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 |
14,816.0 |
14,886.0 |
70.0 |
0.5% |
14,624.0 |
High |
14,906.0 |
15,043.0 |
137.0 |
0.9% |
14,869.0 |
Low |
14,733.0 |
14,865.0 |
132.0 |
0.9% |
14,430.0 |
Close |
14,841.0 |
15,034.0 |
193.0 |
1.3% |
14,757.0 |
Range |
173.0 |
178.0 |
5.0 |
2.9% |
439.0 |
ATR |
193.1 |
193.7 |
0.6 |
0.3% |
0.0 |
Volume |
50,272 |
52,637 |
2,365 |
4.7% |
293,919 |
|
Daily Pivots for day following 30-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,514.7 |
15,452.3 |
15,131.9 |
|
R3 |
15,336.7 |
15,274.3 |
15,083.0 |
|
R2 |
15,158.7 |
15,158.7 |
15,066.6 |
|
R1 |
15,096.3 |
15,096.3 |
15,050.3 |
15,127.5 |
PP |
14,980.7 |
14,980.7 |
14,980.7 |
14,996.3 |
S1 |
14,918.3 |
14,918.3 |
15,017.7 |
14,949.5 |
S2 |
14,802.7 |
14,802.7 |
15,001.4 |
|
S3 |
14,624.7 |
14,740.3 |
14,985.1 |
|
S4 |
14,446.7 |
14,562.3 |
14,936.1 |
|
|
Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,002.3 |
15,818.7 |
14,998.5 |
|
R3 |
15,563.3 |
15,379.7 |
14,877.7 |
|
R2 |
15,124.3 |
15,124.3 |
14,837.5 |
|
R1 |
14,940.7 |
14,940.7 |
14,797.2 |
15,032.5 |
PP |
14,685.3 |
14,685.3 |
14,685.3 |
14,731.3 |
S1 |
14,501.7 |
14,501.7 |
14,716.8 |
14,593.5 |
S2 |
14,246.3 |
14,246.3 |
14,676.5 |
|
S3 |
13,807.3 |
14,062.7 |
14,636.3 |
|
S4 |
13,368.3 |
13,623.7 |
14,515.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,043.0 |
14,430.0 |
613.0 |
4.1% |
182.8 |
1.2% |
99% |
True |
False |
58,828 |
10 |
15,043.0 |
14,430.0 |
613.0 |
4.1% |
174.3 |
1.2% |
99% |
True |
False |
55,306 |
20 |
15,043.0 |
13,890.0 |
1,153.0 |
7.7% |
179.5 |
1.2% |
99% |
True |
False |
31,294 |
40 |
15,043.0 |
13,682.0 |
1,361.0 |
9.1% |
152.1 |
1.0% |
99% |
True |
False |
15,683 |
60 |
15,043.0 |
13,333.0 |
1,710.0 |
11.4% |
153.3 |
1.0% |
99% |
True |
False |
10,482 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,799.5 |
2.618 |
15,509.0 |
1.618 |
15,331.0 |
1.000 |
15,221.0 |
0.618 |
15,153.0 |
HIGH |
15,043.0 |
0.618 |
14,975.0 |
0.500 |
14,954.0 |
0.382 |
14,933.0 |
LOW |
14,865.0 |
0.618 |
14,755.0 |
1.000 |
14,687.0 |
1.618 |
14,577.0 |
2.618 |
14,399.0 |
4.250 |
14,108.5 |
|
|
Fisher Pivots for day following 30-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
15,007.3 |
14,977.7 |
PP |
14,980.7 |
14,921.3 |
S1 |
14,954.0 |
14,865.0 |
|