| Trading Metrics calculated at close of trading on 08-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2021 |
08-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
3,755.75 |
3,843.00 |
87.25 |
2.3% |
3,806.75 |
| High |
3,840.00 |
3,868.75 |
28.75 |
0.7% |
3,901.75 |
| Low |
3,718.50 |
3,786.50 |
68.00 |
1.8% |
3,710.50 |
| Close |
3,829.00 |
3,809.25 |
-19.75 |
-0.5% |
3,829.00 |
| Range |
121.50 |
82.25 |
-39.25 |
-32.3% |
191.25 |
| ATR |
72.10 |
72.82 |
0.73 |
1.0% |
0.00 |
| Volume |
48,444 |
46,669 |
-1,775 |
-3.7% |
164,379 |
|
| Daily Pivots for day following 08-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,068.25 |
4,021.00 |
3,854.50 |
|
| R3 |
3,986.00 |
3,938.75 |
3,831.75 |
|
| R2 |
3,903.75 |
3,903.75 |
3,824.25 |
|
| R1 |
3,856.50 |
3,856.50 |
3,816.75 |
3,839.00 |
| PP |
3,821.50 |
3,821.50 |
3,821.50 |
3,812.75 |
| S1 |
3,774.25 |
3,774.25 |
3,801.75 |
3,756.75 |
| S2 |
3,739.25 |
3,739.25 |
3,794.25 |
|
| S3 |
3,657.00 |
3,692.00 |
3,786.75 |
|
| S4 |
3,574.75 |
3,609.75 |
3,764.00 |
|
|
| 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 |
3,897.00 |
3,710.50 |
186.50 |
4.9% |
90.25 |
2.4% |
53% |
False |
False |
38,574 |
| 10 |
3,924.50 |
3,710.50 |
214.00 |
5.6% |
91.50 |
2.4% |
46% |
False |
False |
26,455 |
| 20 |
3,948.25 |
3,710.50 |
237.75 |
6.2% |
65.50 |
1.7% |
42% |
False |
False |
15,182 |
| 40 |
3,948.25 |
3,647.50 |
300.75 |
7.9% |
62.75 |
1.6% |
54% |
False |
False |
9,227 |
| 60 |
3,948.25 |
3,586.50 |
361.75 |
9.5% |
59.00 |
1.5% |
62% |
False |
False |
6,474 |
| 80 |
3,948.25 |
3,488.25 |
460.00 |
12.1% |
54.75 |
1.4% |
70% |
False |
False |
4,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,218.25 |
|
2.618 |
4,084.00 |
|
1.618 |
4,001.75 |
|
1.000 |
3,951.00 |
|
0.618 |
3,919.50 |
|
HIGH |
3,868.75 |
|
0.618 |
3,837.25 |
|
0.500 |
3,827.50 |
|
0.382 |
3,818.00 |
|
LOW |
3,786.50 |
|
0.618 |
3,735.75 |
|
1.000 |
3,704.25 |
|
1.618 |
3,653.50 |
|
2.618 |
3,571.25 |
|
4.250 |
3,437.00 |
|
|
| Fisher Pivots for day following 08-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,827.50 |
3,802.75 |
| PP |
3,821.50 |
3,796.25 |
| S1 |
3,815.50 |
3,789.50 |
|