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 |
6,574.5 |
6,612.5 |
38.0 |
0.6% |
6,586.0 |
High |
6,633.0 |
6,677.0 |
44.0 |
0.7% |
6,675.5 |
Low |
6,523.0 |
6,586.0 |
63.0 |
1.0% |
6,432.0 |
Close |
6,594.0 |
6,638.5 |
44.5 |
0.7% |
6,439.5 |
Range |
110.0 |
91.0 |
-19.0 |
-17.3% |
243.5 |
ATR |
113.6 |
111.9 |
-1.6 |
-1.4% |
0.0 |
Volume |
96,754 |
115,775 |
19,021 |
19.7% |
677,572 |
|
Daily Pivots for day following 03-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,907.0 |
6,863.5 |
6,688.5 |
|
R3 |
6,816.0 |
6,772.5 |
6,663.5 |
|
R2 |
6,725.0 |
6,725.0 |
6,655.0 |
|
R1 |
6,681.5 |
6,681.5 |
6,647.0 |
6,703.0 |
PP |
6,634.0 |
6,634.0 |
6,634.0 |
6,644.5 |
S1 |
6,590.5 |
6,590.5 |
6,630.0 |
6,612.0 |
S2 |
6,543.0 |
6,543.0 |
6,622.0 |
|
S3 |
6,452.0 |
6,499.5 |
6,613.5 |
|
S4 |
6,361.0 |
6,408.5 |
6,588.5 |
|
|
Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,246.0 |
7,086.5 |
6,573.5 |
|
R3 |
7,002.5 |
6,843.0 |
6,506.5 |
|
R2 |
6,759.0 |
6,759.0 |
6,484.0 |
|
R1 |
6,599.5 |
6,599.5 |
6,462.0 |
6,557.5 |
PP |
6,515.5 |
6,515.5 |
6,515.5 |
6,495.0 |
S1 |
6,356.0 |
6,356.0 |
6,417.0 |
6,314.0 |
S2 |
6,272.0 |
6,272.0 |
6,395.0 |
|
S3 |
6,028.5 |
6,112.5 |
6,372.5 |
|
S4 |
5,785.0 |
5,869.0 |
6,305.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,677.0 |
6,432.0 |
245.0 |
3.7% |
124.0 |
1.9% |
84% |
True |
False |
140,700 |
10 |
6,693.5 |
6,432.0 |
261.5 |
3.9% |
115.5 |
1.7% |
79% |
False |
False |
126,606 |
20 |
6,749.5 |
6,406.0 |
343.5 |
5.2% |
100.5 |
1.5% |
68% |
False |
False |
108,946 |
40 |
6,910.0 |
6,300.0 |
610.0 |
9.2% |
98.5 |
1.5% |
55% |
False |
False |
104,127 |
60 |
6,910.0 |
6,265.0 |
645.0 |
9.7% |
101.0 |
1.5% |
58% |
False |
False |
106,775 |
80 |
6,910.0 |
5,911.5 |
998.5 |
15.0% |
91.0 |
1.4% |
73% |
False |
False |
80,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,064.0 |
2.618 |
6,915.0 |
1.618 |
6,824.0 |
1.000 |
6,768.0 |
0.618 |
6,733.0 |
HIGH |
6,677.0 |
0.618 |
6,642.0 |
0.500 |
6,631.5 |
0.382 |
6,621.0 |
LOW |
6,586.0 |
0.618 |
6,530.0 |
1.000 |
6,495.0 |
1.618 |
6,439.0 |
2.618 |
6,348.0 |
4.250 |
6,199.0 |
|
|
Fisher Pivots for day following 03-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
6,636.0 |
6,620.0 |
PP |
6,634.0 |
6,601.5 |
S1 |
6,631.5 |
6,583.0 |
|