| 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 |
12,658.88 |
12,602.89 |
-55.99 |
-0.4% |
13,108.22 |
| High |
12,799.08 |
12,700.95 |
-98.13 |
-0.8% |
13,301.62 |
| Low |
12,314.16 |
12,208.39 |
-105.77 |
-0.9% |
12,208.39 |
| Close |
12,464.00 |
12,668.51 |
204.51 |
1.6% |
12,668.51 |
| Range |
484.92 |
492.56 |
7.64 |
1.6% |
1,093.23 |
| ATR |
288.31 |
302.90 |
14.59 |
5.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,003.63 |
13,828.63 |
12,939.42 |
|
| R3 |
13,511.07 |
13,336.07 |
12,803.96 |
|
| R2 |
13,018.51 |
13,018.51 |
12,758.81 |
|
| R1 |
12,843.51 |
12,843.51 |
12,713.66 |
12,931.01 |
| PP |
12,525.95 |
12,525.95 |
12,525.95 |
12,569.70 |
| S1 |
12,350.95 |
12,350.95 |
12,623.36 |
12,438.45 |
| S2 |
12,033.39 |
12,033.39 |
12,578.21 |
|
| S3 |
11,540.83 |
11,858.39 |
12,533.06 |
|
| S4 |
11,048.27 |
11,365.83 |
12,397.60 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,005.86 |
15,430.42 |
13,269.79 |
|
| R3 |
14,912.63 |
14,337.19 |
12,969.15 |
|
| R2 |
13,819.40 |
13,819.40 |
12,868.94 |
|
| R1 |
13,243.96 |
13,243.96 |
12,768.72 |
12,985.07 |
| PP |
12,726.17 |
12,726.17 |
12,726.17 |
12,596.73 |
| S1 |
12,150.73 |
12,150.73 |
12,568.30 |
11,891.84 |
| S2 |
11,632.94 |
11,632.94 |
12,468.08 |
|
| S3 |
10,539.71 |
11,057.50 |
12,367.87 |
|
| S4 |
9,446.48 |
9,964.27 |
12,067.23 |
|
|
| 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 |
12,208.39 |
1,093.23 |
8.6% |
368.86 |
2.9% |
42% |
False |
True |
|
| 10 |
13,447.37 |
12,208.39 |
1,238.98 |
9.8% |
374.10 |
3.0% |
37% |
False |
True |
|
| 20 |
13,879.77 |
12,208.39 |
1,671.38 |
13.2% |
259.58 |
2.0% |
28% |
False |
True |
|
| 40 |
13,879.77 |
12,208.39 |
1,671.38 |
13.2% |
225.80 |
1.8% |
28% |
False |
True |
|
| 60 |
13,879.77 |
12,208.39 |
1,671.38 |
13.2% |
203.73 |
1.6% |
28% |
False |
True |
|
| 80 |
13,879.77 |
11,512.46 |
2,367.31 |
18.7% |
193.28 |
1.5% |
49% |
False |
False |
|
| 100 |
13,879.77 |
10,957.11 |
2,922.66 |
23.1% |
200.99 |
1.6% |
59% |
False |
False |
|
| 120 |
13,879.77 |
10,677.85 |
3,201.92 |
25.3% |
203.37 |
1.6% |
62% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,794.33 |
|
2.618 |
13,990.47 |
|
1.618 |
13,497.91 |
|
1.000 |
13,193.51 |
|
0.618 |
13,005.35 |
|
HIGH |
12,700.95 |
|
0.618 |
12,512.79 |
|
0.500 |
12,454.67 |
|
0.382 |
12,396.55 |
|
LOW |
12,208.39 |
|
0.618 |
11,903.99 |
|
1.000 |
11,715.83 |
|
1.618 |
11,411.43 |
|
2.618 |
10,918.87 |
|
4.250 |
10,115.01 |
|
|
| Fisher Pivots for day following 05-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
12,597.23 |
12,656.62 |
| PP |
12,525.95 |
12,644.73 |
| S1 |
12,454.67 |
12,632.84 |
|