| Trading Metrics calculated at close of trading on 02-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2021 |
02-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
3,806.75 |
3,892.00 |
85.25 |
2.2% |
3,894.25 |
| High |
3,901.75 |
3,897.00 |
-4.75 |
-0.1% |
3,924.50 |
| Low |
3,803.25 |
3,855.25 |
52.00 |
1.4% |
3,775.00 |
| Close |
3,889.00 |
3,857.75 |
-31.25 |
-0.8% |
3,799.00 |
| Range |
98.50 |
41.75 |
-56.75 |
-57.6% |
149.50 |
| ATR |
64.25 |
62.64 |
-1.61 |
-2.5% |
0.00 |
| Volume |
18,174 |
25,077 |
6,903 |
38.0% |
56,845 |
|
| Daily Pivots for day following 02-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,995.25 |
3,968.25 |
3,880.75 |
|
| R3 |
3,953.50 |
3,926.50 |
3,869.25 |
|
| R2 |
3,911.75 |
3,911.75 |
3,865.50 |
|
| R1 |
3,884.75 |
3,884.75 |
3,861.50 |
3,877.50 |
| PP |
3,870.00 |
3,870.00 |
3,870.00 |
3,866.25 |
| S1 |
3,843.00 |
3,843.00 |
3,854.00 |
3,835.50 |
| S2 |
3,828.25 |
3,828.25 |
3,850.00 |
|
| S3 |
3,786.50 |
3,801.25 |
3,846.25 |
|
| S4 |
3,744.75 |
3,759.50 |
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 |
3.9% |
82.75 |
2.1% |
55% |
False |
False |
15,813 |
| 10 |
3,926.00 |
3,775.00 |
151.00 |
3.9% |
68.75 |
1.8% |
55% |
False |
False |
11,819 |
| 20 |
3,948.25 |
3,750.00 |
198.25 |
5.1% |
54.50 |
1.4% |
54% |
False |
False |
7,710 |
| 40 |
3,948.25 |
3,642.75 |
305.50 |
7.9% |
60.50 |
1.6% |
70% |
False |
False |
5,278 |
| 60 |
3,948.25 |
3,586.50 |
361.75 |
9.4% |
54.25 |
1.4% |
75% |
False |
False |
3,699 |
| 80 |
3,948.25 |
3,301.75 |
646.50 |
16.8% |
55.25 |
1.4% |
86% |
False |
False |
2,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,074.50 |
|
2.618 |
4,006.25 |
|
1.618 |
3,964.50 |
|
1.000 |
3,938.75 |
|
0.618 |
3,922.75 |
|
HIGH |
3,897.00 |
|
0.618 |
3,881.00 |
|
0.500 |
3,876.00 |
|
0.382 |
3,871.25 |
|
LOW |
3,855.25 |
|
0.618 |
3,829.50 |
|
1.000 |
3,813.50 |
|
1.618 |
3,787.75 |
|
2.618 |
3,746.00 |
|
4.250 |
3,677.75 |
|
|
| Fisher Pivots for day following 02-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,876.00 |
3,851.25 |
| PP |
3,870.00 |
3,844.75 |
| S1 |
3,864.00 |
3,838.50 |
|