Trading Metrics calculated at close of trading on 30-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2021 |
30-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
1,731.5 |
1,711.0 |
-20.5 |
-1.2% |
1,745.6 |
High |
1,732.6 |
1,712.6 |
-20.0 |
-1.2% |
1,747.0 |
Low |
1,703.3 |
1,676.5 |
-26.8 |
-1.6% |
1,718.8 |
Close |
1,712.2 |
1,683.9 |
-28.3 |
-1.7% |
1,732.3 |
Range |
29.3 |
36.1 |
6.8 |
23.2% |
28.2 |
ATR |
26.4 |
27.1 |
0.7 |
2.6% |
0.0 |
Volume |
135,457 |
25,316 |
-110,141 |
-81.3% |
1,008,190 |
|
Daily Pivots for day following 30-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,799.3 |
1,777.7 |
1,703.8 |
|
R3 |
1,763.2 |
1,741.6 |
1,693.8 |
|
R2 |
1,727.1 |
1,727.1 |
1,690.5 |
|
R1 |
1,705.5 |
1,705.5 |
1,687.2 |
1,698.3 |
PP |
1,691.0 |
1,691.0 |
1,691.0 |
1,687.4 |
S1 |
1,669.4 |
1,669.4 |
1,680.6 |
1,662.2 |
S2 |
1,654.9 |
1,654.9 |
1,677.3 |
|
S3 |
1,618.8 |
1,633.3 |
1,674.0 |
|
S4 |
1,582.7 |
1,597.2 |
1,664.0 |
|
|
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 |
1,676.5 |
68.3 |
4.1% |
24.4 |
1.4% |
11% |
False |
True |
149,289 |
10 |
1,754.2 |
1,676.5 |
77.7 |
4.6% |
24.7 |
1.5% |
10% |
False |
True |
185,455 |
20 |
1,754.2 |
1,673.3 |
80.9 |
4.8% |
26.3 |
1.6% |
13% |
False |
False |
209,560 |
40 |
1,866.3 |
1,673.3 |
193.0 |
11.5% |
28.9 |
1.7% |
5% |
False |
False |
219,000 |
60 |
1,966.8 |
1,673.3 |
293.5 |
17.4% |
30.4 |
1.8% |
4% |
False |
False |
176,538 |
80 |
1,966.8 |
1,673.3 |
293.5 |
17.4% |
29.2 |
1.7% |
4% |
False |
False |
133,466 |
100 |
1,978.2 |
1,673.3 |
304.9 |
18.1% |
30.1 |
1.8% |
3% |
False |
False |
108,136 |
120 |
1,978.2 |
1,673.3 |
304.9 |
18.1% |
29.1 |
1.7% |
3% |
False |
False |
90,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,866.0 |
2.618 |
1,807.1 |
1.618 |
1,771.0 |
1.000 |
1,748.7 |
0.618 |
1,734.9 |
HIGH |
1,712.6 |
0.618 |
1,698.8 |
0.500 |
1,694.6 |
0.382 |
1,690.3 |
LOW |
1,676.5 |
0.618 |
1,654.2 |
1.000 |
1,640.4 |
1.618 |
1,618.1 |
2.618 |
1,582.0 |
4.250 |
1,523.1 |
|
|
Fisher Pivots for day following 30-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,694.6 |
1,706.0 |
PP |
1,691.0 |
1,698.6 |
S1 |
1,687.5 |
1,691.3 |
|