Trading Metrics calculated at close of trading on 05-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2021 |
05-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
3,624.0 |
3,593.0 |
-31.0 |
-0.9% |
3,596.0 |
High |
3,656.0 |
3,655.0 |
-1.0 |
0.0% |
3,682.0 |
Low |
3,598.0 |
3,587.0 |
-11.0 |
-0.3% |
3,587.0 |
Close |
3,644.0 |
3,607.0 |
-37.0 |
-1.0% |
3,607.0 |
Range |
58.0 |
68.0 |
10.0 |
17.2% |
95.0 |
ATR |
54.6 |
55.6 |
1.0 |
1.7% |
0.0 |
Volume |
43,533 |
6,958 |
-36,575 |
-84.0% |
101,823 |
|
Daily Pivots for day following 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,820.3 |
3,781.7 |
3,644.4 |
|
R3 |
3,752.3 |
3,713.7 |
3,625.7 |
|
R2 |
3,684.3 |
3,684.3 |
3,619.5 |
|
R1 |
3,645.7 |
3,645.7 |
3,613.2 |
3,665.0 |
PP |
3,616.3 |
3,616.3 |
3,616.3 |
3,626.0 |
S1 |
3,577.7 |
3,577.7 |
3,600.8 |
3,597.0 |
S2 |
3,548.3 |
3,548.3 |
3,594.5 |
|
S3 |
3,480.3 |
3,509.7 |
3,588.3 |
|
S4 |
3,412.3 |
3,441.7 |
3,569.6 |
|
|
Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,910.3 |
3,853.7 |
3,659.3 |
|
R3 |
3,815.3 |
3,758.7 |
3,633.1 |
|
R2 |
3,720.3 |
3,720.3 |
3,624.4 |
|
R1 |
3,663.7 |
3,663.7 |
3,615.7 |
3,692.0 |
PP |
3,625.3 |
3,625.3 |
3,625.3 |
3,639.5 |
S1 |
3,568.7 |
3,568.7 |
3,598.3 |
3,597.0 |
S2 |
3,530.3 |
3,530.3 |
3,589.6 |
|
S3 |
3,435.3 |
3,473.7 |
3,580.9 |
|
S4 |
3,340.3 |
3,378.7 |
3,554.8 |
|
|
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 |
3,587.0 |
95.0 |
2.6% |
54.8 |
1.5% |
21% |
False |
True |
20,364 |
10 |
3,682.0 |
3,559.0 |
123.0 |
3.4% |
59.7 |
1.7% |
39% |
False |
False |
16,216 |
20 |
3,683.0 |
3,559.0 |
124.0 |
3.4% |
45.0 |
1.2% |
39% |
False |
False |
14,508 |
40 |
3,683.0 |
3,360.0 |
323.0 |
9.0% |
47.6 |
1.3% |
76% |
False |
False |
9,041 |
60 |
3,683.0 |
3,335.0 |
348.0 |
9.6% |
42.4 |
1.2% |
78% |
False |
False |
6,467 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,944.0 |
2.618 |
3,833.0 |
1.618 |
3,765.0 |
1.000 |
3,723.0 |
0.618 |
3,697.0 |
HIGH |
3,655.0 |
0.618 |
3,629.0 |
0.500 |
3,621.0 |
0.382 |
3,613.0 |
LOW |
3,587.0 |
0.618 |
3,545.0 |
1.000 |
3,519.0 |
1.618 |
3,477.0 |
2.618 |
3,409.0 |
4.250 |
3,298.0 |
|
|
Fisher Pivots for day following 05-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
3,621.0 |
3,634.5 |
PP |
3,616.3 |
3,625.3 |
S1 |
3,611.7 |
3,616.2 |
|