Trading Metrics calculated at close of trading on 01-Apr-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2021 |
01-Apr-2021 |
Change |
Change % |
Previous Week |
Open |
3,949.50 |
3,967.50 |
18.00 |
0.5% |
3,893.50 |
High |
3,983.75 |
4,015.25 |
31.50 |
0.8% |
3,968.00 |
Low |
3,941.50 |
3,964.50 |
23.00 |
0.6% |
3,843.25 |
Close |
3,967.50 |
4,010.00 |
42.50 |
1.1% |
3,964.75 |
Range |
42.25 |
50.75 |
8.50 |
20.1% |
124.75 |
ATR |
57.96 |
57.44 |
-0.51 |
-0.9% |
0.00 |
Volume |
1,642,169 |
1,245,846 |
-396,323 |
-24.1% |
9,530,991 |
|
Daily Pivots for day following 01-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,148.75 |
4,130.25 |
4,038.00 |
|
R3 |
4,098.00 |
4,079.50 |
4,024.00 |
|
R2 |
4,047.25 |
4,047.25 |
4,019.25 |
|
R1 |
4,028.75 |
4,028.75 |
4,014.75 |
4,038.00 |
PP |
3,996.50 |
3,996.50 |
3,996.50 |
4,001.25 |
S1 |
3,978.00 |
3,978.00 |
4,005.25 |
3,987.25 |
S2 |
3,945.75 |
3,945.75 |
4,000.75 |
|
S3 |
3,895.00 |
3,927.25 |
3,996.00 |
|
S4 |
3,844.25 |
3,876.50 |
3,982.00 |
|
|
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 |
4,015.25 |
3,900.75 |
114.50 |
2.9% |
47.50 |
1.2% |
95% |
True |
False |
1,693,122 |
10 |
4,015.25 |
3,843.25 |
172.00 |
4.3% |
51.50 |
1.3% |
97% |
True |
False |
1,806,016 |
20 |
4,015.25 |
3,718.50 |
296.75 |
7.4% |
57.75 |
1.4% |
98% |
True |
False |
1,423,350 |
40 |
4,015.25 |
3,710.50 |
304.75 |
7.6% |
58.75 |
1.5% |
98% |
True |
False |
717,194 |
60 |
4,015.25 |
3,647.50 |
367.75 |
9.2% |
60.25 |
1.5% |
99% |
True |
False |
479,128 |
80 |
4,015.25 |
3,586.50 |
428.75 |
10.7% |
57.00 |
1.4% |
99% |
True |
False |
359,506 |
100 |
4,015.25 |
3,438.25 |
577.00 |
14.4% |
55.50 |
1.4% |
99% |
True |
False |
287,637 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,231.00 |
2.618 |
4,148.00 |
1.618 |
4,097.25 |
1.000 |
4,066.00 |
0.618 |
4,046.50 |
HIGH |
4,015.25 |
0.618 |
3,995.75 |
0.500 |
3,990.00 |
0.382 |
3,984.00 |
LOW |
3,964.50 |
0.618 |
3,933.25 |
1.000 |
3,913.75 |
1.618 |
3,882.50 |
2.618 |
3,831.75 |
4.250 |
3,748.75 |
|
|
Fisher Pivots for day following 01-Apr-2021 |
Pivot |
1 day |
3 day |
R1 |
4,003.25 |
3,998.25 |
PP |
3,996.50 |
3,986.25 |
S1 |
3,990.00 |
3,974.50 |
|