Trading Metrics calculated at close of trading on 04-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2021 |
04-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
3,661.0 |
3,624.0 |
-37.0 |
-1.0% |
3,652.0 |
High |
3,682.0 |
3,656.0 |
-26.0 |
-0.7% |
3,667.0 |
Low |
3,627.0 |
3,598.0 |
-29.0 |
-0.8% |
3,559.0 |
Close |
3,650.0 |
3,644.0 |
-6.0 |
-0.2% |
3,569.0 |
Range |
55.0 |
58.0 |
3.0 |
5.5% |
108.0 |
ATR |
54.4 |
54.6 |
0.3 |
0.5% |
0.0 |
Volume |
7,489 |
43,533 |
36,044 |
481.3% |
60,340 |
|
Daily Pivots for day following 04-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,806.7 |
3,783.3 |
3,675.9 |
|
R3 |
3,748.7 |
3,725.3 |
3,660.0 |
|
R2 |
3,690.7 |
3,690.7 |
3,654.6 |
|
R1 |
3,667.3 |
3,667.3 |
3,649.3 |
3,679.0 |
PP |
3,632.7 |
3,632.7 |
3,632.7 |
3,638.5 |
S1 |
3,609.3 |
3,609.3 |
3,638.7 |
3,621.0 |
S2 |
3,574.7 |
3,574.7 |
3,633.4 |
|
S3 |
3,516.7 |
3,551.3 |
3,628.1 |
|
S4 |
3,458.7 |
3,493.3 |
3,612.1 |
|
|
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% |
51.8 |
1.4% |
69% |
False |
False |
19,020 |
10 |
3,682.0 |
3,559.0 |
123.0 |
3.4% |
56.0 |
1.5% |
69% |
False |
False |
15,542 |
20 |
3,683.0 |
3,559.0 |
124.0 |
3.4% |
42.9 |
1.2% |
69% |
False |
False |
14,567 |
40 |
3,683.0 |
3,360.0 |
323.0 |
8.9% |
46.5 |
1.3% |
88% |
False |
False |
8,867 |
60 |
3,683.0 |
3,335.0 |
348.0 |
9.5% |
41.3 |
1.1% |
89% |
False |
False |
6,351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,902.5 |
2.618 |
3,807.8 |
1.618 |
3,749.8 |
1.000 |
3,714.0 |
0.618 |
3,691.8 |
HIGH |
3,656.0 |
0.618 |
3,633.8 |
0.500 |
3,627.0 |
0.382 |
3,620.2 |
LOW |
3,598.0 |
0.618 |
3,562.2 |
1.000 |
3,540.0 |
1.618 |
3,504.2 |
2.618 |
3,446.2 |
4.250 |
3,351.5 |
|
|
Fisher Pivots for day following 04-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
3,638.3 |
3,642.7 |
PP |
3,632.7 |
3,641.3 |
S1 |
3,627.0 |
3,640.0 |
|