| Trading Metrics calculated at close of trading on 30-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2021 |
30-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1,664.5840 |
1,806.6240 |
142.0400 |
8.5% |
1,816.2200 |
| High |
1,839.1280 |
1,858.5640 |
19.4360 |
1.1% |
1,867.3270 |
| Low |
1,662.2130 |
1,787.5510 |
125.3380 |
7.5% |
1,550.2480 |
| Close |
1,806.5080 |
1,840.0730 |
33.5650 |
1.9% |
1,664.7010 |
| Range |
176.9150 |
71.0130 |
-105.9020 |
-59.9% |
317.0790 |
| ATR |
141.6323 |
136.5881 |
-5.0442 |
-3.6% |
0.0000 |
| Volume |
597,735 |
538,850 |
-58,885 |
-9.9% |
3,076,183 |
|
| Daily Pivots for day following 30-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,041.7683 |
2,011.9337 |
1,879.1302 |
|
| R3 |
1,970.7553 |
1,940.9207 |
1,859.6016 |
|
| R2 |
1,899.7423 |
1,899.7423 |
1,853.0921 |
|
| R1 |
1,869.9077 |
1,869.9077 |
1,846.5825 |
1,884.8250 |
| PP |
1,828.7293 |
1,828.7293 |
1,828.7293 |
1,836.1880 |
| S1 |
1,798.8947 |
1,798.8947 |
1,833.5635 |
1,813.8120 |
| S2 |
1,757.7163 |
1,757.7163 |
1,827.0540 |
|
| S3 |
1,686.7033 |
1,727.8817 |
1,820.5444 |
|
| S4 |
1,615.6903 |
1,656.8687 |
1,801.0159 |
|
|
| 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 |
1,858.5640 |
1,550.2480 |
308.3160 |
16.8% |
113.9724 |
6.2% |
94% |
True |
False |
615,982 |
| 10 |
1,867.3270 |
1,550.2480 |
317.0790 |
17.2% |
111.3170 |
6.0% |
91% |
False |
False |
600,723 |
| 20 |
1,942.6760 |
1,444.7800 |
497.8960 |
27.1% |
127.8512 |
6.9% |
79% |
False |
False |
677,715 |
| 40 |
2,036.8430 |
1,294.7920 |
742.0510 |
40.3% |
156.5534 |
8.5% |
73% |
False |
False |
858,082 |
| 60 |
2,036.8430 |
716.9340 |
1,319.9090 |
71.7% |
170.7229 |
9.3% |
85% |
False |
False |
1,195,924 |
| 80 |
2,036.8430 |
530.9080 |
1,505.9350 |
81.8% |
139.6612 |
7.6% |
87% |
False |
False |
1,079,474 |
| 100 |
2,036.8430 |
377.3310 |
1,659.5120 |
90.2% |
119.3927 |
6.5% |
88% |
False |
False |
1,036,120 |
| 120 |
2,036.8430 |
333.2500 |
1,703.5930 |
92.6% |
102.8227 |
5.6% |
88% |
False |
False |
955,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,160.3693 |
|
2.618 |
2,044.4760 |
|
1.618 |
1,973.4630 |
|
1.000 |
1,929.5770 |
|
0.618 |
1,902.4500 |
|
HIGH |
1,858.5640 |
|
0.618 |
1,831.4370 |
|
0.500 |
1,823.0575 |
|
0.382 |
1,814.6780 |
|
LOW |
1,787.5510 |
|
0.618 |
1,743.6650 |
|
1.000 |
1,716.5380 |
|
1.618 |
1,672.6520 |
|
2.618 |
1,601.6390 |
|
4.250 |
1,485.7458 |
|
|
| Fisher Pivots for day following 30-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,834.4012 |
1,799.8970 |
| PP |
1,828.7293 |
1,759.7210 |
| S1 |
1,823.0575 |
1,719.5450 |
|