Trading Metrics calculated at close of trading on 29-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2021 |
29-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
3,799.0 |
3,824.0 |
25.0 |
0.7% |
3,773.0 |
High |
3,838.0 |
3,846.0 |
8.0 |
0.2% |
3,838.0 |
Low |
3,788.0 |
3,804.0 |
16.0 |
0.4% |
3,727.0 |
Close |
3,809.0 |
3,830.0 |
21.0 |
0.6% |
3,809.0 |
Range |
50.0 |
42.0 |
-8.0 |
-16.0% |
111.0 |
ATR |
50.3 |
49.7 |
-0.6 |
-1.2% |
0.0 |
Volume |
744,297 |
663,865 |
-80,432 |
-10.8% |
3,941,768 |
|
Daily Pivots for day following 29-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,952.7 |
3,933.3 |
3,853.1 |
|
R3 |
3,910.7 |
3,891.3 |
3,841.6 |
|
R2 |
3,868.7 |
3,868.7 |
3,837.7 |
|
R1 |
3,849.3 |
3,849.3 |
3,833.9 |
3,859.0 |
PP |
3,826.7 |
3,826.7 |
3,826.7 |
3,831.5 |
S1 |
3,807.3 |
3,807.3 |
3,826.2 |
3,817.0 |
S2 |
3,784.7 |
3,784.7 |
3,822.3 |
|
S3 |
3,742.7 |
3,765.3 |
3,818.5 |
|
S4 |
3,700.7 |
3,723.3 |
3,806.9 |
|
|
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 |
3,846.0 |
3,727.0 |
119.0 |
3.1% |
47.8 |
1.2% |
87% |
True |
False |
804,968 |
10 |
3,846.0 |
3,727.0 |
119.0 |
3.1% |
41.9 |
1.1% |
87% |
True |
False |
925,163 |
20 |
3,846.0 |
3,587.0 |
259.0 |
6.8% |
46.6 |
1.2% |
94% |
True |
False |
566,094 |
40 |
3,846.0 |
3,360.0 |
486.0 |
12.7% |
47.9 |
1.3% |
97% |
True |
False |
288,917 |
60 |
3,846.0 |
3,360.0 |
486.0 |
12.7% |
45.6 |
1.2% |
97% |
True |
False |
193,507 |
80 |
3,846.0 |
3,335.0 |
511.0 |
13.3% |
40.7 |
1.1% |
97% |
True |
False |
145,434 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,024.5 |
2.618 |
3,956.0 |
1.618 |
3,914.0 |
1.000 |
3,888.0 |
0.618 |
3,872.0 |
HIGH |
3,846.0 |
0.618 |
3,830.0 |
0.500 |
3,825.0 |
0.382 |
3,820.0 |
LOW |
3,804.0 |
0.618 |
3,778.0 |
1.000 |
3,762.0 |
1.618 |
3,736.0 |
2.618 |
3,694.0 |
4.250 |
3,625.5 |
|
|
Fisher Pivots for day following 29-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
3,828.3 |
3,815.5 |
PP |
3,826.7 |
3,801.0 |
S1 |
3,825.0 |
3,786.5 |
|