Trading Metrics calculated at close of trading on 01-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2021 |
01-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
3,580.0 |
3,596.0 |
16.0 |
0.4% |
3,652.0 |
High |
3,612.0 |
3,650.0 |
38.0 |
1.1% |
3,667.0 |
Low |
3,559.0 |
3,596.0 |
37.0 |
1.0% |
3,559.0 |
Close |
3,569.0 |
3,641.0 |
72.0 |
2.0% |
3,569.0 |
Range |
53.0 |
54.0 |
1.0 |
1.9% |
108.0 |
ATR |
53.6 |
55.5 |
2.0 |
3.7% |
0.0 |
Volume |
238 |
26,575 |
26,337 |
11,066.0% |
60,340 |
|
Daily Pivots for day following 01-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,791.0 |
3,770.0 |
3,670.7 |
|
R3 |
3,737.0 |
3,716.0 |
3,655.9 |
|
R2 |
3,683.0 |
3,683.0 |
3,650.9 |
|
R1 |
3,662.0 |
3,662.0 |
3,646.0 |
3,672.5 |
PP |
3,629.0 |
3,629.0 |
3,629.0 |
3,634.3 |
S1 |
3,608.0 |
3,608.0 |
3,636.1 |
3,618.5 |
S2 |
3,575.0 |
3,575.0 |
3,631.1 |
|
S3 |
3,521.0 |
3,554.0 |
3,626.2 |
|
S4 |
3,467.0 |
3,500.0 |
3,611.3 |
|
|
Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,922.3 |
3,853.7 |
3,628.4 |
|
R3 |
3,814.3 |
3,745.7 |
3,598.7 |
|
R2 |
3,706.3 |
3,706.3 |
3,588.8 |
|
R1 |
3,637.7 |
3,637.7 |
3,578.9 |
3,618.0 |
PP |
3,598.3 |
3,598.3 |
3,598.3 |
3,588.5 |
S1 |
3,529.7 |
3,529.7 |
3,559.1 |
3,510.0 |
S2 |
3,490.3 |
3,490.3 |
3,549.2 |
|
S3 |
3,382.3 |
3,421.7 |
3,539.3 |
|
S4 |
3,274.3 |
3,313.7 |
3,509.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,667.0 |
3,559.0 |
108.0 |
3.0% |
62.6 |
1.7% |
76% |
False |
False |
14,372 |
10 |
3,683.0 |
3,559.0 |
124.0 |
3.4% |
50.4 |
1.4% |
66% |
False |
False |
9,934 |
20 |
3,683.0 |
3,360.0 |
323.0 |
8.9% |
49.2 |
1.4% |
87% |
False |
False |
11,740 |
40 |
3,683.0 |
3,360.0 |
323.0 |
8.9% |
45.1 |
1.2% |
87% |
False |
False |
7,213 |
60 |
3,683.0 |
3,335.0 |
348.0 |
9.6% |
38.8 |
1.1% |
88% |
False |
False |
5,214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,879.5 |
2.618 |
3,791.4 |
1.618 |
3,737.4 |
1.000 |
3,704.0 |
0.618 |
3,683.4 |
HIGH |
3,650.0 |
0.618 |
3,629.4 |
0.500 |
3,623.0 |
0.382 |
3,616.6 |
LOW |
3,596.0 |
0.618 |
3,562.6 |
1.000 |
3,542.0 |
1.618 |
3,508.6 |
2.618 |
3,454.6 |
4.250 |
3,366.5 |
|
|
Fisher Pivots for day following 01-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
3,635.0 |
3,631.7 |
PP |
3,629.0 |
3,622.3 |
S1 |
3,623.0 |
3,613.0 |
|