| 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 |
1,773.6 |
1,738.1 |
-35.5 |
-2.0% |
1,791.0 |
| High |
1,777.2 |
1,762.0 |
-15.2 |
-0.9% |
1,817.4 |
| Low |
1,720.8 |
1,723.0 |
2.2 |
0.1% |
1,720.8 |
| Close |
1,734.0 |
1,728.2 |
-5.8 |
-0.3% |
1,734.0 |
| Range |
56.4 |
39.0 |
-17.4 |
-30.9% |
96.6 |
| ATR |
30.0 |
30.6 |
0.6 |
2.2% |
0.0 |
| Volume |
5,069 |
1,830 |
-3,239 |
-63.9% |
9,650 |
|
| Daily Pivots for day following 01-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,854.7 |
1,830.5 |
1,749.7 |
|
| R3 |
1,815.7 |
1,791.5 |
1,738.9 |
|
| R2 |
1,776.7 |
1,776.7 |
1,735.4 |
|
| R1 |
1,752.5 |
1,752.5 |
1,731.8 |
1,745.1 |
| PP |
1,737.7 |
1,737.7 |
1,737.7 |
1,734.1 |
| S1 |
1,713.5 |
1,713.5 |
1,724.6 |
1,706.1 |
| S2 |
1,698.7 |
1,698.7 |
1,721.1 |
|
| S3 |
1,659.7 |
1,674.5 |
1,717.5 |
|
| S4 |
1,620.7 |
1,635.5 |
1,706.8 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,047.2 |
1,987.2 |
1,787.1 |
|
| R3 |
1,950.6 |
1,890.6 |
1,760.6 |
|
| R2 |
1,854.0 |
1,854.0 |
1,751.7 |
|
| R1 |
1,794.0 |
1,794.0 |
1,742.9 |
1,775.7 |
| PP |
1,757.4 |
1,757.4 |
1,757.4 |
1,748.3 |
| S1 |
1,697.4 |
1,697.4 |
1,725.1 |
1,679.1 |
| S2 |
1,660.8 |
1,660.8 |
1,716.3 |
|
| S3 |
1,564.2 |
1,600.8 |
1,707.4 |
|
| S4 |
1,467.6 |
1,504.2 |
1,680.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,817.4 |
1,720.8 |
96.6 |
5.6% |
35.3 |
2.0% |
8% |
False |
False |
2,141 |
| 10 |
1,831.0 |
1,720.8 |
110.2 |
6.4% |
31.8 |
1.8% |
7% |
False |
False |
1,802 |
| 20 |
1,874.9 |
1,720.8 |
154.1 |
8.9% |
28.3 |
1.6% |
5% |
False |
False |
1,785 |
| 40 |
1,971.5 |
1,720.8 |
250.7 |
14.5% |
29.2 |
1.7% |
3% |
False |
False |
1,761 |
| 60 |
1,971.5 |
1,720.8 |
250.7 |
14.5% |
27.5 |
1.6% |
3% |
False |
False |
1,506 |
| 80 |
1,978.4 |
1,720.8 |
257.6 |
14.9% |
26.7 |
1.5% |
3% |
False |
False |
1,262 |
| 100 |
1,978.4 |
1,720.8 |
257.6 |
14.9% |
23.8 |
1.4% |
3% |
False |
False |
1,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,927.8 |
|
2.618 |
1,864.1 |
|
1.618 |
1,825.1 |
|
1.000 |
1,801.0 |
|
0.618 |
1,786.1 |
|
HIGH |
1,762.0 |
|
0.618 |
1,747.1 |
|
0.500 |
1,742.5 |
|
0.382 |
1,737.9 |
|
LOW |
1,723.0 |
|
0.618 |
1,698.9 |
|
1.000 |
1,684.0 |
|
1.618 |
1,659.9 |
|
2.618 |
1,620.9 |
|
4.250 |
1,557.3 |
|
|
| Fisher Pivots for day following 01-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,742.5 |
1,763.7 |
| PP |
1,737.7 |
1,751.9 |
| S1 |
1,733.0 |
1,740.0 |
|