| Trading Metrics calculated at close of trading on 25-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2021 |
25-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
54,445.13 |
53,839.43 |
-605.70 |
-1.1% |
56,972.72 |
| High |
57,192.69 |
54,168.94 |
-3,023.75 |
-5.3% |
61,749.81 |
| Low |
53,230.90 |
50,496.36 |
-2,734.54 |
-5.1% |
53,338.44 |
| Close |
53,868.98 |
51,984.19 |
-1,884.79 |
-3.5% |
58,387.46 |
| Range |
3,961.79 |
3,672.58 |
-289.21 |
-7.3% |
8,411.37 |
| ATR |
4,082.20 |
4,052.95 |
-29.26 |
-0.7% |
0.00 |
| Volume |
50,023 |
78,775 |
28,752 |
57.5% |
324,833 |
|
| Daily Pivots for day following 25-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63,234.24 |
61,281.79 |
54,004.11 |
|
| R3 |
59,561.66 |
57,609.21 |
52,994.15 |
|
| R2 |
55,889.08 |
55,889.08 |
52,657.50 |
|
| R1 |
53,936.63 |
53,936.63 |
52,320.84 |
53,076.57 |
| PP |
52,216.50 |
52,216.50 |
52,216.50 |
51,786.46 |
| S1 |
50,264.05 |
50,264.05 |
51,647.54 |
49,403.99 |
| S2 |
48,543.92 |
48,543.92 |
51,310.88 |
|
| S3 |
44,871.34 |
46,591.47 |
50,974.23 |
|
| S4 |
41,198.76 |
42,918.89 |
49,964.27 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83,059.35 |
79,134.77 |
63,013.71 |
|
| R3 |
74,647.98 |
70,723.40 |
60,700.59 |
|
| R2 |
66,236.61 |
66,236.61 |
59,929.54 |
|
| R1 |
62,312.03 |
62,312.03 |
59,158.50 |
64,274.32 |
| PP |
57,825.24 |
57,825.24 |
57,825.24 |
58,806.38 |
| S1 |
53,900.66 |
53,900.66 |
57,616.42 |
55,862.95 |
| S2 |
49,413.87 |
49,413.87 |
56,845.38 |
|
| S3 |
41,002.50 |
45,489.29 |
56,074.33 |
|
| S4 |
32,591.13 |
37,077.92 |
53,761.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
59,874.78 |
50,496.36 |
9,378.42 |
18.0% |
3,788.47 |
7.3% |
16% |
False |
True |
57,111 |
| 10 |
61,749.81 |
50,496.36 |
11,253.45 |
21.6% |
3,892.97 |
7.5% |
13% |
False |
True |
62,614 |
| 20 |
61,749.81 |
43,145.98 |
18,603.83 |
35.8% |
4,065.33 |
7.8% |
48% |
False |
False |
66,085 |
| 40 |
61,749.81 |
29,912.48 |
31,837.33 |
61.2% |
4,192.60 |
8.1% |
69% |
False |
False |
81,556 |
| 60 |
61,749.81 |
25,867.79 |
35,882.02 |
69.0% |
4,132.41 |
7.9% |
73% |
False |
False |
95,235 |
| 80 |
61,749.81 |
16,886.12 |
44,863.69 |
86.3% |
3,451.71 |
6.6% |
78% |
False |
False |
88,486 |
| 100 |
61,749.81 |
13,135.30 |
48,614.51 |
93.5% |
2,942.58 |
5.7% |
80% |
False |
False |
85,527 |
| 120 |
61,749.81 |
10,391.47 |
51,358.34 |
98.8% |
2,529.56 |
4.9% |
81% |
False |
False |
77,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
69,777.41 |
|
2.618 |
63,783.75 |
|
1.618 |
60,111.17 |
|
1.000 |
57,841.52 |
|
0.618 |
56,438.59 |
|
HIGH |
54,168.94 |
|
0.618 |
52,766.01 |
|
0.500 |
52,332.65 |
|
0.382 |
51,899.29 |
|
LOW |
50,496.36 |
|
0.618 |
48,226.71 |
|
1.000 |
46,823.78 |
|
1.618 |
44,554.13 |
|
2.618 |
40,881.55 |
|
4.250 |
34,887.90 |
|
|
| Fisher Pivots for day following 25-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
52,332.65 |
53,844.53 |
| PP |
52,216.50 |
53,224.41 |
| S1 |
52,100.34 |
52,604.30 |
|