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 |
1,711.76 |
1,684.83 |
-26.93 |
-1.6% |
1,751.49 |
High |
1,713.69 |
1,713.71 |
0.02 |
0.0% |
1,751.49 |
Low |
1,679.98 |
1,678.24 |
-1.74 |
-0.1% |
1,722.52 |
Close |
1,684.83 |
1,707.03 |
22.20 |
1.3% |
1,732.02 |
Range |
33.71 |
35.47 |
1.76 |
5.2% |
28.97 |
ATR |
24.06 |
24.88 |
0.81 |
3.4% |
0.00 |
Volume |
7,596 |
7,334 |
-262 |
-3.4% |
33,549 |
|
Daily Pivots for day following 31-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,806.07 |
1,792.02 |
1,726.54 |
|
R3 |
1,770.60 |
1,756.55 |
1,716.78 |
|
R2 |
1,735.13 |
1,735.13 |
1,713.53 |
|
R1 |
1,721.08 |
1,721.08 |
1,710.28 |
1,728.11 |
PP |
1,699.66 |
1,699.66 |
1,699.66 |
1,703.17 |
S1 |
1,685.61 |
1,685.61 |
1,703.78 |
1,692.64 |
S2 |
1,664.19 |
1,664.19 |
1,700.53 |
|
S3 |
1,628.72 |
1,650.14 |
1,697.28 |
|
S4 |
1,593.25 |
1,614.67 |
1,687.52 |
|
|
Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,822.25 |
1,806.11 |
1,747.95 |
|
R3 |
1,793.28 |
1,777.14 |
1,739.99 |
|
R2 |
1,764.31 |
1,764.31 |
1,737.33 |
|
R1 |
1,748.17 |
1,748.17 |
1,734.68 |
1,741.76 |
PP |
1,735.34 |
1,735.34 |
1,735.34 |
1,732.14 |
S1 |
1,719.20 |
1,719.20 |
1,729.36 |
1,712.79 |
S2 |
1,706.37 |
1,706.37 |
1,726.71 |
|
S3 |
1,677.40 |
1,690.23 |
1,724.05 |
|
S4 |
1,648.43 |
1,661.26 |
1,716.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,744.34 |
1,678.24 |
66.10 |
3.9% |
25.71 |
1.5% |
44% |
False |
True |
6,958 |
10 |
1,754.45 |
1,678.24 |
76.21 |
4.5% |
23.01 |
1.3% |
38% |
False |
True |
6,812 |
20 |
1,754.45 |
1,677.64 |
76.81 |
4.5% |
22.97 |
1.3% |
38% |
False |
False |
6,601 |
40 |
1,853.92 |
1,677.64 |
176.28 |
10.3% |
25.62 |
1.5% |
17% |
False |
False |
6,529 |
60 |
1,957.87 |
1,677.64 |
280.23 |
16.4% |
28.58 |
1.7% |
10% |
False |
False |
6,411 |
80 |
1,957.87 |
1,677.64 |
280.23 |
16.4% |
27.29 |
1.6% |
10% |
False |
False |
6,470 |
100 |
1,964.66 |
1,677.64 |
287.02 |
16.8% |
27.92 |
1.6% |
10% |
False |
False |
6,460 |
120 |
1,964.66 |
1,677.64 |
287.02 |
16.8% |
27.04 |
1.6% |
10% |
False |
False |
6,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,864.46 |
2.618 |
1,806.57 |
1.618 |
1,771.10 |
1.000 |
1,749.18 |
0.618 |
1,735.63 |
HIGH |
1,713.71 |
0.618 |
1,700.16 |
0.500 |
1,695.98 |
0.382 |
1,691.79 |
LOW |
1,678.24 |
0.618 |
1,656.32 |
1.000 |
1,642.77 |
1.618 |
1,620.85 |
2.618 |
1,585.38 |
4.250 |
1,527.49 |
|
|
Fisher Pivots for day following 31-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,703.35 |
1,706.80 |
PP |
1,699.66 |
1,706.57 |
S1 |
1,695.98 |
1,706.35 |
|