Trading Metrics calculated at close of trading on 03-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2021 |
03-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
3,636.0 |
3,661.0 |
25.0 |
0.7% |
3,652.0 |
High |
3,664.0 |
3,682.0 |
18.0 |
0.5% |
3,667.0 |
Low |
3,625.0 |
3,627.0 |
2.0 |
0.1% |
3,559.0 |
Close |
3,645.0 |
3,650.0 |
5.0 |
0.1% |
3,569.0 |
Range |
39.0 |
55.0 |
16.0 |
41.0% |
108.0 |
ATR |
54.3 |
54.4 |
0.0 |
0.1% |
0.0 |
Volume |
17,268 |
7,489 |
-9,779 |
-56.6% |
60,340 |
|
Daily Pivots for day following 03-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,818.0 |
3,789.0 |
3,680.3 |
|
R3 |
3,763.0 |
3,734.0 |
3,665.1 |
|
R2 |
3,708.0 |
3,708.0 |
3,660.1 |
|
R1 |
3,679.0 |
3,679.0 |
3,655.0 |
3,666.0 |
PP |
3,653.0 |
3,653.0 |
3,653.0 |
3,646.5 |
S1 |
3,624.0 |
3,624.0 |
3,645.0 |
3,611.0 |
S2 |
3,598.0 |
3,598.0 |
3,639.9 |
|
S3 |
3,543.0 |
3,569.0 |
3,634.9 |
|
S4 |
3,488.0 |
3,514.0 |
3,619.8 |
|
|
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 |
3,682.0 |
3,559.0 |
123.0 |
3.4% |
57.4 |
1.6% |
74% |
True |
False |
10,618 |
10 |
3,682.0 |
3,559.0 |
123.0 |
3.4% |
54.8 |
1.5% |
74% |
True |
False |
11,207 |
20 |
3,683.0 |
3,539.0 |
144.0 |
3.9% |
41.9 |
1.1% |
77% |
False |
False |
12,549 |
40 |
3,683.0 |
3,360.0 |
323.0 |
8.8% |
45.1 |
1.2% |
90% |
False |
False |
7,831 |
60 |
3,683.0 |
3,335.0 |
348.0 |
9.5% |
40.3 |
1.1% |
91% |
False |
False |
5,626 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,915.8 |
2.618 |
3,826.0 |
1.618 |
3,771.0 |
1.000 |
3,737.0 |
0.618 |
3,716.0 |
HIGH |
3,682.0 |
0.618 |
3,661.0 |
0.500 |
3,654.5 |
0.382 |
3,648.0 |
LOW |
3,627.0 |
0.618 |
3,593.0 |
1.000 |
3,572.0 |
1.618 |
3,538.0 |
2.618 |
3,483.0 |
4.250 |
3,393.3 |
|
|
Fisher Pivots for day following 03-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
3,654.5 |
3,646.3 |
PP |
3,653.0 |
3,642.7 |
S1 |
3,651.5 |
3,639.0 |
|