JEF Jefferies Group Inc (NYSE)

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	30.54	30.40	-0.14	-0.5%	29.74
High	30.67	30.59	-0.08	-0.3%	31.11
Low	29.22	29.13	-0.09	-0.3%	29.13
Close	29.73	30.53	0.80	2.7%	30.53
Range	1.45	1.46	0.01	0.7%	1.98
ATR	0.91	0.95	0.04	4.3%	0.00
Volume	3,479,300	1,700,500	-1,778,800	-51.1%	12,292,900

Daily Pivots for day following 05-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	34.46	33.96	31.33
R3	33.00	32.50	30.93
R2	31.54	31.54	30.80
R1	31.04	31.04	30.66	31.29
PP	30.08	30.08	30.08	30.21
S1	29.58	29.58	30.40	29.83
S2	28.62	28.62	30.26
S3	27.16	28.12	30.13
S4	25.70	26.66	29.73

Weekly Pivots for week ending 05-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	36.21	35.35	31.62
R3	34.23	33.37	31.08
R2	32.24	32.24	30.89
R1	31.39	31.39	30.71	31.81
PP	30.26	30.26	30.26	30.47
S1	29.40	29.40	30.35	29.83
S2	28.27	28.27	30.17
S3	26.29	27.42	29.98
S4	24.31	25.43	29.44

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	31.11	29.13	1.98	6.5%	1.06	3.5%	71%	False	True	2,458,580
10	31.11	28.62	2.49	8.2%	0.97	3.2%	77%	False	False	2,107,456
20	31.11	25.40	5.71	18.7%	0.88	2.9%	90%	False	False	2,679,057
40	31.11	22.87	8.24	27.0%	0.77	2.5%	93%	False	False	2,485,123
60	31.11	22.87	8.24	27.0%	0.71	2.3%	93%	False	False	2,204,562
80	31.11	22.00	9.11	29.9%	0.66	2.2%	94%	False	False	1,978,903
100	31.11	18.78	12.33	40.4%	0.64	2.1%	95%	False	False	1,890,432
120	31.11	17.03	14.08	46.1%	0.62	2.0%	96%	False	False	1,960,960

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.12
Widest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	36.80
2.618	34.41
1.618	32.95
1.000	32.05
0.618	31.49
HIGH	30.59
0.618	30.03
0.500	29.86
0.382	29.69
LOW	29.13
0.618	28.23
1.000	27.67
1.618	26.77
2.618	25.31
4.250	22.93

Fisher Pivots for day following 05-Mar-2021
Pivot	1 day	3 day
R1	30.31	30.39
PP	30.08	30.26
S1	29.86	30.12

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These figures are updated between 7pm and 10pm EST after a trading day.

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