| Trading Metrics calculated at close of trading on 04-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2021 |
04-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
13,057.00 |
12,678.50 |
-378.50 |
-2.9% |
13,589.50 |
| High |
13,181.00 |
12,786.75 |
-394.25 |
-3.0% |
13,616.25 |
| Low |
12,656.00 |
12,296.50 |
-359.50 |
-2.8% |
12,654.00 |
| Close |
12,672.75 |
12,445.00 |
-227.75 |
-1.8% |
12,900.00 |
| Range |
525.00 |
490.25 |
-34.75 |
-6.6% |
962.25 |
| ATR |
323.33 |
335.25 |
11.92 |
3.7% |
0.00 |
| Volume |
3,917 |
8,329 |
4,412 |
112.6% |
14,342 |
|
| Daily Pivots for day following 04-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,980.25 |
13,702.75 |
12,714.75 |
|
| R3 |
13,490.00 |
13,212.50 |
12,579.75 |
|
| R2 |
12,999.75 |
12,999.75 |
12,535.00 |
|
| R1 |
12,722.25 |
12,722.25 |
12,490.00 |
12,616.00 |
| PP |
12,509.50 |
12,509.50 |
12,509.50 |
12,456.25 |
| S1 |
12,232.00 |
12,232.00 |
12,400.00 |
12,125.50 |
| S2 |
12,019.25 |
12,019.25 |
12,355.00 |
|
| S3 |
11,529.00 |
11,741.75 |
12,310.25 |
|
| S4 |
11,038.75 |
11,251.50 |
12,175.25 |
|
|
| 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 |
13,316.75 |
12,296.50 |
1,020.25 |
8.2% |
417.00 |
3.3% |
15% |
False |
True |
4,427 |
| 10 |
13,717.00 |
12,296.50 |
1,420.50 |
11.4% |
422.25 |
3.4% |
10% |
False |
True |
3,287 |
| 20 |
13,888.25 |
12,296.50 |
1,591.75 |
12.8% |
298.50 |
2.4% |
9% |
False |
True |
2,028 |
| 40 |
13,888.25 |
12,296.50 |
1,591.75 |
12.8% |
292.25 |
2.3% |
9% |
False |
True |
1,390 |
| 60 |
13,888.25 |
12,211.75 |
1,676.50 |
13.5% |
253.00 |
2.0% |
14% |
False |
False |
1,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,870.25 |
|
2.618 |
14,070.25 |
|
1.618 |
13,580.00 |
|
1.000 |
13,277.00 |
|
0.618 |
13,089.75 |
|
HIGH |
12,786.75 |
|
0.618 |
12,599.50 |
|
0.500 |
12,541.50 |
|
0.382 |
12,483.75 |
|
LOW |
12,296.50 |
|
0.618 |
11,993.50 |
|
1.000 |
11,806.25 |
|
1.618 |
11,503.25 |
|
2.618 |
11,013.00 |
|
4.250 |
10,213.00 |
|
|
| Fisher Pivots for day following 04-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
12,541.50 |
12,806.50 |
| PP |
12,509.50 |
12,686.00 |
| S1 |
12,477.25 |
12,565.50 |
|