Trading Metrics calculated at close of trading on 30-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2021 |
30-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
3,824.0 |
3,840.0 |
16.0 |
0.4% |
3,773.0 |
High |
3,846.0 |
3,874.0 |
28.0 |
0.7% |
3,838.0 |
Low |
3,804.0 |
3,835.0 |
31.0 |
0.8% |
3,727.0 |
Close |
3,830.0 |
3,872.0 |
42.0 |
1.1% |
3,809.0 |
Range |
42.0 |
39.0 |
-3.0 |
-7.1% |
111.0 |
ATR |
49.7 |
49.3 |
-0.4 |
-0.8% |
0.0 |
Volume |
663,865 |
706,411 |
42,546 |
6.4% |
3,941,768 |
|
Daily Pivots for day following 30-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,977.3 |
3,963.7 |
3,893.5 |
|
R3 |
3,938.3 |
3,924.7 |
3,882.7 |
|
R2 |
3,899.3 |
3,899.3 |
3,879.2 |
|
R1 |
3,885.7 |
3,885.7 |
3,875.6 |
3,892.5 |
PP |
3,860.3 |
3,860.3 |
3,860.3 |
3,863.8 |
S1 |
3,846.7 |
3,846.7 |
3,868.4 |
3,853.5 |
S2 |
3,821.3 |
3,821.3 |
3,864.9 |
|
S3 |
3,782.3 |
3,807.7 |
3,861.3 |
|
S4 |
3,743.3 |
3,768.7 |
3,850.6 |
|
|
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 |
3,874.0 |
3,727.0 |
147.0 |
3.8% |
47.6 |
1.2% |
99% |
True |
False |
792,475 |
10 |
3,874.0 |
3,727.0 |
147.0 |
3.8% |
43.5 |
1.1% |
99% |
True |
False |
850,510 |
20 |
3,874.0 |
3,587.0 |
287.0 |
7.4% |
46.6 |
1.2% |
99% |
True |
False |
600,551 |
40 |
3,874.0 |
3,360.0 |
514.0 |
13.3% |
47.9 |
1.2% |
100% |
True |
False |
306,505 |
60 |
3,874.0 |
3,360.0 |
514.0 |
13.3% |
45.5 |
1.2% |
100% |
True |
False |
205,280 |
80 |
3,874.0 |
3,335.0 |
539.0 |
13.9% |
41.2 |
1.1% |
100% |
True |
False |
154,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,039.8 |
2.618 |
3,976.1 |
1.618 |
3,937.1 |
1.000 |
3,913.0 |
0.618 |
3,898.1 |
HIGH |
3,874.0 |
0.618 |
3,859.1 |
0.500 |
3,854.5 |
0.382 |
3,849.9 |
LOW |
3,835.0 |
0.618 |
3,810.9 |
1.000 |
3,796.0 |
1.618 |
3,771.9 |
2.618 |
3,732.9 |
4.250 |
3,669.3 |
|
|
Fisher Pivots for day following 30-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
3,866.2 |
3,858.3 |
PP |
3,860.3 |
3,844.7 |
S1 |
3,854.5 |
3,831.0 |
|