| Trading Metrics calculated at close of trading on 29-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2021 |
29-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
3,907.50 |
3,962.25 |
54.75 |
1.4% |
3,893.50 |
| High |
3,968.00 |
3,971.25 |
3.25 |
0.1% |
3,968.00 |
| Low |
3,900.75 |
3,928.75 |
28.00 |
0.7% |
3,843.25 |
| Close |
3,964.75 |
3,959.00 |
-5.75 |
-0.1% |
3,964.75 |
| Range |
67.25 |
42.50 |
-24.75 |
-36.8% |
124.75 |
| ATR |
62.47 |
61.04 |
-1.43 |
-2.3% |
0.00 |
| Volume |
1,984,060 |
2,003,052 |
18,992 |
1.0% |
9,530,991 |
|
| Daily Pivots for day following 29-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,080.50 |
4,062.25 |
3,982.50 |
|
| R3 |
4,038.00 |
4,019.75 |
3,970.75 |
|
| R2 |
3,995.50 |
3,995.50 |
3,966.75 |
|
| R1 |
3,977.25 |
3,977.25 |
3,963.00 |
3,965.00 |
| PP |
3,953.00 |
3,953.00 |
3,953.00 |
3,947.00 |
| S1 |
3,934.75 |
3,934.75 |
3,955.00 |
3,922.50 |
| S2 |
3,910.50 |
3,910.50 |
3,951.25 |
|
| S3 |
3,868.00 |
3,892.25 |
3,947.25 |
|
| S4 |
3,825.50 |
3,849.75 |
3,935.50 |
|
|
| 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 |
3,971.25 |
3,843.25 |
128.00 |
3.2% |
55.75 |
1.4% |
90% |
True |
False |
2,041,611 |
| 10 |
3,978.50 |
3,843.25 |
135.25 |
3.4% |
54.00 |
1.4% |
86% |
False |
False |
1,962,148 |
| 20 |
3,978.50 |
3,710.50 |
268.00 |
6.8% |
63.75 |
1.6% |
93% |
False |
False |
1,204,313 |
| 40 |
3,978.50 |
3,647.50 |
331.00 |
8.4% |
61.25 |
1.5% |
94% |
False |
False |
605,457 |
| 60 |
3,978.50 |
3,642.75 |
335.75 |
8.5% |
61.50 |
1.6% |
94% |
False |
False |
404,549 |
| 80 |
3,978.50 |
3,586.50 |
392.00 |
9.9% |
56.50 |
1.4% |
95% |
False |
False |
303,539 |
| 100 |
3,978.50 |
3,297.75 |
680.75 |
17.2% |
57.25 |
1.4% |
97% |
False |
False |
242,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,152.00 |
|
2.618 |
4,082.50 |
|
1.618 |
4,040.00 |
|
1.000 |
4,013.75 |
|
0.618 |
3,997.50 |
|
HIGH |
3,971.25 |
|
0.618 |
3,955.00 |
|
0.500 |
3,950.00 |
|
0.382 |
3,945.00 |
|
LOW |
3,928.75 |
|
0.618 |
3,902.50 |
|
1.000 |
3,886.25 |
|
1.618 |
3,860.00 |
|
2.618 |
3,817.50 |
|
4.250 |
3,748.00 |
|
|
| Fisher Pivots for day following 29-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,956.00 |
3,941.75 |
| PP |
3,953.00 |
3,924.50 |
| S1 |
3,950.00 |
3,907.25 |
|