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 |
1,728.2 |
1,736.0 |
7.8 |
0.5% |
1,728.2 |
High |
1,739.9 |
1,747.1 |
7.2 |
0.4% |
1,756.1 |
Low |
1,724.8 |
1,722.5 |
-2.3 |
-0.1% |
1,719.1 |
Close |
1,735.5 |
1,727.3 |
-8.2 |
-0.5% |
1,743.9 |
Range |
15.1 |
24.6 |
9.5 |
62.9% |
37.0 |
ATR |
26.6 |
26.5 |
-0.1 |
-0.5% |
0.0 |
Volume |
72,473 |
74,224 |
1,751 |
2.4% |
111,655 |
|
Daily Pivots for day following 25-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,806.1 |
1,791.3 |
1,740.8 |
|
R3 |
1,781.5 |
1,766.7 |
1,734.1 |
|
R2 |
1,756.9 |
1,756.9 |
1,731.8 |
|
R1 |
1,742.1 |
1,742.1 |
1,729.6 |
1,737.2 |
PP |
1,732.3 |
1,732.3 |
1,732.3 |
1,729.9 |
S1 |
1,717.5 |
1,717.5 |
1,725.0 |
1,712.6 |
S2 |
1,707.7 |
1,707.7 |
1,722.8 |
|
S3 |
1,683.1 |
1,692.9 |
1,720.5 |
|
S4 |
1,658.5 |
1,668.3 |
1,713.8 |
|
|
Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,850.7 |
1,834.3 |
1,764.3 |
|
R3 |
1,813.7 |
1,797.3 |
1,754.1 |
|
R2 |
1,776.7 |
1,776.7 |
1,750.7 |
|
R1 |
1,760.3 |
1,760.3 |
1,747.3 |
1,768.5 |
PP |
1,739.7 |
1,739.7 |
1,739.7 |
1,743.8 |
S1 |
1,723.3 |
1,723.3 |
1,740.5 |
1,731.5 |
S2 |
1,702.7 |
1,702.7 |
1,737.1 |
|
S3 |
1,665.7 |
1,686.3 |
1,733.7 |
|
S4 |
1,628.7 |
1,649.3 |
1,723.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,749.2 |
1,722.5 |
26.7 |
1.5% |
19.7 |
1.1% |
18% |
False |
True |
58,186 |
10 |
1,756.1 |
1,699.4 |
56.7 |
3.3% |
22.4 |
1.3% |
49% |
False |
False |
40,484 |
20 |
1,775.6 |
1,676.2 |
99.4 |
5.8% |
28.4 |
1.6% |
51% |
False |
False |
37,564 |
40 |
1,881.0 |
1,676.2 |
204.8 |
11.9% |
28.5 |
1.6% |
25% |
False |
False |
22,203 |
60 |
1,969.3 |
1,676.2 |
293.1 |
17.0% |
29.1 |
1.7% |
17% |
False |
False |
16,723 |
80 |
1,969.3 |
1,676.2 |
293.1 |
17.0% |
28.5 |
1.6% |
17% |
False |
False |
13,082 |
100 |
1,983.0 |
1,676.2 |
306.8 |
17.8% |
29.2 |
1.7% |
17% |
False |
False |
10,979 |
120 |
1,983.0 |
1,676.2 |
306.8 |
17.8% |
28.5 |
1.7% |
17% |
False |
False |
9,429 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,851.7 |
2.618 |
1,811.5 |
1.618 |
1,786.9 |
1.000 |
1,771.7 |
0.618 |
1,762.3 |
HIGH |
1,747.1 |
0.618 |
1,737.7 |
0.500 |
1,734.8 |
0.382 |
1,731.9 |
LOW |
1,722.5 |
0.618 |
1,707.3 |
1.000 |
1,697.9 |
1.618 |
1,682.7 |
2.618 |
1,658.1 |
4.250 |
1,618.0 |
|
|
Fisher Pivots for day following 25-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,734.8 |
1,734.8 |
PP |
1,732.3 |
1,732.3 |
S1 |
1,729.8 |
1,729.8 |
|