Trading Metrics calculated at close of trading on 05-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2021 |
05-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
1,712.3 |
1,698.4 |
-13.9 |
-0.8% |
1,735.4 |
High |
1,724.1 |
1,708.3 |
-15.8 |
-0.9% |
1,759.9 |
Low |
1,690.8 |
1,685.8 |
-5.0 |
-0.3% |
1,685.8 |
Close |
1,703.7 |
1,701.6 |
-2.1 |
-0.1% |
1,701.6 |
Range |
33.3 |
22.5 |
-10.8 |
-32.4% |
74.1 |
ATR |
32.5 |
31.8 |
-0.7 |
-2.2% |
0.0 |
Volume |
21,571 |
52,827 |
31,256 |
144.9% |
108,270 |
|
Daily Pivots for day following 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,766.1 |
1,756.3 |
1,714.0 |
|
R3 |
1,743.6 |
1,733.8 |
1,707.8 |
|
R2 |
1,721.1 |
1,721.1 |
1,705.7 |
|
R1 |
1,711.3 |
1,711.3 |
1,703.7 |
1,716.2 |
PP |
1,698.6 |
1,698.6 |
1,698.6 |
1,701.0 |
S1 |
1,688.8 |
1,688.8 |
1,699.5 |
1,693.7 |
S2 |
1,676.1 |
1,676.1 |
1,697.5 |
|
S3 |
1,653.6 |
1,666.3 |
1,695.4 |
|
S4 |
1,631.1 |
1,643.8 |
1,689.2 |
|
|
Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,938.1 |
1,893.9 |
1,742.4 |
|
R3 |
1,864.0 |
1,819.8 |
1,722.0 |
|
R2 |
1,789.9 |
1,789.9 |
1,715.2 |
|
R1 |
1,745.7 |
1,745.7 |
1,708.4 |
1,730.8 |
PP |
1,715.8 |
1,715.8 |
1,715.8 |
1,708.3 |
S1 |
1,671.6 |
1,671.6 |
1,694.8 |
1,656.7 |
S2 |
1,641.7 |
1,641.7 |
1,688.0 |
|
S3 |
1,567.6 |
1,597.5 |
1,681.2 |
|
S4 |
1,493.5 |
1,523.4 |
1,660.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,759.9 |
1,685.8 |
74.1 |
4.4% |
33.2 |
1.9% |
21% |
False |
True |
21,654 |
10 |
1,817.6 |
1,685.8 |
131.8 |
7.7% |
34.7 |
2.0% |
12% |
False |
True |
15,212 |
20 |
1,858.9 |
1,685.8 |
173.1 |
10.2% |
30.1 |
1.8% |
9% |
False |
True |
10,498 |
40 |
1,937.0 |
1,685.8 |
251.2 |
14.8% |
31.0 |
1.8% |
6% |
False |
True |
8,903 |
60 |
1,969.3 |
1,685.8 |
283.5 |
16.7% |
29.3 |
1.7% |
6% |
False |
True |
6,758 |
80 |
1,983.0 |
1,685.8 |
297.2 |
17.5% |
30.0 |
1.8% |
5% |
False |
True |
5,743 |
100 |
1,983.0 |
1,685.8 |
297.2 |
17.5% |
29.0 |
1.7% |
5% |
False |
True |
4,941 |
120 |
1,997.0 |
1,685.8 |
311.2 |
18.3% |
28.9 |
1.7% |
5% |
False |
True |
4,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,803.9 |
2.618 |
1,767.2 |
1.618 |
1,744.7 |
1.000 |
1,730.8 |
0.618 |
1,722.2 |
HIGH |
1,708.3 |
0.618 |
1,699.7 |
0.500 |
1,697.1 |
0.382 |
1,694.4 |
LOW |
1,685.8 |
0.618 |
1,671.9 |
1.000 |
1,663.3 |
1.618 |
1,649.4 |
2.618 |
1,626.9 |
4.250 |
1,590.2 |
|
|
Fisher Pivots for day following 05-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,700.1 |
1,713.4 |
PP |
1,698.6 |
1,709.5 |
S1 |
1,697.1 |
1,705.5 |
|