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 |
1,736.0 |
1,727.5 |
-8.5 |
-0.5% |
1,747.5 |
High |
1,747.1 |
1,737.9 |
-9.2 |
-0.5% |
1,749.2 |
Low |
1,722.5 |
1,721.2 |
-1.3 |
-0.1% |
1,721.2 |
Close |
1,727.3 |
1,734.7 |
7.4 |
0.4% |
1,734.7 |
Range |
24.6 |
16.7 |
-7.9 |
-32.1% |
28.0 |
ATR |
26.5 |
25.8 |
-0.7 |
-2.6% |
0.0 |
Volume |
74,224 |
99,675 |
25,451 |
34.3% |
350,123 |
|
Daily Pivots for day following 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,781.4 |
1,774.7 |
1,743.9 |
|
R3 |
1,764.7 |
1,758.0 |
1,739.3 |
|
R2 |
1,748.0 |
1,748.0 |
1,737.8 |
|
R1 |
1,741.3 |
1,741.3 |
1,736.2 |
1,744.7 |
PP |
1,731.3 |
1,731.3 |
1,731.3 |
1,732.9 |
S1 |
1,724.6 |
1,724.6 |
1,733.2 |
1,728.0 |
S2 |
1,714.6 |
1,714.6 |
1,731.6 |
|
S3 |
1,697.9 |
1,707.9 |
1,730.1 |
|
S4 |
1,681.2 |
1,691.2 |
1,725.5 |
|
|
Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,819.0 |
1,804.9 |
1,750.1 |
|
R3 |
1,791.0 |
1,776.9 |
1,742.4 |
|
R2 |
1,763.0 |
1,763.0 |
1,739.8 |
|
R1 |
1,748.9 |
1,748.9 |
1,737.3 |
1,742.0 |
PP |
1,735.0 |
1,735.0 |
1,735.0 |
1,731.6 |
S1 |
1,720.9 |
1,720.9 |
1,732.1 |
1,714.0 |
S2 |
1,707.0 |
1,707.0 |
1,729.6 |
|
S3 |
1,679.0 |
1,692.9 |
1,727.0 |
|
S4 |
1,651.0 |
1,664.9 |
1,719.3 |
|
|
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 |
1,721.2 |
28.0 |
1.6% |
19.2 |
1.1% |
48% |
False |
True |
70,024 |
10 |
1,756.1 |
1,719.1 |
37.0 |
2.1% |
21.0 |
1.2% |
42% |
False |
False |
46,177 |
20 |
1,759.9 |
1,676.2 |
83.7 |
4.8% |
26.4 |
1.5% |
70% |
False |
False |
41,715 |
40 |
1,881.0 |
1,676.2 |
204.8 |
11.8% |
28.1 |
1.6% |
29% |
False |
False |
24,442 |
60 |
1,969.3 |
1,676.2 |
293.1 |
16.9% |
29.1 |
1.7% |
20% |
False |
False |
18,361 |
80 |
1,969.3 |
1,676.2 |
293.1 |
16.9% |
28.4 |
1.6% |
20% |
False |
False |
14,307 |
100 |
1,983.0 |
1,676.2 |
306.8 |
17.7% |
29.2 |
1.7% |
19% |
False |
False |
11,958 |
120 |
1,983.0 |
1,676.2 |
306.8 |
17.7% |
28.5 |
1.6% |
19% |
False |
False |
10,253 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,808.9 |
2.618 |
1,781.6 |
1.618 |
1,764.9 |
1.000 |
1,754.6 |
0.618 |
1,748.2 |
HIGH |
1,737.9 |
0.618 |
1,731.5 |
0.500 |
1,729.6 |
0.382 |
1,727.6 |
LOW |
1,721.2 |
0.618 |
1,710.9 |
1.000 |
1,704.5 |
1.618 |
1,694.2 |
2.618 |
1,677.5 |
4.250 |
1,650.2 |
|
|
Fisher Pivots for day following 26-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,733.0 |
1,734.5 |
PP |
1,731.3 |
1,734.3 |
S1 |
1,729.6 |
1,734.2 |
|