Trading Metrics calculated at close of trading on 29-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2021 |
29-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
12,799.75 |
12,975.75 |
176.00 |
1.4% |
12,807.00 |
High |
12,988.50 |
13,003.00 |
14.50 |
0.1% |
13,172.00 |
Low |
12,676.25 |
12,807.50 |
131.25 |
1.0% |
12,609.75 |
Close |
12,966.75 |
12,944.50 |
-22.25 |
-0.2% |
12,966.75 |
Range |
312.25 |
195.50 |
-116.75 |
-37.4% |
562.25 |
ATR |
331.13 |
321.44 |
-9.69 |
-2.9% |
0.00 |
Volume |
622,214 |
574,193 |
-48,021 |
-7.7% |
3,077,466 |
|
Daily Pivots for day following 29-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,504.75 |
13,420.25 |
13,052.00 |
|
R3 |
13,309.25 |
13,224.75 |
12,998.25 |
|
R2 |
13,113.75 |
13,113.75 |
12,980.25 |
|
R1 |
13,029.25 |
13,029.25 |
12,962.50 |
12,973.75 |
PP |
12,918.25 |
12,918.25 |
12,918.25 |
12,890.50 |
S1 |
12,833.75 |
12,833.75 |
12,926.50 |
12,778.25 |
S2 |
12,722.75 |
12,722.75 |
12,908.75 |
|
S3 |
12,527.25 |
12,638.25 |
12,890.75 |
|
S4 |
12,331.75 |
12,442.75 |
12,837.00 |
|
|
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% |
262.25 |
2.0% |
60% |
False |
False |
634,598 |
10 |
13,287.25 |
12,609.75 |
677.50 |
5.2% |
297.75 |
2.3% |
49% |
False |
False |
617,836 |
20 |
13,316.75 |
12,200.00 |
1,116.75 |
8.6% |
350.50 |
2.7% |
67% |
False |
False |
351,977 |
40 |
13,888.25 |
12,200.00 |
1,688.25 |
13.0% |
317.25 |
2.5% |
44% |
False |
False |
176,672 |
60 |
13,888.25 |
12,200.00 |
1,688.25 |
13.0% |
302.25 |
2.3% |
44% |
False |
False |
118,036 |
80 |
13,888.25 |
12,200.00 |
1,688.25 |
13.0% |
265.00 |
2.0% |
44% |
False |
False |
88,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,834.00 |
2.618 |
13,514.75 |
1.618 |
13,319.25 |
1.000 |
13,198.50 |
0.618 |
13,123.75 |
HIGH |
13,003.00 |
0.618 |
12,928.25 |
0.500 |
12,905.25 |
0.382 |
12,882.25 |
LOW |
12,807.50 |
0.618 |
12,686.75 |
1.000 |
12,612.00 |
1.618 |
12,491.25 |
2.618 |
12,295.75 |
4.250 |
11,976.50 |
|
|
Fisher Pivots for day following 29-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
12,931.50 |
12,898.50 |
PP |
12,918.25 |
12,852.50 |
S1 |
12,905.25 |
12,806.50 |
|