| 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 |
13,061.25 |
12,682.00 |
-379.25 |
-2.9% |
13,585.00 |
| High |
13,192.00 |
12,797.00 |
-395.00 |
-3.0% |
13,629.00 |
| Low |
12,663.25 |
12,306.50 |
-356.75 |
-2.8% |
12,662.25 |
| Close |
12,681.75 |
12,455.00 |
-226.75 |
-1.8% |
12,911.00 |
| Range |
528.75 |
490.50 |
-38.25 |
-7.2% |
966.75 |
| ATR |
327.34 |
339.00 |
11.65 |
3.6% |
0.00 |
| Volume |
756,448 |
1,049,493 |
293,045 |
38.7% |
3,931,585 |
|
| Daily Pivots for day following 04-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,991.00 |
13,713.50 |
12,724.75 |
|
| R3 |
13,500.50 |
13,223.00 |
12,590.00 |
|
| R2 |
13,010.00 |
13,010.00 |
12,545.00 |
|
| R1 |
12,732.50 |
12,732.50 |
12,500.00 |
12,626.00 |
| PP |
12,519.50 |
12,519.50 |
12,519.50 |
12,466.25 |
| S1 |
12,242.00 |
12,242.00 |
12,410.00 |
12,135.50 |
| S2 |
12,029.00 |
12,029.00 |
12,365.00 |
|
| S3 |
11,538.50 |
11,751.50 |
12,320.00 |
|
| S4 |
11,048.00 |
11,261.00 |
12,185.25 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,967.75 |
15,406.00 |
13,442.75 |
|
| R3 |
15,001.00 |
14,439.25 |
13,176.75 |
|
| R2 |
14,034.25 |
14,034.25 |
13,088.25 |
|
| R1 |
13,472.50 |
13,472.50 |
12,999.50 |
13,270.00 |
| PP |
13,067.50 |
13,067.50 |
13,067.50 |
12,966.00 |
| S1 |
12,505.75 |
12,505.75 |
12,822.50 |
12,303.25 |
| S2 |
12,100.75 |
12,100.75 |
12,733.75 |
|
| S3 |
11,134.00 |
11,539.00 |
12,645.25 |
|
| S4 |
10,167.25 |
10,572.25 |
12,379.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,328.25 |
12,306.50 |
1,021.75 |
8.2% |
419.75 |
3.4% |
15% |
False |
True |
744,968 |
| 10 |
13,729.00 |
12,306.50 |
1,422.50 |
11.4% |
425.00 |
3.4% |
10% |
False |
True |
734,971 |
| 20 |
13,900.50 |
12,306.50 |
1,594.00 |
12.8% |
301.50 |
2.4% |
9% |
False |
True |
607,710 |
| 40 |
13,900.50 |
12,306.50 |
1,594.00 |
12.8% |
296.50 |
2.4% |
9% |
False |
True |
568,736 |
| 60 |
13,900.50 |
12,216.75 |
1,683.75 |
13.5% |
258.50 |
2.1% |
14% |
False |
False |
488,570 |
| 80 |
13,900.50 |
11,496.75 |
2,403.75 |
19.3% |
246.25 |
2.0% |
40% |
False |
False |
366,709 |
| 100 |
13,900.50 |
10,934.00 |
2,966.50 |
23.8% |
254.75 |
2.0% |
51% |
False |
False |
293,518 |
| 120 |
13,900.50 |
10,649.50 |
3,251.00 |
26.1% |
263.00 |
2.1% |
56% |
False |
False |
244,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,881.50 |
|
2.618 |
14,081.25 |
|
1.618 |
13,590.75 |
|
1.000 |
13,287.50 |
|
0.618 |
13,100.25 |
|
HIGH |
12,797.00 |
|
0.618 |
12,609.75 |
|
0.500 |
12,551.75 |
|
0.382 |
12,493.75 |
|
LOW |
12,306.50 |
|
0.618 |
12,003.25 |
|
1.000 |
11,816.00 |
|
1.618 |
11,512.75 |
|
2.618 |
11,022.25 |
|
4.250 |
10,222.00 |
|
|
| Fisher Pivots for day following 04-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
12,551.75 |
12,817.50 |
| PP |
12,519.50 |
12,696.50 |
| S1 |
12,487.25 |
12,575.75 |
|