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 |
14,886.0 |
15,006.0 |
120.0 |
0.8% |
14,624.0 |
High |
15,043.0 |
15,061.0 |
18.0 |
0.1% |
14,869.0 |
Low |
14,865.0 |
14,969.0 |
104.0 |
0.7% |
14,430.0 |
Close |
15,034.0 |
15,029.0 |
-5.0 |
0.0% |
14,757.0 |
Range |
178.0 |
92.0 |
-86.0 |
-48.3% |
439.0 |
ATR |
193.7 |
186.5 |
-7.3 |
-3.8% |
0.0 |
Volume |
52,637 |
54,901 |
2,264 |
4.3% |
293,919 |
|
Daily Pivots for day following 31-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,295.7 |
15,254.3 |
15,079.6 |
|
R3 |
15,203.7 |
15,162.3 |
15,054.3 |
|
R2 |
15,111.7 |
15,111.7 |
15,045.9 |
|
R1 |
15,070.3 |
15,070.3 |
15,037.4 |
15,091.0 |
PP |
15,019.7 |
15,019.7 |
15,019.7 |
15,030.0 |
S1 |
14,978.3 |
14,978.3 |
15,020.6 |
14,999.0 |
S2 |
14,927.7 |
14,927.7 |
15,012.1 |
|
S3 |
14,835.7 |
14,886.3 |
15,003.7 |
|
S4 |
14,743.7 |
14,794.3 |
14,978.4 |
|
|
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 |
15,061.0 |
14,430.0 |
631.0 |
4.2% |
181.0 |
1.2% |
95% |
True |
False |
57,824 |
10 |
15,061.0 |
14,430.0 |
631.0 |
4.2% |
167.4 |
1.1% |
95% |
True |
False |
57,369 |
20 |
15,061.0 |
13,890.0 |
1,171.0 |
7.8% |
173.3 |
1.2% |
97% |
True |
False |
34,030 |
40 |
15,061.0 |
13,682.0 |
1,379.0 |
9.2% |
153.0 |
1.0% |
98% |
True |
False |
17,053 |
60 |
15,061.0 |
13,333.0 |
1,728.0 |
11.5% |
152.1 |
1.0% |
98% |
True |
False |
11,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,452.0 |
2.618 |
15,301.9 |
1.618 |
15,209.9 |
1.000 |
15,153.0 |
0.618 |
15,117.9 |
HIGH |
15,061.0 |
0.618 |
15,025.9 |
0.500 |
15,015.0 |
0.382 |
15,004.1 |
LOW |
14,969.0 |
0.618 |
14,912.1 |
1.000 |
14,877.0 |
1.618 |
14,820.1 |
2.618 |
14,728.1 |
4.250 |
14,578.0 |
|
|
Fisher Pivots for day following 31-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
15,024.3 |
14,985.0 |
PP |
15,019.7 |
14,941.0 |
S1 |
15,015.0 |
14,897.0 |
|