| 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 |
3,962.25 |
3,965.25 |
3.00 |
0.1% |
3,893.50 |
| High |
3,971.25 |
3,968.50 |
-2.75 |
-0.1% |
3,968.00 |
| Low |
3,928.75 |
3,933.75 |
5.00 |
0.1% |
3,843.25 |
| Close |
3,959.00 |
3,947.75 |
-11.25 |
-0.3% |
3,964.75 |
| Range |
42.50 |
34.75 |
-7.75 |
-18.2% |
124.75 |
| ATR |
61.04 |
59.17 |
-1.88 |
-3.1% |
0.00 |
| Volume |
2,003,052 |
1,590,486 |
-412,566 |
-20.6% |
9,530,991 |
|
| Daily Pivots for day following 30-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,054.25 |
4,035.75 |
3,966.75 |
|
| R3 |
4,019.50 |
4,001.00 |
3,957.25 |
|
| R2 |
3,984.75 |
3,984.75 |
3,954.00 |
|
| R1 |
3,966.25 |
3,966.25 |
3,951.00 |
3,958.00 |
| PP |
3,950.00 |
3,950.00 |
3,950.00 |
3,946.00 |
| S1 |
3,931.50 |
3,931.50 |
3,944.50 |
3,923.50 |
| S2 |
3,915.25 |
3,915.25 |
3,941.50 |
|
| S3 |
3,880.50 |
3,896.75 |
3,938.25 |
|
| S4 |
3,845.75 |
3,862.00 |
3,928.75 |
|
|
| 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 |
3,971.25 |
3,843.25 |
128.00 |
3.2% |
53.00 |
1.3% |
82% |
False |
False |
1,984,113 |
| 10 |
3,978.50 |
3,843.25 |
135.25 |
3.4% |
54.75 |
1.4% |
77% |
False |
False |
1,923,842 |
| 20 |
3,978.50 |
3,710.50 |
268.00 |
6.8% |
63.50 |
1.6% |
89% |
False |
False |
1,282,583 |
| 40 |
3,978.50 |
3,710.50 |
268.00 |
6.8% |
59.00 |
1.5% |
89% |
False |
False |
645,146 |
| 60 |
3,978.50 |
3,642.75 |
335.75 |
8.5% |
61.50 |
1.6% |
91% |
False |
False |
431,047 |
| 80 |
3,978.50 |
3,586.50 |
392.00 |
9.9% |
56.50 |
1.4% |
92% |
False |
False |
323,420 |
| 100 |
3,978.50 |
3,301.75 |
676.75 |
17.1% |
57.00 |
1.4% |
95% |
False |
False |
258,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,116.25 |
|
2.618 |
4,059.50 |
|
1.618 |
4,024.75 |
|
1.000 |
4,003.25 |
|
0.618 |
3,990.00 |
|
HIGH |
3,968.50 |
|
0.618 |
3,955.25 |
|
0.500 |
3,951.00 |
|
0.382 |
3,947.00 |
|
LOW |
3,933.75 |
|
0.618 |
3,912.25 |
|
1.000 |
3,899.00 |
|
1.618 |
3,877.50 |
|
2.618 |
3,842.75 |
|
4.250 |
3,786.00 |
|
|
| Fisher Pivots for day following 30-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,951.00 |
3,943.75 |
| PP |
3,950.00 |
3,940.00 |
| S1 |
3,949.00 |
3,936.00 |
|