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 |
1,713.0 |
1,685.9 |
-27.1 |
-1.6% |
1,747.5 |
High |
1,714.8 |
1,716.3 |
1.5 |
0.1% |
1,749.2 |
Low |
1,678.3 |
1,677.3 |
-1.0 |
-0.1% |
1,721.2 |
Close |
1,686.0 |
1,715.6 |
29.6 |
1.8% |
1,734.7 |
Range |
36.5 |
39.0 |
2.5 |
6.8% |
28.0 |
ATR |
26.8 |
27.6 |
0.9 |
3.3% |
0.0 |
Volume |
225,871 |
210,770 |
-15,101 |
-6.7% |
350,123 |
|
Daily Pivots for day following 31-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,820.1 |
1,806.8 |
1,737.1 |
|
R3 |
1,781.1 |
1,767.8 |
1,726.3 |
|
R2 |
1,742.1 |
1,742.1 |
1,722.8 |
|
R1 |
1,728.8 |
1,728.8 |
1,719.2 |
1,735.5 |
PP |
1,703.1 |
1,703.1 |
1,703.1 |
1,706.4 |
S1 |
1,689.8 |
1,689.8 |
1,712.0 |
1,696.5 |
S2 |
1,664.1 |
1,664.1 |
1,708.5 |
|
S3 |
1,625.1 |
1,650.8 |
1,704.9 |
|
S4 |
1,586.1 |
1,611.8 |
1,694.2 |
|
|
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 |
1,677.3 |
69.8 |
4.1% |
29.2 |
1.7% |
55% |
False |
True |
158,658 |
10 |
1,756.1 |
1,677.3 |
78.8 |
4.6% |
25.7 |
1.5% |
49% |
False |
True |
102,935 |
20 |
1,756.1 |
1,676.2 |
79.9 |
4.7% |
26.1 |
1.5% |
49% |
False |
False |
70,991 |
40 |
1,858.9 |
1,676.2 |
182.7 |
10.6% |
28.4 |
1.7% |
22% |
False |
False |
39,200 |
60 |
1,969.3 |
1,676.2 |
293.1 |
17.1% |
29.7 |
1.7% |
13% |
False |
False |
28,562 |
80 |
1,969.3 |
1,676.2 |
293.1 |
17.1% |
28.6 |
1.7% |
13% |
False |
False |
21,981 |
100 |
1,983.0 |
1,676.2 |
306.8 |
17.9% |
29.4 |
1.7% |
13% |
False |
False |
18,095 |
120 |
1,983.0 |
1,676.2 |
306.8 |
17.9% |
28.5 |
1.7% |
13% |
False |
False |
15,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,882.1 |
2.618 |
1,818.4 |
1.618 |
1,779.4 |
1.000 |
1,755.3 |
0.618 |
1,740.4 |
HIGH |
1,716.3 |
0.618 |
1,701.4 |
0.500 |
1,696.8 |
0.382 |
1,692.2 |
LOW |
1,677.3 |
0.618 |
1,653.2 |
1.000 |
1,638.3 |
1.618 |
1,614.2 |
2.618 |
1,575.2 |
4.250 |
1,511.6 |
|
|
Fisher Pivots for day following 31-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,709.3 |
1,712.4 |
PP |
1,703.1 |
1,709.2 |
S1 |
1,696.8 |
1,706.1 |
|