| Trading Metrics calculated at close of trading on 29-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2021 |
29-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1,603.3560 |
1,664.5840 |
61.2280 |
3.8% |
1,816.2200 |
| High |
1,673.7530 |
1,839.1280 |
165.3750 |
9.9% |
1,867.3270 |
| Low |
1,580.5260 |
1,662.2130 |
81.6870 |
5.2% |
1,550.2480 |
| Close |
1,664.7010 |
1,806.5080 |
141.8070 |
8.5% |
1,664.7010 |
| Range |
93.2270 |
176.9150 |
83.6880 |
89.8% |
317.0790 |
| ATR |
138.9183 |
141.6323 |
2.7141 |
2.0% |
0.0000 |
| Volume |
668,324 |
597,735 |
-70,589 |
-10.6% |
3,076,183 |
|
| Daily Pivots for day following 29-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,300.0280 |
2,230.1830 |
1,903.8113 |
|
| R3 |
2,123.1130 |
2,053.2680 |
1,855.1596 |
|
| R2 |
1,946.1980 |
1,946.1980 |
1,838.9424 |
|
| R1 |
1,876.3530 |
1,876.3530 |
1,822.7252 |
1,911.2755 |
| PP |
1,769.2830 |
1,769.2830 |
1,769.2830 |
1,786.7443 |
| S1 |
1,699.4380 |
1,699.4380 |
1,790.2908 |
1,734.3605 |
| S2 |
1,592.3680 |
1,592.3680 |
1,774.0736 |
|
| S3 |
1,415.4530 |
1,522.5230 |
1,757.8564 |
|
| S4 |
1,238.5380 |
1,345.6080 |
1,709.2048 |
|
|
| Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,645.3290 |
2,472.0940 |
1,839.0945 |
|
| R3 |
2,328.2500 |
2,155.0150 |
1,751.8977 |
|
| R2 |
2,011.1710 |
2,011.1710 |
1,722.8322 |
|
| R1 |
1,837.9360 |
1,837.9360 |
1,693.7666 |
1,766.0140 |
| PP |
1,694.0920 |
1,694.0920 |
1,694.0920 |
1,658.1310 |
| S1 |
1,520.8570 |
1,520.8570 |
1,635.6354 |
1,448.9350 |
| S2 |
1,377.0130 |
1,377.0130 |
1,606.5699 |
|
| S3 |
1,059.9340 |
1,203.7780 |
1,577.5043 |
|
| S4 |
742.8550 |
886.6990 |
1,490.3076 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,839.1280 |
1,550.2480 |
288.8800 |
16.0% |
113.2954 |
6.3% |
89% |
True |
False |
630,918 |
| 10 |
1,867.3270 |
1,550.2480 |
317.0790 |
17.6% |
114.5366 |
6.3% |
81% |
False |
False |
621,628 |
| 20 |
1,942.6760 |
1,444.7800 |
497.8960 |
27.6% |
131.5101 |
7.3% |
73% |
False |
False |
688,087 |
| 40 |
2,036.8430 |
1,271.9050 |
764.9380 |
42.3% |
158.2305 |
8.8% |
70% |
False |
False |
862,661 |
| 60 |
2,036.8430 |
716.9340 |
1,319.9090 |
73.1% |
170.0541 |
9.4% |
83% |
False |
False |
1,197,980 |
| 80 |
2,036.8430 |
530.9080 |
1,505.9350 |
83.4% |
139.1058 |
7.7% |
85% |
False |
False |
1,081,071 |
| 100 |
2,036.8430 |
370.8360 |
1,666.0070 |
92.2% |
118.8320 |
6.6% |
86% |
False |
False |
1,035,828 |
| 120 |
2,036.8430 |
333.2500 |
1,703.5930 |
94.3% |
102.3795 |
5.7% |
86% |
False |
False |
954,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,591.0168 |
|
2.618 |
2,302.2915 |
|
1.618 |
2,125.3765 |
|
1.000 |
2,016.0430 |
|
0.618 |
1,948.4615 |
|
HIGH |
1,839.1280 |
|
0.618 |
1,771.5465 |
|
0.500 |
1,750.6705 |
|
0.382 |
1,729.7945 |
|
LOW |
1,662.2130 |
|
0.618 |
1,552.8795 |
|
1.000 |
1,485.2980 |
|
1.618 |
1,375.9645 |
|
2.618 |
1,199.0495 |
|
4.250 |
910.3243 |
|
|
| Fisher Pivots for day following 29-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,787.8955 |
1,769.2347 |
| PP |
1,769.2830 |
1,731.9613 |
| S1 |
1,750.6705 |
1,694.6880 |
|