8 |
7.4% |
35.4 |
2.1% |
10% |
False |
True |
10,725 |
20 |
1,858.9 |
1,690.8 |
168.1 |
9.9% |
31.5 |
1.8% |
8% |
False |
True |
8,148 |
40 |
1,969.3 |
1,690.8 |
278.5 |
16.3% |
31.9 |
1.9% |
5% |
False |
True |
7,768 |
60 |
1,969.3 |
1,690.8 |
278.5 |
16.3% |
29.7 |
1.7% |
5% |
False |
True |
5,942 |
80 |
1,983.0 |
1,690.8 |
292.2 |
17.2% |
30.0 |
1.8% |
4% |
False |
True |
5,109 |
100 |
1,983.0 |
1,690.8 |
292.2 |
17.2% |
29.1 |
1.7% |
4% |
False |
True |
4,439 |
120 |
1,997.0 |
1,690.8 |
306.2 |
18.0% |
28.8 |
1.7% |
4% |
False |
True |
3,831 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,865.6 |
2.618 |
1,811.3 |
1.618 |
1,778.0 |
1.000 |
1,757.4 |
0.618 |
1,744.7 |
HIGH |
1,724.1 |
0.618 |
1,711.4 |
0.500 |
1,707.5 |
0.382 |
1,703.5 |
LOW |
1,690.8 |
0.618 |
1,670.2 |
1.000 |
1,657.5 |
1.618 |
1,636.9 |
2.618 |
1,603.6 |
4.250 |
1,549.3 |
|
|
Fisher Pivots for day following 04-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,707.5 |
1,715.9 |
PP |
1,706.2 |
1,711.8 |
S1 |
1,705.0 |
1,707.8 |
|