| 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 |
13,297.45 |
13,030.03 |
-267.42 |
-2.0% |
13,412.35 |
| High |
13,301.62 |
13,057.29 |
-244.33 |
-1.8% |
13,447.37 |
| Low |
13,052.12 |
12,681.27 |
-370.85 |
-2.8% |
12,767.97 |
| Close |
13,059.95 |
12,683.33 |
-376.62 |
-2.9% |
12,909.44 |
| Range |
249.50 |
376.02 |
126.52 |
50.7% |
679.40 |
| ATR |
265.07 |
273.19 |
8.11 |
3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,935.36 |
13,685.36 |
12,890.14 |
|
| R3 |
13,559.34 |
13,309.34 |
12,786.74 |
|
| R2 |
13,183.32 |
13,183.32 |
12,752.27 |
|
| R1 |
12,933.32 |
12,933.32 |
12,717.80 |
12,870.31 |
| PP |
12,807.30 |
12,807.30 |
12,807.30 |
12,775.79 |
| S1 |
12,557.30 |
12,557.30 |
12,648.86 |
12,494.29 |
| S2 |
12,431.28 |
12,431.28 |
12,614.39 |
|
| S3 |
12,055.26 |
12,181.28 |
12,579.92 |
|
| S4 |
11,679.24 |
11,805.26 |
12,476.52 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,079.79 |
14,674.02 |
13,283.11 |
|
| R3 |
14,400.39 |
13,994.62 |
13,096.28 |
|
| R2 |
13,720.99 |
13,720.99 |
13,034.00 |
|
| R1 |
13,315.22 |
13,315.22 |
12,971.72 |
13,178.41 |
| PP |
13,041.59 |
13,041.59 |
13,041.59 |
12,973.19 |
| S1 |
12,635.82 |
12,635.82 |
12,847.16 |
12,499.01 |
| S2 |
12,362.19 |
12,362.19 |
12,784.88 |
|
| S3 |
11,682.79 |
11,956.42 |
12,722.61 |
|
| S4 |
11,003.39 |
11,277.02 |
12,535.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,301.62 |
12,681.27 |
620.35 |
4.9% |
341.56 |
2.7% |
0% |
False |
True |
|
| 10 |
13,701.69 |
12,681.27 |
1,020.42 |
8.0% |
311.25 |
2.5% |
0% |
False |
True |
|
| 20 |
13,879.77 |
12,681.27 |
1,198.50 |
9.4% |
226.03 |
1.8% |
0% |
False |
True |
|
| 40 |
13,879.77 |
12,572.70 |
1,307.07 |
10.3% |
210.40 |
1.7% |
8% |
False |
False |
|
| 60 |
13,879.77 |
12,226.13 |
1,653.64 |
13.0% |
190.23 |
1.5% |
28% |
False |
False |
|
| 80 |
13,879.77 |
11,512.46 |
2,367.31 |
18.7% |
185.49 |
1.5% |
49% |
False |
False |
|
| 100 |
13,879.77 |
10,957.11 |
2,922.66 |
23.0% |
193.21 |
1.5% |
59% |
False |
False |
|
| 120 |
13,879.77 |
10,677.85 |
3,201.92 |
25.2% |
201.94 |
1.6% |
63% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,655.38 |
|
2.618 |
14,041.71 |
|
1.618 |
13,665.69 |
|
1.000 |
13,433.31 |
|
0.618 |
13,289.67 |
|
HIGH |
13,057.29 |
|
0.618 |
12,913.65 |
|
0.500 |
12,869.28 |
|
0.382 |
12,824.91 |
|
LOW |
12,681.27 |
|
0.618 |
12,448.89 |
|
1.000 |
12,305.25 |
|
1.618 |
12,072.87 |
|
2.618 |
11,696.85 |
|
4.250 |
11,083.19 |
|
|
| Fisher Pivots for day following 03-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
12,869.28 |
12,991.45 |
| PP |
12,807.30 |
12,888.74 |
| S1 |
12,745.31 |
12,786.04 |
|