| Trading Metrics calculated at close of trading on 03-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2021 |
03-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1,546.7540 |
1,467.8260 |
-78.9280 |
-5.1% |
1,957.9210 |
| High |
1,601.8510 |
1,654.2620 |
52.4110 |
3.3% |
2,036.8430 |
| Low |
1,457.6600 |
1,465.4720 |
7.8120 |
0.5% |
1,376.9740 |
| Close |
1,467.8480 |
1,593.0110 |
125.1630 |
8.5% |
1,429.4230 |
| Range |
144.1910 |
188.7900 |
44.5990 |
30.9% |
659.8690 |
| ATR |
187.5294 |
187.6194 |
0.0900 |
0.0% |
0.0000 |
| Volume |
746,285 |
736,000 |
-10,285 |
-1.4% |
6,877,722 |
|
| Daily Pivots for day following 03-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,137.2850 |
2,053.9380 |
1,696.8455 |
|
| R3 |
1,948.4950 |
1,865.1480 |
1,644.9283 |
|
| R2 |
1,759.7050 |
1,759.7050 |
1,627.6225 |
|
| R1 |
1,676.3580 |
1,676.3580 |
1,610.3168 |
1,718.0315 |
| PP |
1,570.9150 |
1,570.9150 |
1,570.9150 |
1,591.7518 |
| S1 |
1,487.5680 |
1,487.5680 |
1,575.7053 |
1,529.2415 |
| S2 |
1,382.1250 |
1,382.1250 |
1,558.3995 |
|
| S3 |
1,193.3350 |
1,298.7780 |
1,541.0938 |
|
| S4 |
1,004.5450 |
1,109.9880 |
1,489.1765 |
|
|
| 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 |
1,671.2710 |
1,294.7920 |
376.4790 |
23.6% |
181.5740 |
11.4% |
79% |
False |
False |
862,780 |
| 10 |
2,036.8430 |
1,294.7920 |
742.0510 |
46.6% |
223.6738 |
14.0% |
40% |
False |
False |
1,080,753 |
| 20 |
2,036.8430 |
1,294.7920 |
742.0510 |
46.6% |
184.9035 |
11.6% |
40% |
False |
False |
1,006,510 |
| 40 |
2,036.8430 |
912.6060 |
1,124.2370 |
70.6% |
185.8029 |
11.7% |
61% |
False |
False |
1,388,047 |
| 60 |
2,036.8430 |
530.9080 |
1,505.9350 |
94.5% |
146.1492 |
9.2% |
71% |
False |
False |
1,214,188 |
| 80 |
2,036.8430 |
397.1720 |
1,639.6710 |
102.9% |
119.2534 |
7.5% |
73% |
False |
False |
1,125,139 |
| 100 |
2,036.8430 |
334.8750 |
1,701.9680 |
106.8% |
99.6111 |
6.3% |
74% |
False |
False |
1,012,449 |
| 120 |
2,036.8430 |
315.3600 |
1,721.4830 |
108.1% |
86.6698 |
5.4% |
74% |
False |
False |
937,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,456.6195 |
|
2.618 |
2,148.5142 |
|
1.618 |
1,959.7242 |
|
1.000 |
1,843.0520 |
|
0.618 |
1,770.9342 |
|
HIGH |
1,654.2620 |
|
0.618 |
1,582.1442 |
|
0.500 |
1,559.8670 |
|
0.382 |
1,537.5898 |
|
LOW |
1,465.4720 |
|
0.618 |
1,348.7998 |
|
1.000 |
1,276.6820 |
|
1.618 |
1,160.0098 |
|
2.618 |
971.2198 |
|
4.250 |
663.1145 |
|
|
| Fisher Pivots for day following 03-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,581.9630 |
1,553.5163 |
| PP |
1,570.9150 |
1,514.0217 |
| S1 |
1,559.8670 |
1,474.5270 |
|