| 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 |
1,524.0440 |
1,429.4230 |
-94.6210 |
-6.2% |
1,957.9210 |
| High |
1,562.3100 |
1,562.9600 |
0.6500 |
0.0% |
2,036.8430 |
| Low |
1,402.2620 |
1,294.7920 |
-107.4700 |
-7.7% |
1,376.9740 |
| Close |
1,429.4230 |
1,546.7540 |
117.3310 |
8.2% |
1,429.4230 |
| Range |
160.0480 |
268.1680 |
108.1200 |
67.6% |
659.8690 |
| ATR |
184.9166 |
190.8631 |
5.9465 |
3.2% |
0.0000 |
| Volume |
1,098,392 |
919,632 |
-178,760 |
-16.3% |
6,877,722 |
|
| Daily Pivots for day following 01-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,272.6727 |
2,177.8813 |
1,694.2464 |
|
| R3 |
2,004.5047 |
1,909.7133 |
1,620.5002 |
|
| R2 |
1,736.3367 |
1,736.3367 |
1,595.9181 |
|
| R1 |
1,641.5453 |
1,641.5453 |
1,571.3361 |
1,688.9410 |
| PP |
1,468.1687 |
1,468.1687 |
1,468.1687 |
1,491.8665 |
| S1 |
1,373.3773 |
1,373.3773 |
1,522.1719 |
1,420.7730 |
| S2 |
1,200.0007 |
1,200.0007 |
1,497.5899 |
|
| S3 |
931.8327 |
1,105.2093 |
1,473.0078 |
|
| S4 |
663.6647 |
837.0413 |
1,399.2616 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,594.0203 |
3,171.5907 |
1,792.3510 |
|
| R3 |
2,934.1513 |
2,511.7217 |
1,610.8870 |
|
| R2 |
2,274.2823 |
2,274.2823 |
1,550.3990 |
|
| R1 |
1,851.8527 |
1,851.8527 |
1,489.9110 |
1,733.1330 |
| PP |
1,614.4133 |
1,614.4133 |
1,614.4133 |
1,555.0535 |
| S1 |
1,191.9837 |
1,191.9837 |
1,368.9350 |
1,073.2640 |
| S2 |
954.5443 |
954.5443 |
1,308.4470 |
|
| S3 |
294.6753 |
532.1147 |
1,247.9590 |
|
| S4 |
-365.1937 |
-127.7543 |
1,066.4951 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,801.9190 |
1,294.7920 |
507.1270 |
32.8% |
242.0174 |
15.6% |
50% |
False |
True |
1,247,347 |
| 10 |
2,036.8430 |
1,294.7920 |
742.0510 |
48.0% |
212.3208 |
13.7% |
34% |
False |
True |
1,072,166 |
| 20 |
2,036.8430 |
1,271.9050 |
764.9380 |
49.5% |
184.9510 |
12.0% |
36% |
False |
False |
1,037,235 |
| 40 |
2,036.8430 |
716.9340 |
1,319.9090 |
85.3% |
189.3262 |
12.2% |
63% |
False |
False |
1,452,926 |
| 60 |
2,036.8430 |
530.9080 |
1,505.9350 |
97.4% |
141.6378 |
9.2% |
67% |
False |
False |
1,212,066 |
| 80 |
2,036.8430 |
370.8360 |
1,666.0070 |
107.7% |
115.6625 |
7.5% |
71% |
False |
False |
1,122,763 |
| 100 |
2,036.8430 |
333.2500 |
1,703.5930 |
110.1% |
96.5534 |
6.2% |
71% |
False |
False |
1,007,752 |
| 120 |
2,036.8430 |
315.3600 |
1,721.4830 |
111.3% |
84.3744 |
5.5% |
72% |
False |
False |
936,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,702.6740 |
|
2.618 |
2,265.0238 |
|
1.618 |
1,996.8558 |
|
1.000 |
1,831.1280 |
|
0.618 |
1,728.6878 |
|
HIGH |
1,562.9600 |
|
0.618 |
1,460.5198 |
|
0.500 |
1,428.8760 |
|
0.382 |
1,397.2322 |
|
LOW |
1,294.7920 |
|
0.618 |
1,129.0642 |
|
1.000 |
1,026.6240 |
|
1.618 |
860.8962 |
|
2.618 |
592.7282 |
|
4.250 |
155.0780 |
|
|
| Fisher Pivots for day following 01-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,507.4613 |
1,525.5132 |
| PP |
1,468.1687 |
1,504.2723 |
| S1 |
1,428.8760 |
1,483.0315 |
|