| Trading Metrics calculated at close of trading on 31-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2021 |
31-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1,806.6240 |
1,840.0820 |
33.4580 |
1.9% |
1,816.2200 |
| High |
1,858.5640 |
1,940.0740 |
81.5100 |
4.4% |
1,867.3270 |
| Low |
1,787.5510 |
1,780.4370 |
-7.1140 |
-0.4% |
1,550.2480 |
| Close |
1,840.0730 |
1,939.6340 |
99.5610 |
5.4% |
1,664.7010 |
| Range |
71.0130 |
159.6370 |
88.6240 |
124.8% |
317.0790 |
| ATR |
136.5881 |
138.2345 |
1.6463 |
1.2% |
0.0000 |
| Volume |
538,850 |
600,097 |
61,247 |
11.4% |
3,076,183 |
|
| Daily Pivots for day following 31-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,365.6260 |
2,312.2670 |
2,027.4344 |
|
| R3 |
2,205.9890 |
2,152.6300 |
1,983.5342 |
|
| R2 |
2,046.3520 |
2,046.3520 |
1,968.9008 |
|
| R1 |
1,992.9930 |
1,992.9930 |
1,954.2674 |
2,019.6725 |
| PP |
1,886.7150 |
1,886.7150 |
1,886.7150 |
1,900.0548 |
| S1 |
1,833.3560 |
1,833.3560 |
1,925.0006 |
1,860.0355 |
| S2 |
1,727.0780 |
1,727.0780 |
1,910.3672 |
|
| S3 |
1,567.4410 |
1,673.7190 |
1,895.7338 |
|
| S4 |
1,407.8040 |
1,514.0820 |
1,851.8337 |
|
|
| 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 |
1,940.0740 |
1,550.2480 |
389.8260 |
20.1% |
114.4208 |
5.9% |
100% |
True |
False |
619,170 |
| 10 |
1,940.0740 |
1,550.2480 |
389.8260 |
20.1% |
118.0640 |
6.1% |
100% |
True |
False |
591,172 |
| 20 |
1,942.6760 |
1,444.7800 |
497.8960 |
25.7% |
126.3935 |
6.5% |
99% |
False |
False |
670,920 |
| 40 |
2,036.8430 |
1,294.7920 |
742.0510 |
38.3% |
155.6485 |
8.0% |
87% |
False |
False |
838,715 |
| 60 |
2,036.8430 |
912.6060 |
1,124.2370 |
58.0% |
165.9997 |
8.6% |
91% |
False |
False |
1,149,005 |
| 80 |
2,036.8430 |
530.9080 |
1,505.9350 |
77.6% |
141.2103 |
7.3% |
94% |
False |
False |
1,078,371 |
| 100 |
2,036.8430 |
397.1720 |
1,639.6710 |
84.5% |
120.6815 |
6.2% |
94% |
False |
False |
1,034,295 |
| 120 |
2,036.8430 |
334.8750 |
1,701.9680 |
87.7% |
104.0749 |
5.4% |
94% |
False |
False |
955,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,618.5313 |
|
2.618 |
2,358.0037 |
|
1.618 |
2,198.3667 |
|
1.000 |
2,099.7110 |
|
0.618 |
2,038.7297 |
|
HIGH |
1,940.0740 |
|
0.618 |
1,879.0927 |
|
0.500 |
1,860.2555 |
|
0.382 |
1,841.4183 |
|
LOW |
1,780.4370 |
|
0.618 |
1,681.7813 |
|
1.000 |
1,620.8000 |
|
1.618 |
1,522.1443 |
|
2.618 |
1,362.5073 |
|
4.250 |
1,101.9798 |
|
|
| Fisher Pivots for day following 31-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,913.1745 |
1,893.4705 |
| PP |
1,886.7150 |
1,847.3070 |
| S1 |
1,860.2555 |
1,801.1435 |
|