Trading Metrics calculated at close of trading on 08-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2021 |
08-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
1,698.4 |
1,703.9 |
5.5 |
0.3% |
1,735.4 |
High |
1,708.3 |
1,714.9 |
6.6 |
0.4% |
1,759.9 |
Low |
1,685.8 |
1,676.2 |
-9.6 |
-0.6% |
1,685.8 |
Close |
1,701.6 |
1,680.8 |
-20.8 |
-1.2% |
1,701.6 |
Range |
22.5 |
38.7 |
16.2 |
72.0% |
74.1 |
ATR |
31.8 |
32.3 |
0.5 |
1.6% |
0.0 |
Volume |
52,827 |
64,059 |
11,232 |
21.3% |
108,270 |
|
Daily Pivots for day following 08-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,806.7 |
1,782.5 |
1,702.1 |
|
R3 |
1,768.0 |
1,743.8 |
1,691.4 |
|
R2 |
1,729.3 |
1,729.3 |
1,687.9 |
|
R1 |
1,705.1 |
1,705.1 |
1,684.3 |
1,697.9 |
PP |
1,690.6 |
1,690.6 |
1,690.6 |
1,687.0 |
S1 |
1,666.4 |
1,666.4 |
1,677.3 |
1,659.2 |
S2 |
1,651.9 |
1,651.9 |
1,673.7 |
|
S3 |
1,613.2 |
1,627.7 |
1,670.2 |
|
S4 |
1,574.5 |
1,589.0 |
1,659.5 |
|
|
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 |
1,741.0 |
1,676.2 |
64.8 |
3.9% |
33.0 |
2.0% |
7% |
False |
True |
32,337 |
10 |
1,817.6 |
1,676.2 |
141.4 |
8.4% |
35.2 |
2.1% |
3% |
False |
True |
21,007 |
20 |
1,858.9 |
1,676.2 |
182.7 |
10.9% |
30.9 |
1.8% |
3% |
False |
True |
13,386 |
40 |
1,925.1 |
1,676.2 |
248.9 |
14.8% |
31.4 |
1.9% |
2% |
False |
True |
10,295 |
60 |
1,969.3 |
1,676.2 |
293.1 |
17.4% |
29.7 |
1.8% |
2% |
False |
True |
7,783 |
80 |
1,969.3 |
1,676.2 |
293.1 |
17.4% |
29.0 |
1.7% |
2% |
False |
True |
6,500 |
100 |
1,983.0 |
1,676.2 |
306.8 |
18.3% |
29.2 |
1.7% |
1% |
False |
True |
5,563 |
120 |
1,997.0 |
1,676.2 |
320.8 |
19.1% |
29.0 |
1.7% |
1% |
False |
True |
4,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,879.4 |
2.618 |
1,816.2 |
1.618 |
1,777.5 |
1.000 |
1,753.6 |
0.618 |
1,738.8 |
HIGH |
1,714.9 |
0.618 |
1,700.1 |
0.500 |
1,695.6 |
0.382 |
1,691.0 |
LOW |
1,676.2 |
0.618 |
1,652.3 |
1.000 |
1,637.5 |
1.618 |
1,613.6 |
2.618 |
1,574.9 |
4.250 |
1,511.7 |
|
|
Fisher Pivots for day following 08-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,695.6 |
1,700.2 |
PP |
1,690.6 |
1,693.7 |
S1 |
1,685.7 |
1,687.3 |
|