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 |
12,754.25 |
12,952.75 |
198.50 |
1.6% |
13,589.50 |
High |
13,077.50 |
13,308.00 |
230.50 |
1.8% |
13,616.25 |
Low |
12,654.00 |
12,938.75 |
284.75 |
2.3% |
12,654.00 |
Close |
12,900.00 |
13,269.50 |
369.50 |
2.9% |
12,900.00 |
Range |
423.50 |
369.25 |
-54.25 |
-12.8% |
962.25 |
ATR |
302.71 |
310.23 |
7.52 |
2.5% |
0.00 |
Volume |
4,287 |
2,502 |
-1,785 |
-41.6% |
14,342 |
|
Daily Pivots for day following 01-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,279.75 |
14,144.00 |
13,472.50 |
|
R3 |
13,910.50 |
13,774.75 |
13,371.00 |
|
R2 |
13,541.25 |
13,541.25 |
13,337.25 |
|
R1 |
13,405.50 |
13,405.50 |
13,303.25 |
13,473.50 |
PP |
13,172.00 |
13,172.00 |
13,172.00 |
13,206.00 |
S1 |
13,036.25 |
13,036.25 |
13,235.75 |
13,104.00 |
S2 |
12,802.75 |
12,802.75 |
13,201.75 |
|
S3 |
12,433.50 |
12,667.00 |
13,168.00 |
|
S4 |
12,064.25 |
12,297.75 |
13,066.50 |
|
|
Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,943.50 |
15,384.00 |
13,429.25 |
|
R3 |
14,981.25 |
14,421.75 |
13,164.50 |
|
R2 |
14,019.00 |
14,019.00 |
13,076.50 |
|
R1 |
13,459.50 |
13,459.50 |
12,988.25 |
13,258.00 |
PP |
13,056.75 |
13,056.75 |
13,056.75 |
12,956.00 |
S1 |
12,497.25 |
12,497.25 |
12,811.75 |
12,296.00 |
S2 |
12,094.50 |
12,094.50 |
12,723.50 |
|
S3 |
11,132.25 |
11,535.00 |
12,635.50 |
|
S4 |
10,170.00 |
10,572.75 |
12,370.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,341.75 |
12,654.00 |
687.75 |
5.2% |
465.50 |
3.5% |
89% |
False |
False |
3,058 |
10 |
13,888.25 |
12,654.00 |
1,234.25 |
9.3% |
360.25 |
2.7% |
50% |
False |
False |
1,987 |
20 |
13,888.25 |
12,654.00 |
1,234.25 |
9.3% |
284.25 |
2.1% |
50% |
False |
False |
1,367 |
40 |
13,888.25 |
12,481.00 |
1,407.25 |
10.6% |
278.25 |
2.1% |
56% |
False |
False |
1,066 |
60 |
13,888.25 |
12,211.75 |
1,676.50 |
12.6% |
236.50 |
1.8% |
63% |
False |
False |
769 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,877.25 |
2.618 |
14,274.75 |
1.618 |
13,905.50 |
1.000 |
13,677.25 |
0.618 |
13,536.25 |
HIGH |
13,308.00 |
0.618 |
13,167.00 |
0.500 |
13,123.50 |
0.382 |
13,079.75 |
LOW |
12,938.75 |
0.618 |
12,710.50 |
1.000 |
12,569.50 |
1.618 |
12,341.25 |
2.618 |
11,972.00 |
4.250 |
11,369.50 |
|
|
Fisher Pivots for day following 01-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
13,220.75 |
13,179.00 |
PP |
13,172.00 |
13,088.50 |
S1 |
13,123.50 |
12,998.00 |
|