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 |
1,725.9 |
1,733.2 |
7.3 |
0.4% |
1,726.5 |
High |
1,737.7 |
1,744.8 |
7.1 |
0.4% |
1,754.2 |
Low |
1,722.3 |
1,720.3 |
-2.0 |
-0.1% |
1,716.6 |
Close |
1,733.2 |
1,725.1 |
-8.1 |
-0.5% |
1,741.7 |
Range |
15.4 |
24.5 |
9.1 |
59.1% |
37.6 |
ATR |
27.1 |
26.9 |
-0.2 |
-0.7% |
0.0 |
Volume |
186,524 |
226,207 |
39,683 |
21.3% |
1,022,529 |
|
Daily Pivots for day following 25-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,803.6 |
1,788.8 |
1,738.6 |
|
R3 |
1,779.1 |
1,764.3 |
1,731.8 |
|
R2 |
1,754.6 |
1,754.6 |
1,729.6 |
|
R1 |
1,739.8 |
1,739.8 |
1,727.3 |
1,735.0 |
PP |
1,730.1 |
1,730.1 |
1,730.1 |
1,727.6 |
S1 |
1,715.3 |
1,715.3 |
1,722.9 |
1,710.5 |
S2 |
1,705.6 |
1,705.6 |
1,720.6 |
|
S3 |
1,681.1 |
1,690.8 |
1,718.4 |
|
S4 |
1,656.6 |
1,666.3 |
1,711.6 |
|
|
Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,850.3 |
1,833.6 |
1,762.4 |
|
R3 |
1,812.7 |
1,796.0 |
1,752.0 |
|
R2 |
1,775.1 |
1,775.1 |
1,748.6 |
|
R1 |
1,758.4 |
1,758.4 |
1,745.1 |
1,766.8 |
PP |
1,737.5 |
1,737.5 |
1,737.5 |
1,741.7 |
S1 |
1,720.8 |
1,720.8 |
1,738.3 |
1,729.2 |
S2 |
1,699.9 |
1,699.9 |
1,734.8 |
|
S3 |
1,662.3 |
1,683.2 |
1,731.4 |
|
S4 |
1,624.7 |
1,645.6 |
1,721.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,747.0 |
1,720.3 |
26.7 |
1.5% |
19.8 |
1.1% |
18% |
False |
True |
209,705 |
10 |
1,754.2 |
1,696.6 |
57.6 |
3.3% |
22.7 |
1.3% |
49% |
False |
False |
208,998 |
20 |
1,773.8 |
1,673.3 |
100.5 |
5.8% |
28.8 |
1.7% |
52% |
False |
False |
234,896 |
40 |
1,878.9 |
1,673.3 |
205.6 |
11.9% |
29.2 |
1.7% |
25% |
False |
False |
230,552 |
60 |
1,966.8 |
1,673.3 |
293.5 |
17.0% |
29.9 |
1.7% |
18% |
False |
False |
171,194 |
80 |
1,966.8 |
1,673.3 |
293.5 |
17.0% |
29.3 |
1.7% |
18% |
False |
False |
129,482 |
100 |
1,978.2 |
1,673.3 |
304.9 |
17.7% |
30.0 |
1.7% |
17% |
False |
False |
104,886 |
120 |
1,978.2 |
1,673.3 |
304.9 |
17.7% |
29.2 |
1.7% |
17% |
False |
False |
87,777 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,848.9 |
2.618 |
1,808.9 |
1.618 |
1,784.4 |
1.000 |
1,769.3 |
0.618 |
1,759.9 |
HIGH |
1,744.8 |
0.618 |
1,735.4 |
0.500 |
1,732.6 |
0.382 |
1,729.7 |
LOW |
1,720.3 |
0.618 |
1,705.2 |
1.000 |
1,695.8 |
1.618 |
1,680.7 |
2.618 |
1,656.2 |
4.250 |
1,616.2 |
|
|
Fisher Pivots for day following 25-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,732.6 |
1,732.6 |
PP |
1,730.1 |
1,730.1 |
S1 |
1,727.6 |
1,727.6 |
|