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 |
1,712.2 |
1,696.8 |
-15.4 |
-0.9% |
1,738.1 |
High |
1,725.7 |
1,710.1 |
-15.6 |
-0.9% |
1,762.0 |
Low |
1,693.0 |
1,690.2 |
-2.8 |
-0.2% |
1,690.2 |
Close |
1,705.9 |
1,703.8 |
-2.1 |
-0.1% |
1,703.8 |
Range |
32.7 |
19.9 |
-12.8 |
-39.1% |
71.8 |
ATR |
31.4 |
30.5 |
-0.8 |
-2.6% |
0.0 |
Volume |
4,053 |
3,168 |
-885 |
-21.8% |
15,101 |
|
Daily Pivots for day following 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,761.1 |
1,752.3 |
1,714.7 |
|
R3 |
1,741.2 |
1,732.4 |
1,709.3 |
|
R2 |
1,721.3 |
1,721.3 |
1,707.4 |
|
R1 |
1,712.5 |
1,712.5 |
1,705.6 |
1,716.9 |
PP |
1,701.4 |
1,701.4 |
1,701.4 |
1,703.6 |
S1 |
1,692.6 |
1,692.6 |
1,702.0 |
1,697.0 |
S2 |
1,681.5 |
1,681.5 |
1,700.2 |
|
S3 |
1,661.6 |
1,672.7 |
1,698.3 |
|
S4 |
1,641.7 |
1,652.8 |
1,692.9 |
|
|
Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,934.1 |
1,890.7 |
1,743.3 |
|
R3 |
1,862.3 |
1,818.9 |
1,723.5 |
|
R2 |
1,790.5 |
1,790.5 |
1,717.0 |
|
R1 |
1,747.1 |
1,747.1 |
1,710.4 |
1,732.9 |
PP |
1,718.7 |
1,718.7 |
1,718.7 |
1,711.6 |
S1 |
1,675.3 |
1,675.3 |
1,697.2 |
1,661.1 |
S2 |
1,646.9 |
1,646.9 |
1,690.6 |
|
S3 |
1,575.1 |
1,603.5 |
1,684.1 |
|
S4 |
1,503.3 |
1,531.7 |
1,664.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,762.0 |
1,690.2 |
71.8 |
4.2% |
32.4 |
1.9% |
19% |
False |
True |
3,020 |
10 |
1,817.4 |
1,690.2 |
127.2 |
7.5% |
33.0 |
1.9% |
11% |
False |
True |
2,475 |
20 |
1,860.7 |
1,690.2 |
170.5 |
10.0% |
28.8 |
1.7% |
8% |
False |
True |
2,069 |
40 |
1,938.0 |
1,690.2 |
247.8 |
14.5% |
29.3 |
1.7% |
5% |
False |
True |
1,893 |
60 |
1,971.5 |
1,690.2 |
281.3 |
16.5% |
27.7 |
1.6% |
5% |
False |
True |
1,642 |
80 |
1,978.4 |
1,690.2 |
288.2 |
16.9% |
27.3 |
1.6% |
5% |
False |
True |
1,414 |
100 |
1,978.4 |
1,690.2 |
288.2 |
16.9% |
24.4 |
1.4% |
5% |
False |
True |
1,168 |
120 |
1,997.9 |
1,690.2 |
307.7 |
18.1% |
23.5 |
1.4% |
4% |
False |
True |
1,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,794.7 |
2.618 |
1,762.2 |
1.618 |
1,742.3 |
1.000 |
1,730.0 |
0.618 |
1,722.4 |
HIGH |
1,710.1 |
0.618 |
1,702.5 |
0.500 |
1,700.2 |
0.382 |
1,697.8 |
LOW |
1,690.2 |
0.618 |
1,677.9 |
1.000 |
1,670.3 |
1.618 |
1,658.0 |
2.618 |
1,638.1 |
4.250 |
1,605.6 |
|
|
Fisher Pivots for day following 05-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,702.6 |
1,716.3 |
PP |
1,701.4 |
1,712.1 |
S1 |
1,700.2 |
1,708.0 |
|