Trading Metrics calculated at close of trading on 29-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2021 |
29-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
1,725.5 |
1,731.5 |
6.0 |
0.3% |
1,745.6 |
High |
1,735.5 |
1,732.6 |
-2.9 |
-0.2% |
1,747.0 |
Low |
1,718.8 |
1,703.3 |
-15.5 |
-0.9% |
1,718.8 |
Close |
1,732.3 |
1,712.2 |
-20.1 |
-1.2% |
1,732.3 |
Range |
16.7 |
29.3 |
12.6 |
75.4% |
28.2 |
ATR |
26.2 |
26.4 |
0.2 |
0.9% |
0.0 |
Volume |
172,944 |
135,457 |
-37,487 |
-21.7% |
1,008,190 |
|
Daily Pivots for day following 29-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,803.9 |
1,787.4 |
1,728.3 |
|
R3 |
1,774.6 |
1,758.1 |
1,720.3 |
|
R2 |
1,745.3 |
1,745.3 |
1,717.6 |
|
R1 |
1,728.8 |
1,728.8 |
1,714.9 |
1,722.4 |
PP |
1,716.0 |
1,716.0 |
1,716.0 |
1,712.9 |
S1 |
1,699.5 |
1,699.5 |
1,709.5 |
1,693.1 |
S2 |
1,686.7 |
1,686.7 |
1,706.8 |
|
S3 |
1,657.4 |
1,670.2 |
1,704.1 |
|
S4 |
1,628.1 |
1,640.9 |
1,696.1 |
|
|
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 |
1,744.8 |
1,703.3 |
41.5 |
2.4% |
21.0 |
1.2% |
21% |
False |
True |
189,467 |
10 |
1,754.2 |
1,703.3 |
50.9 |
3.0% |
22.7 |
1.3% |
17% |
False |
True |
200,313 |
20 |
1,754.2 |
1,673.3 |
80.9 |
4.7% |
26.2 |
1.5% |
48% |
False |
False |
220,093 |
40 |
1,876.0 |
1,673.3 |
202.7 |
11.8% |
28.6 |
1.7% |
19% |
False |
False |
224,418 |
60 |
1,966.8 |
1,673.3 |
293.5 |
17.1% |
30.1 |
1.8% |
13% |
False |
False |
176,206 |
80 |
1,966.8 |
1,673.3 |
293.5 |
17.1% |
29.1 |
1.7% |
13% |
False |
False |
133,237 |
100 |
1,978.2 |
1,673.3 |
304.9 |
17.8% |
30.0 |
1.7% |
13% |
False |
False |
107,911 |
120 |
1,978.2 |
1,673.3 |
304.9 |
17.8% |
29.1 |
1.7% |
13% |
False |
False |
90,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,857.1 |
2.618 |
1,809.3 |
1.618 |
1,780.0 |
1.000 |
1,761.9 |
0.618 |
1,750.7 |
HIGH |
1,732.6 |
0.618 |
1,721.4 |
0.500 |
1,718.0 |
0.382 |
1,714.5 |
LOW |
1,703.3 |
0.618 |
1,685.2 |
1.000 |
1,674.0 |
1.618 |
1,655.9 |
2.618 |
1,626.6 |
4.250 |
1,578.8 |
|
|
Fisher Pivots for day following 29-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,718.0 |
1,724.1 |
PP |
1,716.0 |
1,720.1 |
S1 |
1,714.1 |
1,716.2 |
|