| Trading Metrics calculated at close of trading on 01-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2021 |
01-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
3,812.00 |
3,806.75 |
-5.25 |
-0.1% |
3,894.25 |
| High |
3,848.00 |
3,901.75 |
53.75 |
1.4% |
3,924.50 |
| Low |
3,775.00 |
3,803.25 |
28.25 |
0.7% |
3,775.00 |
| Close |
3,799.00 |
3,889.00 |
90.00 |
2.4% |
3,799.00 |
| Range |
73.00 |
98.50 |
25.50 |
34.9% |
149.50 |
| ATR |
61.29 |
64.25 |
2.96 |
4.8% |
0.00 |
| Volume |
11,848 |
18,174 |
6,326 |
53.4% |
56,845 |
|
| Daily Pivots for day following 01-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,160.25 |
4,123.00 |
3,943.25 |
|
| R3 |
4,061.75 |
4,024.50 |
3,916.00 |
|
| R2 |
3,963.25 |
3,963.25 |
3,907.00 |
|
| R1 |
3,926.00 |
3,926.00 |
3,898.00 |
3,944.50 |
| PP |
3,864.75 |
3,864.75 |
3,864.75 |
3,874.00 |
| S1 |
3,827.50 |
3,827.50 |
3,880.00 |
3,846.00 |
| S2 |
3,766.25 |
3,766.25 |
3,871.00 |
|
| S3 |
3,667.75 |
3,729.00 |
3,862.00 |
|
| S4 |
3,569.25 |
3,630.50 |
3,834.75 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,281.25 |
4,189.75 |
3,881.25 |
|
| R3 |
4,131.75 |
4,040.25 |
3,840.00 |
|
| R2 |
3,982.25 |
3,982.25 |
3,826.50 |
|
| R1 |
3,890.75 |
3,890.75 |
3,812.75 |
3,861.75 |
| PP |
3,832.75 |
3,832.75 |
3,832.75 |
3,818.50 |
| S1 |
3,741.25 |
3,741.25 |
3,785.25 |
3,712.25 |
| S2 |
3,683.25 |
3,683.25 |
3,771.50 |
|
| S3 |
3,533.75 |
3,591.75 |
3,758.00 |
|
| S4 |
3,384.25 |
3,442.25 |
3,716.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,924.50 |
3,775.00 |
149.50 |
3.8% |
92.50 |
2.4% |
76% |
False |
False |
14,335 |
| 10 |
3,948.25 |
3,775.00 |
173.25 |
4.5% |
68.50 |
1.8% |
66% |
False |
False |
9,995 |
| 20 |
3,948.25 |
3,647.50 |
300.75 |
7.7% |
58.50 |
1.5% |
80% |
False |
False |
6,601 |
| 40 |
3,948.25 |
3,642.75 |
305.50 |
7.9% |
60.50 |
1.6% |
81% |
False |
False |
4,667 |
| 60 |
3,948.25 |
3,586.50 |
361.75 |
9.3% |
54.00 |
1.4% |
84% |
False |
False |
3,282 |
| 80 |
3,948.25 |
3,297.75 |
650.50 |
16.7% |
55.50 |
1.4% |
91% |
False |
False |
2,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,320.50 |
|
2.618 |
4,159.50 |
|
1.618 |
4,061.00 |
|
1.000 |
4,000.25 |
|
0.618 |
3,962.50 |
|
HIGH |
3,901.75 |
|
0.618 |
3,864.00 |
|
0.500 |
3,852.50 |
|
0.382 |
3,841.00 |
|
LOW |
3,803.25 |
|
0.618 |
3,742.50 |
|
1.000 |
3,704.75 |
|
1.618 |
3,644.00 |
|
2.618 |
3,545.50 |
|
4.250 |
3,384.50 |
|
|
| Fisher Pivots for day following 01-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,876.75 |
3,876.00 |
| PP |
3,864.75 |
3,862.75 |
| S1 |
3,852.50 |
3,849.75 |
|