Trading Metrics calculated at close of trading on 26-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2021 |
26-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
3,882.75 |
3,907.50 |
24.75 |
0.6% |
3,893.50 |
High |
3,909.50 |
3,968.00 |
58.50 |
1.5% |
3,968.00 |
Low |
3,843.25 |
3,900.75 |
57.50 |
1.5% |
3,843.25 |
Close |
3,900.50 |
3,964.75 |
64.25 |
1.6% |
3,964.75 |
Range |
66.25 |
67.25 |
1.00 |
1.5% |
124.75 |
ATR |
62.08 |
62.47 |
0.39 |
0.6% |
0.00 |
Volume |
2,279,488 |
1,984,060 |
-295,428 |
-13.0% |
9,530,991 |
|
Daily Pivots for day following 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,146.25 |
4,122.75 |
4,001.75 |
|
R3 |
4,079.00 |
4,055.50 |
3,983.25 |
|
R2 |
4,011.75 |
4,011.75 |
3,977.00 |
|
R1 |
3,988.25 |
3,988.25 |
3,971.00 |
4,000.00 |
PP |
3,944.50 |
3,944.50 |
3,944.50 |
3,950.50 |
S1 |
3,921.00 |
3,921.00 |
3,958.50 |
3,932.75 |
S2 |
3,877.25 |
3,877.25 |
3,952.50 |
|
S3 |
3,810.00 |
3,853.75 |
3,946.25 |
|
S4 |
3,742.75 |
3,786.50 |
3,927.75 |
|
|
Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,299.50 |
4,257.00 |
4,033.25 |
|
R3 |
4,174.75 |
4,132.25 |
3,999.00 |
|
R2 |
4,050.00 |
4,050.00 |
3,987.50 |
|
R1 |
4,007.50 |
4,007.50 |
3,976.25 |
4,028.75 |
PP |
3,925.25 |
3,925.25 |
3,925.25 |
3,936.00 |
S1 |
3,882.75 |
3,882.75 |
3,953.25 |
3,904.00 |
S2 |
3,800.50 |
3,800.50 |
3,942.00 |
|
S3 |
3,675.75 |
3,758.00 |
3,930.50 |
|
S4 |
3,551.00 |
3,633.25 |
3,896.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,968.00 |
3,843.25 |
124.75 |
3.1% |
59.00 |
1.5% |
97% |
True |
False |
1,906,198 |
10 |
3,978.50 |
3,843.25 |
135.25 |
3.4% |
54.50 |
1.4% |
90% |
False |
False |
1,959,279 |
20 |
3,978.50 |
3,710.50 |
268.00 |
6.8% |
66.75 |
1.7% |
95% |
False |
False |
1,105,069 |
40 |
3,978.50 |
3,647.50 |
331.00 |
8.3% |
62.50 |
1.6% |
96% |
False |
False |
555,586 |
60 |
3,978.50 |
3,642.75 |
335.75 |
8.5% |
61.25 |
1.5% |
96% |
False |
False |
371,170 |
80 |
3,978.50 |
3,586.50 |
392.00 |
9.9% |
56.25 |
1.4% |
96% |
False |
False |
278,503 |
100 |
3,978.50 |
3,226.25 |
752.25 |
19.0% |
57.50 |
1.5% |
98% |
False |
False |
222,828 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,253.75 |
2.618 |
4,144.00 |
1.618 |
4,076.75 |
1.000 |
4,035.25 |
0.618 |
4,009.50 |
HIGH |
3,968.00 |
0.618 |
3,942.25 |
0.500 |
3,934.50 |
0.382 |
3,926.50 |
LOW |
3,900.75 |
0.618 |
3,859.25 |
1.000 |
3,833.50 |
1.618 |
3,792.00 |
2.618 |
3,724.75 |
4.250 |
3,615.00 |
|
|
Fisher Pivots for day following 26-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
3,954.50 |
3,945.00 |
PP |
3,944.50 |
3,925.25 |
S1 |
3,934.50 |
3,905.50 |
|