| Trading Metrics calculated at close of trading on 05-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2021 |
05-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
3,803.25 |
3,755.75 |
-47.50 |
-1.2% |
3,806.75 |
| High |
3,832.00 |
3,840.00 |
8.00 |
0.2% |
3,901.75 |
| Low |
3,710.50 |
3,718.50 |
8.00 |
0.2% |
3,710.50 |
| Close |
3,755.50 |
3,829.00 |
73.50 |
2.0% |
3,829.00 |
| Range |
121.50 |
121.50 |
0.00 |
0.0% |
191.25 |
| ATR |
68.30 |
72.10 |
3.80 |
5.6% |
0.00 |
| Volume |
43,942 |
48,444 |
4,502 |
10.2% |
164,379 |
|
| Daily Pivots for day following 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,160.25 |
4,116.25 |
3,895.75 |
|
| R3 |
4,038.75 |
3,994.75 |
3,862.50 |
|
| R2 |
3,917.25 |
3,917.25 |
3,851.25 |
|
| R1 |
3,873.25 |
3,873.25 |
3,840.25 |
3,895.25 |
| PP |
3,795.75 |
3,795.75 |
3,795.75 |
3,807.00 |
| S1 |
3,751.75 |
3,751.75 |
3,817.75 |
3,773.75 |
| S2 |
3,674.25 |
3,674.25 |
3,806.75 |
|
| S3 |
3,552.75 |
3,630.25 |
3,795.50 |
|
| S4 |
3,431.25 |
3,508.75 |
3,762.25 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,387.50 |
4,299.50 |
3,934.25 |
|
| R3 |
4,196.25 |
4,108.25 |
3,881.50 |
|
| R2 |
4,005.00 |
4,005.00 |
3,864.00 |
|
| R1 |
3,917.00 |
3,917.00 |
3,846.50 |
3,961.00 |
| PP |
3,813.75 |
3,813.75 |
3,813.75 |
3,835.75 |
| S1 |
3,725.75 |
3,725.75 |
3,811.50 |
3,769.75 |
| S2 |
3,622.50 |
3,622.50 |
3,794.00 |
|
| S3 |
3,431.25 |
3,534.50 |
3,776.50 |
|
| S4 |
3,240.00 |
3,343.25 |
3,723.75 |
|
|
| 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 |
5.0% |
93.50 |
2.4% |
62% |
False |
False |
32,875 |
| 10 |
3,924.50 |
3,710.50 |
214.00 |
5.6% |
88.50 |
2.3% |
55% |
False |
False |
22,122 |
| 20 |
3,948.25 |
3,710.50 |
237.75 |
6.2% |
62.75 |
1.6% |
50% |
False |
False |
13,365 |
| 40 |
3,948.25 |
3,647.50 |
300.75 |
7.9% |
62.25 |
1.6% |
60% |
False |
False |
8,151 |
| 60 |
3,948.25 |
3,586.50 |
361.75 |
9.4% |
58.25 |
1.5% |
67% |
False |
False |
5,698 |
| 80 |
3,948.25 |
3,488.25 |
460.00 |
12.0% |
55.50 |
1.5% |
74% |
False |
False |
4,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,356.50 |
|
2.618 |
4,158.00 |
|
1.618 |
4,036.50 |
|
1.000 |
3,961.50 |
|
0.618 |
3,915.00 |
|
HIGH |
3,840.00 |
|
0.618 |
3,793.50 |
|
0.500 |
3,779.25 |
|
0.382 |
3,765.00 |
|
LOW |
3,718.50 |
|
0.618 |
3,643.50 |
|
1.000 |
3,597.00 |
|
1.618 |
3,522.00 |
|
2.618 |
3,400.50 |
|
4.250 |
3,202.00 |
|
|
| Fisher Pivots for day following 05-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,812.50 |
3,819.00 |
| PP |
3,795.75 |
3,809.25 |
| S1 |
3,779.25 |
3,799.25 |
|