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 |
1,727.5 |
1,732.4 |
4.9 |
0.3% |
1,747.5 |
High |
1,737.9 |
1,734.8 |
-3.1 |
-0.2% |
1,749.2 |
Low |
1,721.2 |
1,705.6 |
-15.6 |
-0.9% |
1,721.2 |
Close |
1,734.7 |
1,714.6 |
-20.1 |
-1.2% |
1,734.7 |
Range |
16.7 |
29.2 |
12.5 |
74.9% |
28.0 |
ATR |
25.8 |
26.0 |
0.2 |
1.0% |
0.0 |
Volume |
99,675 |
182,750 |
83,075 |
83.3% |
350,123 |
|
Daily Pivots for day following 29-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,805.9 |
1,789.5 |
1,730.7 |
|
R3 |
1,776.7 |
1,760.3 |
1,722.6 |
|
R2 |
1,747.5 |
1,747.5 |
1,720.0 |
|
R1 |
1,731.1 |
1,731.1 |
1,717.3 |
1,724.7 |
PP |
1,718.3 |
1,718.3 |
1,718.3 |
1,715.2 |
S1 |
1,701.9 |
1,701.9 |
1,711.9 |
1,695.5 |
S2 |
1,689.1 |
1,689.1 |
1,709.2 |
|
S3 |
1,659.9 |
1,672.7 |
1,706.6 |
|
S4 |
1,630.7 |
1,643.5 |
1,698.5 |
|
|
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 |
1,747.1 |
1,705.6 |
41.5 |
2.4% |
21.0 |
1.2% |
22% |
False |
True |
98,905 |
10 |
1,756.1 |
1,705.6 |
50.5 |
2.9% |
22.5 |
1.3% |
18% |
False |
True |
62,500 |
20 |
1,756.1 |
1,676.2 |
79.9 |
4.7% |
25.9 |
1.5% |
48% |
False |
False |
50,321 |
40 |
1,877.8 |
1,676.2 |
201.6 |
11.8% |
27.9 |
1.6% |
19% |
False |
False |
28,841 |
60 |
1,969.3 |
1,676.2 |
293.1 |
17.1% |
29.3 |
1.7% |
13% |
False |
False |
21,378 |
80 |
1,969.3 |
1,676.2 |
293.1 |
17.1% |
28.2 |
1.6% |
13% |
False |
False |
16,575 |
100 |
1,983.0 |
1,676.2 |
306.8 |
17.9% |
29.2 |
1.7% |
13% |
False |
False |
13,777 |
120 |
1,983.0 |
1,676.2 |
306.8 |
17.9% |
28.4 |
1.7% |
13% |
False |
False |
11,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,858.9 |
2.618 |
1,811.2 |
1.618 |
1,782.0 |
1.000 |
1,764.0 |
0.618 |
1,752.8 |
HIGH |
1,734.8 |
0.618 |
1,723.6 |
0.500 |
1,720.2 |
0.382 |
1,716.8 |
LOW |
1,705.6 |
0.618 |
1,687.6 |
1.000 |
1,676.4 |
1.618 |
1,658.4 |
2.618 |
1,629.2 |
4.250 |
1,581.5 |
|
|
Fisher Pivots for day following 29-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,720.2 |
1,726.4 |
PP |
1,718.3 |
1,722.4 |
S1 |
1,716.5 |
1,718.5 |
|