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 |
13,030.03 |
12,658.88 |
-371.15 |
-2.8% |
13,412.35 |
High |
13,057.29 |
12,799.08 |
-258.21 |
-2.0% |
13,447.37 |
Low |
12,681.27 |
12,314.16 |
-367.11 |
-2.9% |
12,767.97 |
Close |
12,683.33 |
12,464.00 |
-219.33 |
-1.7% |
12,909.44 |
Range |
376.02 |
484.92 |
108.90 |
29.0% |
679.40 |
ATR |
273.19 |
288.31 |
15.12 |
5.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,980.51 |
13,707.17 |
12,730.71 |
|
R3 |
13,495.59 |
13,222.25 |
12,597.35 |
|
R2 |
13,010.67 |
13,010.67 |
12,552.90 |
|
R1 |
12,737.33 |
12,737.33 |
12,508.45 |
12,631.54 |
PP |
12,525.75 |
12,525.75 |
12,525.75 |
12,472.85 |
S1 |
12,252.41 |
12,252.41 |
12,419.55 |
12,146.62 |
S2 |
12,040.83 |
12,040.83 |
12,375.10 |
|
S3 |
11,555.91 |
11,767.49 |
12,330.65 |
|
S4 |
11,070.99 |
11,282.57 |
12,197.29 |
|
|
Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,079.79 |
14,674.02 |
13,283.11 |
|
R3 |
14,400.39 |
13,994.62 |
13,096.28 |
|
R2 |
13,720.99 |
13,720.99 |
13,034.00 |
|
R1 |
13,315.22 |
13,315.22 |
12,971.72 |
13,178.41 |
PP |
13,041.59 |
13,041.59 |
13,041.59 |
12,973.19 |
S1 |
12,635.82 |
12,635.82 |
12,847.16 |
12,499.01 |
S2 |
12,362.19 |
12,362.19 |
12,784.88 |
|
S3 |
11,682.79 |
11,956.42 |
12,722.61 |
|
S4 |
11,003.39 |
11,277.02 |
12,535.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,301.62 |
12,314.16 |
987.46 |
7.9% |
334.82 |
2.7% |
15% |
False |
True |
|
10 |
13,701.69 |
12,314.16 |
1,387.53 |
11.1% |
340.47 |
2.7% |
11% |
False |
True |
|
20 |
13,879.77 |
12,314.16 |
1,565.61 |
12.6% |
242.78 |
1.9% |
10% |
False |
True |
|
40 |
13,879.77 |
12,314.16 |
1,565.61 |
12.6% |
219.25 |
1.8% |
10% |
False |
True |
|
60 |
13,879.77 |
12,226.13 |
1,653.64 |
13.3% |
196.97 |
1.6% |
14% |
False |
False |
|
80 |
13,879.77 |
11,512.46 |
2,367.31 |
19.0% |
189.89 |
1.5% |
40% |
False |
False |
|
100 |
13,879.77 |
10,957.11 |
2,922.66 |
23.4% |
197.33 |
1.6% |
52% |
False |
False |
|
120 |
13,879.77 |
10,677.85 |
3,201.92 |
25.7% |
202.06 |
1.6% |
56% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,859.99 |
2.618 |
14,068.60 |
1.618 |
13,583.68 |
1.000 |
13,284.00 |
0.618 |
13,098.76 |
HIGH |
12,799.08 |
0.618 |
12,613.84 |
0.500 |
12,556.62 |
0.382 |
12,499.40 |
LOW |
12,314.16 |
0.618 |
12,014.48 |
1.000 |
11,829.24 |
1.618 |
11,529.56 |
2.618 |
11,044.64 |
4.250 |
10,253.25 |
|
|
Fisher Pivots for day following 04-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
12,556.62 |
12,807.89 |
PP |
12,525.75 |
12,693.26 |
S1 |
12,494.87 |
12,578.63 |
|