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 |
1,711.0 |
1,683.7 |
-27.3 |
-1.6% |
1,745.6 |
High |
1,712.6 |
1,713.8 |
1.2 |
0.1% |
1,747.0 |
Low |
1,676.5 |
1,676.5 |
0.0 |
0.0% |
1,718.8 |
Close |
1,683.9 |
1,713.8 |
29.9 |
1.8% |
1,732.3 |
Range |
36.1 |
37.3 |
1.2 |
3.3% |
28.2 |
ATR |
27.1 |
27.8 |
0.7 |
2.7% |
0.0 |
Volume |
25,316 |
762 |
-24,554 |
-97.0% |
1,008,190 |
|
Daily Pivots for day following 31-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,813.3 |
1,800.8 |
1,734.3 |
|
R3 |
1,776.0 |
1,763.5 |
1,724.1 |
|
R2 |
1,738.7 |
1,738.7 |
1,720.6 |
|
R1 |
1,726.2 |
1,726.2 |
1,717.2 |
1,732.5 |
PP |
1,701.4 |
1,701.4 |
1,701.4 |
1,704.5 |
S1 |
1,688.9 |
1,688.9 |
1,710.4 |
1,695.2 |
S2 |
1,664.1 |
1,664.1 |
1,707.0 |
|
S3 |
1,626.8 |
1,651.6 |
1,703.5 |
|
S4 |
1,589.5 |
1,614.3 |
1,693.3 |
|
|
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 |
4.0% |
28.8 |
1.7% |
55% |
False |
True |
112,137 |
10 |
1,754.2 |
1,676.5 |
77.7 |
4.5% |
25.6 |
1.5% |
48% |
False |
True |
163,476 |
20 |
1,754.2 |
1,673.3 |
80.9 |
4.7% |
26.2 |
1.5% |
50% |
False |
False |
196,816 |
40 |
1,856.6 |
1,673.3 |
183.3 |
10.7% |
28.9 |
1.7% |
22% |
False |
False |
213,119 |
60 |
1,966.8 |
1,673.3 |
293.5 |
17.1% |
30.3 |
1.8% |
14% |
False |
False |
176,271 |
80 |
1,966.8 |
1,673.3 |
293.5 |
17.1% |
29.4 |
1.7% |
14% |
False |
False |
133,424 |
100 |
1,978.2 |
1,673.3 |
304.9 |
17.8% |
30.1 |
1.8% |
13% |
False |
False |
108,085 |
120 |
1,978.2 |
1,673.3 |
304.9 |
17.8% |
29.2 |
1.7% |
13% |
False |
False |
90,497 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,872.3 |
2.618 |
1,811.5 |
1.618 |
1,774.2 |
1.000 |
1,751.1 |
0.618 |
1,736.9 |
HIGH |
1,713.8 |
0.618 |
1,699.6 |
0.500 |
1,695.2 |
0.382 |
1,690.7 |
LOW |
1,676.5 |
0.618 |
1,653.4 |
1.000 |
1,639.2 |
1.618 |
1,616.1 |
2.618 |
1,578.8 |
4.250 |
1,518.0 |
|
|
Fisher Pivots for day following 31-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,707.6 |
1,710.7 |
PP |
1,701.4 |
1,707.6 |
S1 |
1,695.2 |
1,704.6 |
|