| 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 |
3,859.50 |
3,803.25 |
-56.25 |
-1.5% |
3,894.25 |
| High |
3,888.00 |
3,832.00 |
-56.00 |
-1.4% |
3,924.50 |
| Low |
3,803.50 |
3,710.50 |
-93.00 |
-2.4% |
3,775.00 |
| Close |
3,806.75 |
3,755.50 |
-51.25 |
-1.3% |
3,799.00 |
| Range |
84.50 |
121.50 |
37.00 |
43.8% |
149.50 |
| ATR |
64.20 |
68.30 |
4.09 |
6.4% |
0.00 |
| Volume |
28,742 |
43,942 |
15,200 |
52.9% |
56,845 |
|
| Daily Pivots for day following 04-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,130.50 |
4,064.50 |
3,822.25 |
|
| R3 |
4,009.00 |
3,943.00 |
3,789.00 |
|
| R2 |
3,887.50 |
3,887.50 |
3,777.75 |
|
| R1 |
3,821.50 |
3,821.50 |
3,766.75 |
3,793.75 |
| PP |
3,766.00 |
3,766.00 |
3,766.00 |
3,752.00 |
| S1 |
3,700.00 |
3,700.00 |
3,744.25 |
3,672.25 |
| S2 |
3,644.50 |
3,644.50 |
3,733.25 |
|
| S3 |
3,523.00 |
3,578.50 |
3,722.00 |
|
| S4 |
3,401.50 |
3,457.00 |
3,688.75 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,281.25 |
4,189.75 |
3,881.25 |
|
| R3 |
4,131.75 |
4,040.25 |
3,840.00 |
|
| R2 |
3,982.25 |
3,982.25 |
3,826.50 |
|
| R1 |
3,890.75 |
3,890.75 |
3,812.75 |
3,861.75 |
| PP |
3,832.75 |
3,832.75 |
3,832.75 |
3,818.50 |
| S1 |
3,741.25 |
3,741.25 |
3,785.25 |
3,712.25 |
| S2 |
3,683.25 |
3,683.25 |
3,771.50 |
|
| S3 |
3,533.75 |
3,591.75 |
3,758.00 |
|
| S4 |
3,384.25 |
3,442.25 |
3,716.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,901.75 |
3,710.50 |
191.25 |
5.1% |
83.75 |
2.2% |
24% |
False |
True |
25,556 |
| 10 |
3,924.50 |
3,710.50 |
214.00 |
5.7% |
80.25 |
2.1% |
21% |
False |
True |
18,108 |
| 20 |
3,948.25 |
3,710.50 |
237.75 |
6.3% |
59.50 |
1.6% |
19% |
False |
True |
11,039 |
| 40 |
3,948.25 |
3,647.50 |
300.75 |
8.0% |
61.25 |
1.6% |
36% |
False |
False |
7,018 |
| 60 |
3,948.25 |
3,586.50 |
361.75 |
9.6% |
56.75 |
1.5% |
47% |
False |
False |
4,892 |
| 80 |
3,948.25 |
3,438.25 |
510.00 |
13.6% |
54.75 |
1.5% |
62% |
False |
False |
3,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,348.50 |
|
2.618 |
4,150.00 |
|
1.618 |
4,028.50 |
|
1.000 |
3,953.50 |
|
0.618 |
3,907.00 |
|
HIGH |
3,832.00 |
|
0.618 |
3,785.50 |
|
0.500 |
3,771.25 |
|
0.382 |
3,757.00 |
|
LOW |
3,710.50 |
|
0.618 |
3,635.50 |
|
1.000 |
3,589.00 |
|
1.618 |
3,514.00 |
|
2.618 |
3,392.50 |
|
4.250 |
3,194.00 |
|
|
| Fisher Pivots for day following 04-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,771.25 |
3,803.75 |
| PP |
3,766.00 |
3,787.75 |
| S1 |
3,760.75 |
3,771.50 |
|