| 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 |
1,671.8830 |
1,606.8940 |
-64.9890 |
-3.9% |
1,758.8900 |
| High |
1,739.9440 |
1,621.5600 |
-118.3840 |
-6.8% |
1,942.6760 |
| Low |
1,582.5490 |
1,550.2480 |
-32.3010 |
-2.0% |
1,715.1770 |
| Close |
1,607.2510 |
1,603.2540 |
-3.9970 |
-0.2% |
1,816.2700 |
| Range |
157.3950 |
71.3120 |
-86.0830 |
-54.7% |
227.4990 |
| ATR |
147.9039 |
142.4330 |
-5.4708 |
-3.7% |
0.0000 |
| Volume |
584,158 |
690,845 |
106,687 |
18.3% |
3,404,251 |
|
| Daily Pivots for day following 25-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,805.6233 |
1,775.7507 |
1,642.4756 |
|
| R3 |
1,734.3113 |
1,704.4387 |
1,622.8648 |
|
| R2 |
1,662.9993 |
1,662.9993 |
1,616.3279 |
|
| R1 |
1,633.1267 |
1,633.1267 |
1,609.7909 |
1,612.4070 |
| PP |
1,591.6873 |
1,591.6873 |
1,591.6873 |
1,581.3275 |
| S1 |
1,561.8147 |
1,561.8147 |
1,596.7171 |
1,541.0950 |
| S2 |
1,520.3753 |
1,520.3753 |
1,590.1801 |
|
| S3 |
1,449.0633 |
1,490.5027 |
1,583.6432 |
|
| S4 |
1,377.7513 |
1,419.1907 |
1,564.0324 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,507.2047 |
2,389.2363 |
1,941.3945 |
|
| R3 |
2,279.7057 |
2,161.7373 |
1,878.8322 |
|
| R2 |
2,052.2067 |
2,052.2067 |
1,857.9782 |
|
| R1 |
1,934.2383 |
1,934.2383 |
1,837.1241 |
1,993.2225 |
| PP |
1,824.7077 |
1,824.7077 |
1,824.7077 |
1,854.1998 |
| S1 |
1,706.7393 |
1,706.7393 |
1,795.4159 |
1,765.7235 |
| S2 |
1,597.2087 |
1,597.2087 |
1,774.5619 |
|
| S3 |
1,369.7097 |
1,479.2403 |
1,753.7078 |
|
| S4 |
1,142.2107 |
1,251.7413 |
1,691.1456 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,867.3270 |
1,550.2480 |
317.0790 |
19.8% |
118.4174 |
7.4% |
17% |
False |
True |
579,140 |
| 10 |
1,942.6760 |
1,550.2480 |
392.4280 |
24.5% |
121.1899 |
7.6% |
14% |
False |
True |
642,735 |
| 20 |
1,942.6760 |
1,294.7920 |
647.8840 |
40.4% |
139.4138 |
8.7% |
48% |
False |
False |
725,685 |
| 40 |
2,036.8430 |
1,221.4350 |
815.4080 |
50.9% |
158.7309 |
9.9% |
47% |
False |
False |
904,758 |
| 60 |
2,036.8430 |
689.7970 |
1,347.0460 |
84.0% |
167.0265 |
10.4% |
68% |
False |
False |
1,205,817 |
| 80 |
2,036.8430 |
507.4570 |
1,529.3860 |
95.4% |
137.9201 |
8.6% |
72% |
False |
False |
1,096,939 |
| 100 |
2,036.8430 |
370.8360 |
1,666.0070 |
103.9% |
116.5575 |
7.3% |
74% |
False |
False |
1,035,465 |
| 120 |
2,036.8430 |
333.2500 |
1,703.5930 |
106.3% |
100.3979 |
6.3% |
75% |
False |
False |
951,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,924.6360 |
|
2.618 |
1,808.2548 |
|
1.618 |
1,736.9428 |
|
1.000 |
1,692.8720 |
|
0.618 |
1,665.6308 |
|
HIGH |
1,621.5600 |
|
0.618 |
1,594.3188 |
|
0.500 |
1,585.9040 |
|
0.382 |
1,577.4892 |
|
LOW |
1,550.2480 |
|
0.618 |
1,506.1772 |
|
1.000 |
1,478.9360 |
|
1.618 |
1,434.8652 |
|
2.618 |
1,363.5532 |
|
4.250 |
1,247.1720 |
|
|
| Fisher Pivots for day following 25-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,597.4707 |
1,645.0960 |
| PP |
1,591.6873 |
1,631.1487 |
| S1 |
1,585.9040 |
1,617.2013 |
|