| 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 |
13,309.00 |
13,057.00 |
-252.00 |
-1.9% |
13,589.50 |
| High |
13,316.75 |
13,181.00 |
-135.75 |
-1.0% |
13,616.25 |
| Low |
13,040.25 |
12,656.00 |
-384.25 |
-2.9% |
12,654.00 |
| Close |
13,045.75 |
12,672.75 |
-373.00 |
-2.9% |
12,900.00 |
| Range |
276.50 |
525.00 |
248.50 |
89.9% |
962.25 |
| ATR |
307.82 |
323.33 |
15.51 |
5.0% |
0.00 |
| Volume |
3,104 |
3,917 |
813 |
26.2% |
14,342 |
|
| Daily Pivots for day following 03-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,411.50 |
14,067.25 |
12,961.50 |
|
| R3 |
13,886.50 |
13,542.25 |
12,817.00 |
|
| R2 |
13,361.50 |
13,361.50 |
12,769.00 |
|
| R1 |
13,017.25 |
13,017.25 |
12,721.00 |
12,927.00 |
| PP |
12,836.50 |
12,836.50 |
12,836.50 |
12,791.50 |
| S1 |
12,492.25 |
12,492.25 |
12,624.50 |
12,402.00 |
| S2 |
12,311.50 |
12,311.50 |
12,576.50 |
|
| S3 |
11,786.50 |
11,967.25 |
12,528.50 |
|
| S4 |
11,261.50 |
11,442.25 |
12,384.00 |
|
|
| 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 |
5.4% |
436.25 |
3.4% |
3% |
False |
False |
3,305 |
| 10 |
13,717.00 |
12,654.00 |
1,063.00 |
8.4% |
398.25 |
3.1% |
2% |
False |
False |
2,519 |
| 20 |
13,888.25 |
12,654.00 |
1,234.25 |
9.7% |
283.75 |
2.2% |
2% |
False |
False |
1,636 |
| 40 |
13,888.25 |
12,481.00 |
1,407.25 |
11.1% |
285.00 |
2.2% |
14% |
False |
False |
1,202 |
| 60 |
13,888.25 |
12,211.75 |
1,676.50 |
13.2% |
246.00 |
1.9% |
27% |
False |
False |
881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,412.25 |
|
2.618 |
14,555.50 |
|
1.618 |
14,030.50 |
|
1.000 |
13,706.00 |
|
0.618 |
13,505.50 |
|
HIGH |
13,181.00 |
|
0.618 |
12,980.50 |
|
0.500 |
12,918.50 |
|
0.382 |
12,856.50 |
|
LOW |
12,656.00 |
|
0.618 |
12,331.50 |
|
1.000 |
12,131.00 |
|
1.618 |
11,806.50 |
|
2.618 |
11,281.50 |
|
4.250 |
10,424.75 |
|
|
| Fisher Pivots for day following 03-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
12,918.50 |
12,986.50 |
| PP |
12,836.50 |
12,881.75 |
| S1 |
12,754.75 |
12,777.25 |
|