Trading Metrics calculated at close of trading on 02-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2021 |
02-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
3,596.0 |
3,636.0 |
40.0 |
1.1% |
3,652.0 |
High |
3,650.0 |
3,664.0 |
14.0 |
0.4% |
3,667.0 |
Low |
3,596.0 |
3,625.0 |
29.0 |
0.8% |
3,559.0 |
Close |
3,641.0 |
3,645.0 |
4.0 |
0.1% |
3,569.0 |
Range |
54.0 |
39.0 |
-15.0 |
-27.8% |
108.0 |
ATR |
55.5 |
54.3 |
-1.2 |
-2.1% |
0.0 |
Volume |
26,575 |
17,268 |
-9,307 |
-35.0% |
60,340 |
|
Daily Pivots for day following 02-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,761.7 |
3,742.3 |
3,666.5 |
|
R3 |
3,722.7 |
3,703.3 |
3,655.7 |
|
R2 |
3,683.7 |
3,683.7 |
3,652.2 |
|
R1 |
3,664.3 |
3,664.3 |
3,648.6 |
3,674.0 |
PP |
3,644.7 |
3,644.7 |
3,644.7 |
3,649.5 |
S1 |
3,625.3 |
3,625.3 |
3,641.4 |
3,635.0 |
S2 |
3,605.7 |
3,605.7 |
3,637.9 |
|
S3 |
3,566.7 |
3,586.3 |
3,634.3 |
|
S4 |
3,527.7 |
3,547.3 |
3,623.6 |
|
|
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% |
56.4 |
1.5% |
80% |
False |
False |
16,138 |
10 |
3,667.0 |
3,559.0 |
108.0 |
3.0% |
51.7 |
1.4% |
80% |
False |
False |
10,899 |
20 |
3,683.0 |
3,360.0 |
323.0 |
8.9% |
49.2 |
1.3% |
88% |
False |
False |
12,458 |
40 |
3,683.0 |
3,360.0 |
323.0 |
8.9% |
45.0 |
1.2% |
88% |
False |
False |
7,645 |
60 |
3,683.0 |
3,335.0 |
348.0 |
9.5% |
39.4 |
1.1% |
89% |
False |
False |
5,501 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,829.8 |
2.618 |
3,766.1 |
1.618 |
3,727.1 |
1.000 |
3,703.0 |
0.618 |
3,688.1 |
HIGH |
3,664.0 |
0.618 |
3,649.1 |
0.500 |
3,644.5 |
0.382 |
3,639.9 |
LOW |
3,625.0 |
0.618 |
3,600.9 |
1.000 |
3,586.0 |
1.618 |
3,561.9 |
2.618 |
3,522.9 |
4.250 |
3,459.3 |
|
|
Fisher Pivots for day following 02-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
3,644.8 |
3,633.8 |
PP |
3,644.7 |
3,622.7 |
S1 |
3,644.5 |
3,611.5 |
|