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 |
6,613.5 |
6,559.0 |
-54.5 |
-0.8% |
6,501.0 |
High |
6,655.0 |
6,698.0 |
43.0 |
0.6% |
6,698.0 |
Low |
6,549.5 |
6,536.5 |
-13.0 |
-0.2% |
6,488.5 |
Close |
6,632.5 |
6,609.5 |
-23.0 |
-0.3% |
6,609.5 |
Range |
105.5 |
161.5 |
56.0 |
53.1% |
209.5 |
ATR |
111.5 |
115.1 |
3.6 |
3.2% |
0.0 |
Volume |
101,805 |
137,525 |
35,720 |
35.1% |
586,139 |
|
Daily Pivots for day following 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,099.0 |
7,016.0 |
6,698.5 |
|
R3 |
6,937.5 |
6,854.5 |
6,654.0 |
|
R2 |
6,776.0 |
6,776.0 |
6,639.0 |
|
R1 |
6,693.0 |
6,693.0 |
6,624.5 |
6,734.5 |
PP |
6,614.5 |
6,614.5 |
6,614.5 |
6,635.5 |
S1 |
6,531.5 |
6,531.5 |
6,594.5 |
6,573.0 |
S2 |
6,453.0 |
6,453.0 |
6,580.0 |
|
S3 |
6,291.5 |
6,370.0 |
6,565.0 |
|
S4 |
6,130.0 |
6,208.5 |
6,520.5 |
|
|
Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,227.0 |
7,128.0 |
6,724.5 |
|
R3 |
7,017.5 |
6,918.5 |
6,667.0 |
|
R2 |
6,808.0 |
6,808.0 |
6,648.0 |
|
R1 |
6,709.0 |
6,709.0 |
6,628.5 |
6,758.5 |
PP |
6,598.5 |
6,598.5 |
6,598.5 |
6,623.5 |
S1 |
6,499.5 |
6,499.5 |
6,590.5 |
6,549.0 |
S2 |
6,389.0 |
6,389.0 |
6,571.0 |
|
S3 |
6,179.5 |
6,290.0 |
6,552.0 |
|
S4 |
5,970.0 |
6,080.5 |
6,494.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,698.0 |
6,488.5 |
209.5 |
3.2% |
113.0 |
1.7% |
58% |
True |
False |
117,227 |
10 |
6,698.0 |
6,432.0 |
266.0 |
4.0% |
121.0 |
1.8% |
67% |
True |
False |
126,371 |
20 |
6,749.5 |
6,427.5 |
322.0 |
4.9% |
106.5 |
1.6% |
57% |
False |
False |
111,838 |
40 |
6,838.0 |
6,300.0 |
538.0 |
8.1% |
99.5 |
1.5% |
58% |
False |
False |
104,427 |
60 |
6,910.0 |
6,265.0 |
645.0 |
9.8% |
103.5 |
1.6% |
53% |
False |
False |
110,582 |
80 |
6,910.0 |
6,216.5 |
693.5 |
10.5% |
90.5 |
1.4% |
57% |
False |
False |
83,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,384.5 |
2.618 |
7,121.0 |
1.618 |
6,959.5 |
1.000 |
6,859.5 |
0.618 |
6,798.0 |
HIGH |
6,698.0 |
0.618 |
6,636.5 |
0.500 |
6,617.0 |
0.382 |
6,598.0 |
LOW |
6,536.5 |
0.618 |
6,436.5 |
1.000 |
6,375.0 |
1.618 |
6,275.0 |
2.618 |
6,113.5 |
4.250 |
5,850.0 |
|
|
Fisher Pivots for day following 05-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
6,617.0 |
6,617.0 |
PP |
6,614.5 |
6,614.5 |
S1 |
6,612.0 |
6,612.0 |
|