Trading Metrics calculated at close of trading on 26-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2021 |
26-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
1,733.2 |
1,725.5 |
-7.7 |
-0.4% |
1,745.6 |
High |
1,744.8 |
1,735.5 |
-9.3 |
-0.5% |
1,747.0 |
Low |
1,720.3 |
1,718.8 |
-1.5 |
-0.1% |
1,718.8 |
Close |
1,725.1 |
1,732.3 |
7.2 |
0.4% |
1,732.3 |
Range |
24.5 |
16.7 |
-7.8 |
-31.8% |
28.2 |
ATR |
26.9 |
26.2 |
-0.7 |
-2.7% |
0.0 |
Volume |
226,207 |
172,944 |
-53,263 |
-23.5% |
1,008,190 |
|
Daily Pivots for day following 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,779.0 |
1,772.3 |
1,741.5 |
|
R3 |
1,762.3 |
1,755.6 |
1,736.9 |
|
R2 |
1,745.6 |
1,745.6 |
1,735.4 |
|
R1 |
1,738.9 |
1,738.9 |
1,733.8 |
1,742.3 |
PP |
1,728.9 |
1,728.9 |
1,728.9 |
1,730.5 |
S1 |
1,722.2 |
1,722.2 |
1,730.8 |
1,725.6 |
S2 |
1,712.2 |
1,712.2 |
1,729.2 |
|
S3 |
1,695.5 |
1,705.5 |
1,727.7 |
|
S4 |
1,678.8 |
1,688.8 |
1,723.1 |
|
|
Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,817.3 |
1,803.0 |
1,747.8 |
|
R3 |
1,789.1 |
1,774.8 |
1,740.1 |
|
R2 |
1,760.9 |
1,760.9 |
1,737.5 |
|
R1 |
1,746.6 |
1,746.6 |
1,734.9 |
1,739.7 |
PP |
1,732.7 |
1,732.7 |
1,732.7 |
1,729.2 |
S1 |
1,718.4 |
1,718.4 |
1,729.7 |
1,711.5 |
S2 |
1,704.5 |
1,704.5 |
1,727.1 |
|
S3 |
1,676.3 |
1,690.2 |
1,724.5 |
|
S4 |
1,648.1 |
1,662.0 |
1,716.8 |
|
|
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 |
1,718.8 |
28.2 |
1.6% |
19.3 |
1.1% |
48% |
False |
True |
201,638 |
10 |
1,754.2 |
1,716.6 |
37.6 |
2.2% |
21.2 |
1.2% |
42% |
False |
False |
203,071 |
20 |
1,757.4 |
1,673.3 |
84.1 |
4.9% |
26.7 |
1.5% |
70% |
False |
False |
225,416 |
40 |
1,878.9 |
1,673.3 |
205.6 |
11.9% |
28.8 |
1.7% |
29% |
False |
False |
227,936 |
60 |
1,966.8 |
1,673.3 |
293.5 |
16.9% |
29.9 |
1.7% |
20% |
False |
False |
174,004 |
80 |
1,966.8 |
1,673.3 |
293.5 |
16.9% |
29.2 |
1.7% |
20% |
False |
False |
131,597 |
100 |
1,978.2 |
1,673.3 |
304.9 |
17.6% |
29.9 |
1.7% |
19% |
False |
False |
106,590 |
120 |
1,978.2 |
1,673.3 |
304.9 |
17.6% |
29.2 |
1.7% |
19% |
False |
False |
89,210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,806.5 |
2.618 |
1,779.2 |
1.618 |
1,762.5 |
1.000 |
1,752.2 |
0.618 |
1,745.8 |
HIGH |
1,735.5 |
0.618 |
1,729.1 |
0.500 |
1,727.2 |
0.382 |
1,725.2 |
LOW |
1,718.8 |
0.618 |
1,708.5 |
1.000 |
1,702.1 |
1.618 |
1,691.8 |
2.618 |
1,675.1 |
4.250 |
1,647.8 |
|
|
Fisher Pivots for day following 26-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,730.6 |
1,732.1 |
PP |
1,728.9 |
1,732.0 |
S1 |
1,727.2 |
1,731.8 |
|