| Trading Metrics calculated at close of trading on 25-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2021 |
25-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
13,050.25 |
12,803.00 |
-247.25 |
-1.9% |
12,933.50 |
| High |
13,145.25 |
12,859.50 |
-285.75 |
-2.2% |
13,287.25 |
| Low |
12,784.00 |
12,609.75 |
-174.25 |
-1.4% |
12,681.75 |
| Close |
12,794.00 |
12,770.50 |
-23.50 |
-0.2% |
12,844.50 |
| Range |
361.25 |
249.75 |
-111.50 |
-30.9% |
605.50 |
| ATR |
338.95 |
332.58 |
-6.37 |
-1.9% |
0.00 |
| Volume |
626,538 |
745,797 |
119,259 |
19.0% |
2,910,614 |
|
| Daily Pivots for day following 25-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,495.75 |
13,383.00 |
12,907.75 |
|
| R3 |
13,246.00 |
13,133.25 |
12,839.25 |
|
| R2 |
12,996.25 |
12,996.25 |
12,816.25 |
|
| R1 |
12,883.50 |
12,883.50 |
12,793.50 |
12,815.00 |
| PP |
12,746.50 |
12,746.50 |
12,746.50 |
12,712.50 |
| S1 |
12,633.75 |
12,633.75 |
12,747.50 |
12,565.25 |
| S2 |
12,496.75 |
12,496.75 |
12,724.75 |
|
| S3 |
12,247.00 |
12,384.00 |
12,701.75 |
|
| S4 |
11,997.25 |
12,134.25 |
12,633.25 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,754.25 |
14,405.00 |
13,177.50 |
|
| R3 |
14,148.75 |
13,799.50 |
13,011.00 |
|
| R2 |
13,543.25 |
13,543.25 |
12,955.50 |
|
| R1 |
13,194.00 |
13,194.00 |
12,900.00 |
13,066.00 |
| PP |
12,937.75 |
12,937.75 |
12,937.75 |
12,873.75 |
| S1 |
12,588.50 |
12,588.50 |
12,789.00 |
12,460.50 |
| S2 |
12,332.25 |
12,332.25 |
12,733.50 |
|
| S3 |
11,726.75 |
11,983.00 |
12,678.00 |
|
| S4 |
11,121.25 |
11,377.50 |
12,511.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,172.00 |
12,609.75 |
562.25 |
4.4% |
277.75 |
2.2% |
29% |
False |
True |
619,273 |
| 10 |
13,287.25 |
12,609.75 |
677.50 |
5.3% |
302.25 |
2.4% |
24% |
False |
True |
570,341 |
| 20 |
13,316.75 |
12,200.00 |
1,116.75 |
8.7% |
364.75 |
2.9% |
51% |
False |
False |
292,496 |
| 40 |
13,888.25 |
12,200.00 |
1,688.25 |
13.2% |
325.50 |
2.5% |
34% |
False |
False |
146,829 |
| 60 |
13,888.25 |
12,200.00 |
1,688.25 |
13.2% |
297.00 |
2.3% |
34% |
False |
False |
98,105 |
| 80 |
13,888.25 |
12,075.75 |
1,812.50 |
14.2% |
263.25 |
2.1% |
38% |
False |
False |
73,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,921.00 |
|
2.618 |
13,513.25 |
|
1.618 |
13,263.50 |
|
1.000 |
13,109.25 |
|
0.618 |
13,013.75 |
|
HIGH |
12,859.50 |
|
0.618 |
12,764.00 |
|
0.500 |
12,734.50 |
|
0.382 |
12,705.25 |
|
LOW |
12,609.75 |
|
0.618 |
12,455.50 |
|
1.000 |
12,360.00 |
|
1.618 |
12,205.75 |
|
2.618 |
11,956.00 |
|
4.250 |
11,548.25 |
|
|
| Fisher Pivots for day following 25-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
12,758.50 |
12,891.00 |
| PP |
12,746.50 |
12,850.75 |
| S1 |
12,734.50 |
12,810.50 |
|