Trading Metrics calculated at close of trading on 26-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2021 |
26-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
3,764.0 |
3,799.0 |
35.0 |
0.9% |
3,773.0 |
High |
3,800.0 |
3,838.0 |
38.0 |
1.0% |
3,838.0 |
Low |
3,727.0 |
3,788.0 |
61.0 |
1.6% |
3,727.0 |
Close |
3,770.0 |
3,809.0 |
39.0 |
1.0% |
3,809.0 |
Range |
73.0 |
50.0 |
-23.0 |
-31.5% |
111.0 |
ATR |
48.9 |
50.3 |
1.4 |
2.8% |
0.0 |
Volume |
1,039,324 |
744,297 |
-295,027 |
-28.4% |
3,941,768 |
|
Daily Pivots for day following 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,961.7 |
3,935.3 |
3,836.5 |
|
R3 |
3,911.7 |
3,885.3 |
3,822.8 |
|
R2 |
3,861.7 |
3,861.7 |
3,818.2 |
|
R1 |
3,835.3 |
3,835.3 |
3,813.6 |
3,848.5 |
PP |
3,811.7 |
3,811.7 |
3,811.7 |
3,818.3 |
S1 |
3,785.3 |
3,785.3 |
3,804.4 |
3,798.5 |
S2 |
3,761.7 |
3,761.7 |
3,799.8 |
|
S3 |
3,711.7 |
3,735.3 |
3,795.3 |
|
S4 |
3,661.7 |
3,685.3 |
3,781.5 |
|
|
Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,124.3 |
4,077.7 |
3,870.1 |
|
R3 |
4,013.3 |
3,966.7 |
3,839.5 |
|
R2 |
3,902.3 |
3,902.3 |
3,829.4 |
|
R1 |
3,855.7 |
3,855.7 |
3,819.2 |
3,879.0 |
PP |
3,791.3 |
3,791.3 |
3,791.3 |
3,803.0 |
S1 |
3,744.7 |
3,744.7 |
3,798.8 |
3,768.0 |
S2 |
3,680.3 |
3,680.3 |
3,788.7 |
|
S3 |
3,569.3 |
3,633.7 |
3,778.5 |
|
S4 |
3,458.3 |
3,522.7 |
3,748.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,838.0 |
3,727.0 |
111.0 |
2.9% |
45.8 |
1.2% |
74% |
True |
False |
788,353 |
10 |
3,838.0 |
3,727.0 |
111.0 |
2.9% |
41.7 |
1.1% |
74% |
True |
False |
971,209 |
20 |
3,838.0 |
3,587.0 |
251.0 |
6.6% |
47.2 |
1.2% |
88% |
True |
False |
534,229 |
40 |
3,838.0 |
3,360.0 |
478.0 |
12.5% |
47.7 |
1.3% |
94% |
True |
False |
272,409 |
60 |
3,838.0 |
3,360.0 |
478.0 |
12.5% |
45.8 |
1.2% |
94% |
True |
False |
182,543 |
80 |
3,838.0 |
3,335.0 |
503.0 |
13.2% |
40.2 |
1.1% |
94% |
True |
False |
137,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,050.5 |
2.618 |
3,968.9 |
1.618 |
3,918.9 |
1.000 |
3,888.0 |
0.618 |
3,868.9 |
HIGH |
3,838.0 |
0.618 |
3,818.9 |
0.500 |
3,813.0 |
0.382 |
3,807.1 |
LOW |
3,788.0 |
0.618 |
3,757.1 |
1.000 |
3,738.0 |
1.618 |
3,707.1 |
2.618 |
3,657.1 |
4.250 |
3,575.5 |
|
|
Fisher Pivots for day following 26-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
3,813.0 |
3,800.2 |
PP |
3,811.7 |
3,791.3 |
S1 |
3,810.3 |
3,782.5 |
|