| Trading Metrics calculated at close of trading on 03-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2021 |
03-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
3,892.00 |
3,859.50 |
-32.50 |
-0.8% |
3,894.25 |
| High |
3,897.00 |
3,888.00 |
-9.00 |
-0.2% |
3,924.50 |
| Low |
3,855.25 |
3,803.50 |
-51.75 |
-1.3% |
3,775.00 |
| Close |
3,857.75 |
3,806.75 |
-51.00 |
-1.3% |
3,799.00 |
| Range |
41.75 |
84.50 |
42.75 |
102.4% |
149.50 |
| ATR |
62.64 |
64.20 |
1.56 |
2.5% |
0.00 |
| Volume |
25,077 |
28,742 |
3,665 |
14.6% |
56,845 |
|
| Daily Pivots for day following 03-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,086.25 |
4,031.00 |
3,853.25 |
|
| R3 |
4,001.75 |
3,946.50 |
3,830.00 |
|
| R2 |
3,917.25 |
3,917.25 |
3,822.25 |
|
| R1 |
3,862.00 |
3,862.00 |
3,814.50 |
3,847.50 |
| PP |
3,832.75 |
3,832.75 |
3,832.75 |
3,825.50 |
| S1 |
3,777.50 |
3,777.50 |
3,799.00 |
3,763.00 |
| S2 |
3,748.25 |
3,748.25 |
3,791.25 |
|
| S3 |
3,663.75 |
3,693.00 |
3,783.50 |
|
| S4 |
3,579.25 |
3,608.50 |
3,760.25 |
|
|
| 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% |
84.50 |
2.2% |
21% |
False |
False |
19,370 |
| 10 |
3,926.00 |
3,775.00 |
151.00 |
4.0% |
73.75 |
1.9% |
21% |
False |
False |
14,528 |
| 20 |
3,948.25 |
3,775.00 |
173.25 |
4.6% |
55.00 |
1.4% |
18% |
False |
False |
9,001 |
| 40 |
3,948.25 |
3,647.50 |
300.75 |
7.9% |
59.75 |
1.6% |
53% |
False |
False |
5,949 |
| 60 |
3,948.25 |
3,586.50 |
361.75 |
9.5% |
55.25 |
1.5% |
61% |
False |
False |
4,177 |
| 80 |
3,948.25 |
3,411.50 |
536.75 |
14.1% |
54.50 |
1.4% |
74% |
False |
False |
3,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,247.00 |
|
2.618 |
4,109.25 |
|
1.618 |
4,024.75 |
|
1.000 |
3,972.50 |
|
0.618 |
3,940.25 |
|
HIGH |
3,888.00 |
|
0.618 |
3,855.75 |
|
0.500 |
3,845.75 |
|
0.382 |
3,835.75 |
|
LOW |
3,803.50 |
|
0.618 |
3,751.25 |
|
1.000 |
3,719.00 |
|
1.618 |
3,666.75 |
|
2.618 |
3,582.25 |
|
4.250 |
3,444.50 |
|
|
| Fisher Pivots for day following 03-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,845.75 |
3,852.50 |
| PP |
3,832.75 |
3,837.25 |
| S1 |
3,819.75 |
3,822.00 |
|