| Trading Metrics calculated at close of trading on 08-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2021 |
08-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
3,593.0 |
3,640.0 |
47.0 |
1.3% |
3,596.0 |
| High |
3,655.0 |
3,716.0 |
61.0 |
1.7% |
3,682.0 |
| Low |
3,587.0 |
3,619.0 |
32.0 |
0.9% |
3,587.0 |
| Close |
3,607.0 |
3,706.0 |
99.0 |
2.7% |
3,607.0 |
| Range |
68.0 |
97.0 |
29.0 |
42.6% |
95.0 |
| ATR |
55.6 |
59.4 |
3.8 |
6.9% |
0.0 |
| Volume |
6,958 |
24,062 |
17,104 |
245.8% |
101,823 |
|
| Daily Pivots for day following 08-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,971.3 |
3,935.7 |
3,759.4 |
|
| R3 |
3,874.3 |
3,838.7 |
3,732.7 |
|
| R2 |
3,777.3 |
3,777.3 |
3,723.8 |
|
| R1 |
3,741.7 |
3,741.7 |
3,714.9 |
3,759.5 |
| PP |
3,680.3 |
3,680.3 |
3,680.3 |
3,689.3 |
| S1 |
3,644.7 |
3,644.7 |
3,697.1 |
3,662.5 |
| S2 |
3,583.3 |
3,583.3 |
3,688.2 |
|
| S3 |
3,486.3 |
3,547.7 |
3,679.3 |
|
| S4 |
3,389.3 |
3,450.7 |
3,652.7 |
|
|
| 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 |
3,716.0 |
3,587.0 |
129.0 |
3.5% |
63.4 |
1.7% |
92% |
True |
False |
19,862 |
| 10 |
3,716.0 |
3,559.0 |
157.0 |
4.2% |
63.0 |
1.7% |
94% |
True |
False |
17,117 |
| 20 |
3,716.0 |
3,559.0 |
157.0 |
4.2% |
48.9 |
1.3% |
94% |
True |
False |
13,758 |
| 40 |
3,716.0 |
3,360.0 |
356.0 |
9.6% |
49.3 |
1.3% |
97% |
True |
False |
9,642 |
| 60 |
3,716.0 |
3,335.0 |
381.0 |
10.3% |
44.0 |
1.2% |
97% |
True |
False |
6,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,128.3 |
|
2.618 |
3,969.9 |
|
1.618 |
3,872.9 |
|
1.000 |
3,813.0 |
|
0.618 |
3,775.9 |
|
HIGH |
3,716.0 |
|
0.618 |
3,678.9 |
|
0.500 |
3,667.5 |
|
0.382 |
3,656.1 |
|
LOW |
3,619.0 |
|
0.618 |
3,559.1 |
|
1.000 |
3,522.0 |
|
1.618 |
3,462.1 |
|
2.618 |
3,365.1 |
|
4.250 |
3,206.8 |
|
|
| Fisher Pivots for day following 08-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,693.2 |
3,687.8 |
| PP |
3,680.3 |
3,669.7 |
| S1 |
3,667.5 |
3,651.5 |
|