Trading Metrics calculated at close of trading on 25-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2021 |
25-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
3,747.0 |
3,764.0 |
17.0 |
0.5% |
3,794.0 |
High |
3,775.0 |
3,800.0 |
25.0 |
0.7% |
3,821.0 |
Low |
3,741.0 |
3,727.0 |
-14.0 |
-0.4% |
3,757.0 |
Close |
3,772.0 |
3,770.0 |
-2.0 |
-0.1% |
3,782.0 |
Range |
34.0 |
73.0 |
39.0 |
114.7% |
64.0 |
ATR |
47.1 |
48.9 |
1.9 |
3.9% |
0.0 |
Volume |
808,481 |
1,039,324 |
230,843 |
28.6% |
5,770,331 |
|
Daily Pivots for day following 25-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,984.7 |
3,950.3 |
3,810.2 |
|
R3 |
3,911.7 |
3,877.3 |
3,790.1 |
|
R2 |
3,838.7 |
3,838.7 |
3,783.4 |
|
R1 |
3,804.3 |
3,804.3 |
3,776.7 |
3,821.5 |
PP |
3,765.7 |
3,765.7 |
3,765.7 |
3,774.3 |
S1 |
3,731.3 |
3,731.3 |
3,763.3 |
3,748.5 |
S2 |
3,692.7 |
3,692.7 |
3,756.6 |
|
S3 |
3,619.7 |
3,658.3 |
3,749.9 |
|
S4 |
3,546.7 |
3,585.3 |
3,729.9 |
|
|
Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,978.7 |
3,944.3 |
3,817.2 |
|
R3 |
3,914.7 |
3,880.3 |
3,799.6 |
|
R2 |
3,850.7 |
3,850.7 |
3,793.7 |
|
R1 |
3,816.3 |
3,816.3 |
3,787.9 |
3,801.5 |
PP |
3,786.7 |
3,786.7 |
3,786.7 |
3,779.3 |
S1 |
3,752.3 |
3,752.3 |
3,776.1 |
3,737.5 |
S2 |
3,722.7 |
3,722.7 |
3,770.3 |
|
S3 |
3,658.7 |
3,688.3 |
3,764.4 |
|
S4 |
3,594.7 |
3,624.3 |
3,746.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,802.0 |
3,727.0 |
75.0 |
2.0% |
44.8 |
1.2% |
57% |
False |
True |
910,394 |
10 |
3,821.0 |
3,727.0 |
94.0 |
2.5% |
40.1 |
1.1% |
46% |
False |
True |
939,443 |
20 |
3,821.0 |
3,559.0 |
262.0 |
6.9% |
47.4 |
1.3% |
81% |
False |
False |
497,026 |
40 |
3,821.0 |
3,360.0 |
461.0 |
12.2% |
47.9 |
1.3% |
89% |
False |
False |
253,905 |
60 |
3,821.0 |
3,360.0 |
461.0 |
12.2% |
45.5 |
1.2% |
89% |
False |
False |
170,173 |
80 |
3,821.0 |
3,335.0 |
486.0 |
12.9% |
39.6 |
1.0% |
90% |
False |
False |
127,832 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,110.3 |
2.618 |
3,991.1 |
1.618 |
3,918.1 |
1.000 |
3,873.0 |
0.618 |
3,845.1 |
HIGH |
3,800.0 |
0.618 |
3,772.1 |
0.500 |
3,763.5 |
0.382 |
3,754.9 |
LOW |
3,727.0 |
0.618 |
3,681.9 |
1.000 |
3,654.0 |
1.618 |
3,608.9 |
2.618 |
3,535.9 |
4.250 |
3,416.8 |
|
|
Fisher Pivots for day following 25-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
3,767.8 |
3,767.8 |
PP |
3,765.7 |
3,765.7 |
S1 |
3,763.5 |
3,763.5 |
|