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 |
1,732.4 |
1,713.0 |
-19.4 |
-1.1% |
1,747.5 |
High |
1,734.8 |
1,714.8 |
-20.0 |
-1.2% |
1,749.2 |
Low |
1,705.6 |
1,678.3 |
-27.3 |
-1.6% |
1,721.2 |
Close |
1,714.6 |
1,686.0 |
-28.6 |
-1.7% |
1,734.7 |
Range |
29.2 |
36.5 |
7.3 |
25.0% |
28.0 |
ATR |
26.0 |
26.8 |
0.7 |
2.9% |
0.0 |
Volume |
182,750 |
225,871 |
43,121 |
23.6% |
350,123 |
|
Daily Pivots for day following 30-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,802.5 |
1,780.8 |
1,706.1 |
|
R3 |
1,766.0 |
1,744.3 |
1,696.0 |
|
R2 |
1,729.5 |
1,729.5 |
1,692.7 |
|
R1 |
1,707.8 |
1,707.8 |
1,689.3 |
1,700.4 |
PP |
1,693.0 |
1,693.0 |
1,693.0 |
1,689.4 |
S1 |
1,671.3 |
1,671.3 |
1,682.7 |
1,663.9 |
S2 |
1,656.5 |
1,656.5 |
1,679.3 |
|
S3 |
1,620.0 |
1,634.8 |
1,676.0 |
|
S4 |
1,583.5 |
1,598.3 |
1,665.9 |
|
|
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 |
1,678.3 |
68.8 |
4.1% |
24.4 |
1.4% |
11% |
False |
True |
130,998 |
10 |
1,756.1 |
1,678.3 |
77.8 |
4.6% |
24.6 |
1.5% |
10% |
False |
True |
83,422 |
20 |
1,756.1 |
1,676.2 |
79.9 |
4.7% |
26.1 |
1.5% |
12% |
False |
False |
61,063 |
40 |
1,867.6 |
1,676.2 |
191.4 |
11.4% |
28.3 |
1.7% |
5% |
False |
False |
34,072 |
60 |
1,969.3 |
1,676.2 |
293.1 |
17.4% |
29.7 |
1.8% |
3% |
False |
False |
25,118 |
80 |
1,969.3 |
1,676.2 |
293.1 |
17.4% |
28.4 |
1.7% |
3% |
False |
False |
19,369 |
100 |
1,983.0 |
1,676.2 |
306.8 |
18.2% |
29.4 |
1.7% |
3% |
False |
False |
16,020 |
120 |
1,983.0 |
1,676.2 |
306.8 |
18.2% |
28.3 |
1.7% |
3% |
False |
False |
13,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,869.9 |
2.618 |
1,810.4 |
1.618 |
1,773.9 |
1.000 |
1,751.3 |
0.618 |
1,737.4 |
HIGH |
1,714.8 |
0.618 |
1,700.9 |
0.500 |
1,696.6 |
0.382 |
1,692.2 |
LOW |
1,678.3 |
0.618 |
1,655.7 |
1.000 |
1,641.8 |
1.618 |
1,619.2 |
2.618 |
1,582.7 |
4.250 |
1,523.2 |
|
|
Fisher Pivots for day following 30-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,696.6 |
1,708.1 |
PP |
1,693.0 |
1,700.7 |
S1 |
1,689.5 |
1,693.4 |
|