Trading Metrics calculated at close of trading on 01-Apr-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2021 |
01-Apr-2021 |
Change |
Change % |
Previous Week |
Open |
1,685.9 |
1,709.0 |
23.1 |
1.4% |
1,747.5 |
High |
1,716.3 |
1,732.0 |
15.7 |
0.9% |
1,749.2 |
Low |
1,677.3 |
1,706.4 |
29.1 |
1.7% |
1,721.2 |
Close |
1,715.6 |
1,728.4 |
12.8 |
0.7% |
1,734.7 |
Range |
39.0 |
25.6 |
-13.4 |
-34.4% |
28.0 |
ATR |
27.6 |
27.5 |
-0.1 |
-0.5% |
0.0 |
Volume |
210,770 |
170,430 |
-40,340 |
-19.1% |
350,123 |
|
Daily Pivots for day following 01-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,799.1 |
1,789.3 |
1,742.5 |
|
R3 |
1,773.5 |
1,763.7 |
1,735.4 |
|
R2 |
1,747.9 |
1,747.9 |
1,733.1 |
|
R1 |
1,738.1 |
1,738.1 |
1,730.7 |
1,743.0 |
PP |
1,722.3 |
1,722.3 |
1,722.3 |
1,724.7 |
S1 |
1,712.5 |
1,712.5 |
1,726.1 |
1,717.4 |
S2 |
1,696.7 |
1,696.7 |
1,723.7 |
|
S3 |
1,671.1 |
1,686.9 |
1,721.4 |
|
S4 |
1,645.5 |
1,661.3 |
1,714.3 |
|
|
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 |
1,737.9 |
1,677.3 |
60.6 |
3.5% |
29.4 |
1.7% |
84% |
False |
False |
177,899 |
10 |
1,749.2 |
1,677.3 |
71.9 |
4.2% |
24.5 |
1.4% |
71% |
False |
False |
118,042 |
20 |
1,756.1 |
1,676.2 |
79.9 |
4.6% |
25.7 |
1.5% |
65% |
False |
False |
78,434 |
40 |
1,858.9 |
1,676.2 |
182.7 |
10.6% |
28.6 |
1.7% |
29% |
False |
False |
43,291 |
60 |
1,969.3 |
1,676.2 |
293.1 |
17.0% |
29.8 |
1.7% |
18% |
False |
False |
31,323 |
80 |
1,969.3 |
1,676.2 |
293.1 |
17.0% |
28.7 |
1.7% |
18% |
False |
False |
24,065 |
100 |
1,983.0 |
1,676.2 |
306.8 |
17.8% |
29.2 |
1.7% |
17% |
False |
False |
19,774 |
120 |
1,983.0 |
1,676.2 |
306.8 |
17.8% |
28.6 |
1.7% |
17% |
False |
False |
16,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,840.8 |
2.618 |
1,799.0 |
1.618 |
1,773.4 |
1.000 |
1,757.6 |
0.618 |
1,747.8 |
HIGH |
1,732.0 |
0.618 |
1,722.2 |
0.500 |
1,719.2 |
0.382 |
1,716.2 |
LOW |
1,706.4 |
0.618 |
1,690.6 |
1.000 |
1,680.8 |
1.618 |
1,665.0 |
2.618 |
1,639.4 |
4.250 |
1,597.6 |
|
|
Fisher Pivots for day following 01-Apr-2021 |
Pivot |
1 day |
3 day |
R1 |
1,725.3 |
1,720.5 |
PP |
1,722.3 |
1,712.6 |
S1 |
1,719.2 |
1,704.7 |
|