Trading Metrics calculated at close of trading on 31-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2021 |
31-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
3,840.0 |
3,867.0 |
27.0 |
0.7% |
3,773.0 |
High |
3,874.0 |
3,878.0 |
4.0 |
0.1% |
3,838.0 |
Low |
3,835.0 |
3,855.0 |
20.0 |
0.5% |
3,727.0 |
Close |
3,872.0 |
3,866.0 |
-6.0 |
-0.2% |
3,809.0 |
Range |
39.0 |
23.0 |
-16.0 |
-41.0% |
111.0 |
ATR |
49.3 |
47.4 |
-1.9 |
-3.8% |
0.0 |
Volume |
706,411 |
991,895 |
285,484 |
40.4% |
3,941,768 |
|
Daily Pivots for day following 31-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,935.3 |
3,923.7 |
3,878.7 |
|
R3 |
3,912.3 |
3,900.7 |
3,872.3 |
|
R2 |
3,889.3 |
3,889.3 |
3,870.2 |
|
R1 |
3,877.7 |
3,877.7 |
3,868.1 |
3,872.0 |
PP |
3,866.3 |
3,866.3 |
3,866.3 |
3,863.5 |
S1 |
3,854.7 |
3,854.7 |
3,863.9 |
3,849.0 |
S2 |
3,843.3 |
3,843.3 |
3,861.8 |
|
S3 |
3,820.3 |
3,831.7 |
3,859.7 |
|
S4 |
3,797.3 |
3,808.7 |
3,853.4 |
|
|
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 |
3,878.0 |
3,727.0 |
151.0 |
3.9% |
45.4 |
1.2% |
92% |
True |
False |
829,158 |
10 |
3,878.0 |
3,727.0 |
151.0 |
3.9% |
42.8 |
1.1% |
92% |
True |
False |
858,906 |
20 |
3,878.0 |
3,587.0 |
291.0 |
7.5% |
45.0 |
1.2% |
96% |
True |
False |
649,771 |
40 |
3,878.0 |
3,539.0 |
339.0 |
8.8% |
43.4 |
1.1% |
96% |
True |
False |
331,160 |
60 |
3,878.0 |
3,360.0 |
518.0 |
13.4% |
45.1 |
1.2% |
98% |
True |
False |
221,811 |
80 |
3,878.0 |
3,335.0 |
543.0 |
14.0% |
41.5 |
1.1% |
98% |
True |
False |
166,662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,975.8 |
2.618 |
3,938.2 |
1.618 |
3,915.2 |
1.000 |
3,901.0 |
0.618 |
3,892.2 |
HIGH |
3,878.0 |
0.618 |
3,869.2 |
0.500 |
3,866.5 |
0.382 |
3,863.8 |
LOW |
3,855.0 |
0.618 |
3,840.8 |
1.000 |
3,832.0 |
1.618 |
3,817.8 |
2.618 |
3,794.8 |
4.250 |
3,757.3 |
|
|
Fisher Pivots for day following 31-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
3,866.5 |
3,857.7 |
PP |
3,866.3 |
3,849.3 |
S1 |
3,866.2 |
3,841.0 |
|