Trading Metrics calculated at close of trading on 26-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2021 |
26-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
12,803.00 |
12,799.75 |
-3.25 |
0.0% |
12,807.00 |
High |
12,859.50 |
12,988.50 |
129.00 |
1.0% |
13,172.00 |
Low |
12,609.75 |
12,676.25 |
66.50 |
0.5% |
12,609.75 |
Close |
12,770.50 |
12,966.75 |
196.25 |
1.5% |
12,966.75 |
Range |
249.75 |
312.25 |
62.50 |
25.0% |
562.25 |
ATR |
332.58 |
331.13 |
-1.45 |
-0.4% |
0.00 |
Volume |
745,797 |
622,214 |
-123,583 |
-16.6% |
3,077,466 |
|
Daily Pivots for day following 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,814.00 |
13,702.50 |
13,138.50 |
|
R3 |
13,501.75 |
13,390.25 |
13,052.50 |
|
R2 |
13,189.50 |
13,189.50 |
13,024.00 |
|
R1 |
13,078.00 |
13,078.00 |
12,995.25 |
13,133.75 |
PP |
12,877.25 |
12,877.25 |
12,877.25 |
12,905.00 |
S1 |
12,765.75 |
12,765.75 |
12,938.25 |
12,821.50 |
S2 |
12,565.00 |
12,565.00 |
12,909.50 |
|
S3 |
12,252.75 |
12,453.50 |
12,881.00 |
|
S4 |
11,940.50 |
12,141.25 |
12,795.00 |
|
|
Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,603.00 |
14,347.00 |
13,276.00 |
|
R3 |
14,040.75 |
13,784.75 |
13,121.25 |
|
R2 |
13,478.50 |
13,478.50 |
13,069.75 |
|
R1 |
13,222.50 |
13,222.50 |
13,018.25 |
13,350.50 |
PP |
12,916.25 |
12,916.25 |
12,916.25 |
12,980.00 |
S1 |
12,660.25 |
12,660.25 |
12,915.25 |
12,788.25 |
S2 |
12,354.00 |
12,354.00 |
12,863.75 |
|
S3 |
11,791.75 |
12,098.00 |
12,812.25 |
|
S4 |
11,229.50 |
11,535.75 |
12,657.50 |
|
|
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 |
4.3% |
297.00 |
2.3% |
63% |
False |
False |
615,493 |
10 |
13,287.25 |
12,609.75 |
677.50 |
5.2% |
301.00 |
2.3% |
53% |
False |
False |
598,808 |
20 |
13,316.75 |
12,200.00 |
1,116.75 |
8.6% |
359.00 |
2.8% |
69% |
False |
False |
323,392 |
40 |
13,888.25 |
12,200.00 |
1,688.25 |
13.0% |
321.25 |
2.5% |
45% |
False |
False |
162,355 |
60 |
13,888.25 |
12,200.00 |
1,688.25 |
13.0% |
300.50 |
2.3% |
45% |
False |
False |
108,469 |
80 |
13,888.25 |
12,200.00 |
1,688.25 |
13.0% |
264.25 |
2.0% |
45% |
False |
False |
81,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,315.50 |
2.618 |
13,806.00 |
1.618 |
13,493.75 |
1.000 |
13,300.75 |
0.618 |
13,181.50 |
HIGH |
12,988.50 |
0.618 |
12,869.25 |
0.500 |
12,832.50 |
0.382 |
12,795.50 |
LOW |
12,676.25 |
0.618 |
12,483.25 |
1.000 |
12,364.00 |
1.618 |
12,171.00 |
2.618 |
11,858.75 |
4.250 |
11,349.25 |
|
|
Fisher Pivots for day following 26-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
12,922.00 |
12,937.00 |
PP |
12,877.25 |
12,907.25 |
S1 |
12,832.50 |
12,877.50 |
|