| Trading Metrics calculated at close of trading on 05-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2021 |
05-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
12,678.50 |
12,415.00 |
-263.50 |
-2.1% |
12,952.75 |
| High |
12,786.75 |
12,686.50 |
-100.25 |
-0.8% |
13,316.75 |
| Low |
12,296.50 |
12,200.00 |
-96.50 |
-0.8% |
12,200.00 |
| Close |
12,445.00 |
12,654.00 |
209.00 |
1.7% |
12,654.00 |
| Range |
490.25 |
486.50 |
-3.75 |
-0.8% |
1,116.75 |
| ATR |
335.25 |
346.06 |
10.80 |
3.2% |
0.00 |
| Volume |
8,329 |
10,928 |
2,599 |
31.2% |
28,780 |
|
| Daily Pivots for day following 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,973.00 |
13,800.00 |
12,921.50 |
|
| R3 |
13,486.50 |
13,313.50 |
12,787.75 |
|
| R2 |
13,000.00 |
13,000.00 |
12,743.25 |
|
| R1 |
12,827.00 |
12,827.00 |
12,698.50 |
12,913.50 |
| PP |
12,513.50 |
12,513.50 |
12,513.50 |
12,556.75 |
| S1 |
12,340.50 |
12,340.50 |
12,609.50 |
12,427.00 |
| S2 |
12,027.00 |
12,027.00 |
12,564.75 |
|
| S3 |
11,540.50 |
11,854.00 |
12,520.25 |
|
| S4 |
11,054.00 |
11,367.50 |
12,386.50 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,073.75 |
15,480.75 |
13,268.25 |
|
| R3 |
14,957.00 |
14,364.00 |
12,961.00 |
|
| R2 |
13,840.25 |
13,840.25 |
12,858.75 |
|
| R1 |
13,247.25 |
13,247.25 |
12,756.25 |
12,985.50 |
| PP |
12,723.50 |
12,723.50 |
12,723.50 |
12,592.75 |
| S1 |
12,130.50 |
12,130.50 |
12,551.75 |
11,868.50 |
| S2 |
11,606.75 |
11,606.75 |
12,449.25 |
|
| S3 |
10,490.00 |
11,013.75 |
12,347.00 |
|
| S4 |
9,373.25 |
9,897.00 |
12,039.75 |
|
|
| 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 |
12,200.00 |
1,116.75 |
8.8% |
429.50 |
3.4% |
41% |
False |
True |
5,756 |
| 10 |
13,616.25 |
12,200.00 |
1,416.25 |
11.2% |
451.75 |
3.6% |
32% |
False |
True |
4,312 |
| 20 |
13,888.25 |
12,200.00 |
1,688.25 |
13.3% |
311.75 |
2.5% |
27% |
False |
True |
2,525 |
| 40 |
13,888.25 |
12,200.00 |
1,688.25 |
13.3% |
295.75 |
2.3% |
27% |
False |
True |
1,644 |
| 60 |
13,888.25 |
12,200.00 |
1,688.25 |
13.3% |
259.00 |
2.0% |
27% |
False |
True |
1,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,754.00 |
|
2.618 |
13,960.25 |
|
1.618 |
13,473.75 |
|
1.000 |
13,173.00 |
|
0.618 |
12,987.25 |
|
HIGH |
12,686.50 |
|
0.618 |
12,500.75 |
|
0.500 |
12,443.25 |
|
0.382 |
12,385.75 |
|
LOW |
12,200.00 |
|
0.618 |
11,899.25 |
|
1.000 |
11,713.50 |
|
1.618 |
11,412.75 |
|
2.618 |
10,926.25 |
|
4.250 |
10,132.50 |
|
|
| Fisher Pivots for day following 05-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
12,583.75 |
12,690.50 |
| PP |
12,513.50 |
12,678.25 |
| S1 |
12,443.25 |
12,666.25 |
|