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 |
3,965.25 |
3,949.50 |
-15.75 |
-0.4% |
3,893.50 |
High |
3,968.50 |
3,983.75 |
15.25 |
0.4% |
3,968.00 |
Low |
3,933.75 |
3,941.50 |
7.75 |
0.2% |
3,843.25 |
Close |
3,947.75 |
3,967.50 |
19.75 |
0.5% |
3,964.75 |
Range |
34.75 |
42.25 |
7.50 |
21.6% |
124.75 |
ATR |
59.17 |
57.96 |
-1.21 |
-2.0% |
0.00 |
Volume |
1,590,486 |
1,642,169 |
51,683 |
3.2% |
9,530,991 |
|
Daily Pivots for day following 31-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,091.00 |
4,071.50 |
3,990.75 |
|
R3 |
4,048.75 |
4,029.25 |
3,979.00 |
|
R2 |
4,006.50 |
4,006.50 |
3,975.25 |
|
R1 |
3,987.00 |
3,987.00 |
3,971.25 |
3,996.75 |
PP |
3,964.25 |
3,964.25 |
3,964.25 |
3,969.00 |
S1 |
3,944.75 |
3,944.75 |
3,963.75 |
3,954.50 |
S2 |
3,922.00 |
3,922.00 |
3,959.75 |
|
S3 |
3,879.75 |
3,902.50 |
3,956.00 |
|
S4 |
3,837.50 |
3,860.25 |
3,944.25 |
|
|
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 |
3,983.75 |
3,843.25 |
140.50 |
3.5% |
50.50 |
1.3% |
88% |
True |
False |
1,899,851 |
10 |
3,983.75 |
3,843.25 |
140.50 |
3.5% |
54.00 |
1.4% |
88% |
True |
False |
1,893,870 |
20 |
3,983.75 |
3,710.50 |
273.25 |
6.9% |
61.50 |
1.5% |
94% |
True |
False |
1,363,254 |
40 |
3,983.75 |
3,710.50 |
273.25 |
6.9% |
58.25 |
1.5% |
94% |
True |
False |
686,128 |
60 |
3,983.75 |
3,647.50 |
336.25 |
8.5% |
60.25 |
1.5% |
95% |
True |
False |
458,384 |
80 |
3,983.75 |
3,586.50 |
397.25 |
10.0% |
56.75 |
1.4% |
96% |
True |
False |
343,946 |
100 |
3,983.75 |
3,411.50 |
572.25 |
14.4% |
55.75 |
1.4% |
97% |
True |
False |
275,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,163.25 |
2.618 |
4,094.25 |
1.618 |
4,052.00 |
1.000 |
4,026.00 |
0.618 |
4,009.75 |
HIGH |
3,983.75 |
0.618 |
3,967.50 |
0.500 |
3,962.50 |
0.382 |
3,957.75 |
LOW |
3,941.50 |
0.618 |
3,915.50 |
1.000 |
3,899.25 |
1.618 |
3,873.25 |
2.618 |
3,831.00 |
4.250 |
3,762.00 |
|
|
Fisher Pivots for day following 31-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
3,966.00 |
3,963.75 |
PP |
3,964.25 |
3,960.00 |
S1 |
3,962.50 |
3,956.25 |
|