Trading Metrics calculated at close of trading on 30-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2021 |
30-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
12,975.75 |
12,975.00 |
-0.75 |
0.0% |
12,807.00 |
High |
13,003.00 |
12,984.00 |
-19.00 |
-0.1% |
13,172.00 |
Low |
12,807.50 |
12,776.50 |
-31.00 |
-0.2% |
12,609.75 |
Close |
12,944.50 |
12,878.25 |
-66.25 |
-0.5% |
12,966.75 |
Range |
195.50 |
207.50 |
12.00 |
6.1% |
562.25 |
ATR |
321.44 |
313.30 |
-8.14 |
-2.5% |
0.00 |
Volume |
574,193 |
516,408 |
-57,785 |
-10.1% |
3,077,466 |
|
Daily Pivots for day following 30-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,502.00 |
13,397.75 |
12,992.50 |
|
R3 |
13,294.50 |
13,190.25 |
12,935.25 |
|
R2 |
13,087.00 |
13,087.00 |
12,916.25 |
|
R1 |
12,982.75 |
12,982.75 |
12,897.25 |
12,931.00 |
PP |
12,879.50 |
12,879.50 |
12,879.50 |
12,853.75 |
S1 |
12,775.25 |
12,775.25 |
12,859.25 |
12,723.50 |
S2 |
12,672.00 |
12,672.00 |
12,840.25 |
|
S3 |
12,464.50 |
12,567.75 |
12,821.25 |
|
S4 |
12,257.00 |
12,360.25 |
12,764.00 |
|
|
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 |
13,145.25 |
12,609.75 |
535.50 |
4.2% |
265.25 |
2.1% |
50% |
False |
False |
617,030 |
10 |
13,271.00 |
12,609.75 |
661.25 |
5.1% |
294.50 |
2.3% |
41% |
False |
False |
616,996 |
20 |
13,287.25 |
12,200.00 |
1,087.25 |
8.4% |
347.00 |
2.7% |
62% |
False |
False |
377,642 |
40 |
13,888.25 |
12,200.00 |
1,688.25 |
13.1% |
309.00 |
2.4% |
40% |
False |
False |
189,559 |
60 |
13,888.25 |
12,200.00 |
1,688.25 |
13.1% |
304.00 |
2.4% |
40% |
False |
False |
126,641 |
80 |
13,888.25 |
12,200.00 |
1,688.25 |
13.1% |
265.75 |
2.1% |
40% |
False |
False |
95,024 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,866.00 |
2.618 |
13,527.25 |
1.618 |
13,319.75 |
1.000 |
13,191.50 |
0.618 |
13,112.25 |
HIGH |
12,984.00 |
0.618 |
12,904.75 |
0.500 |
12,880.25 |
0.382 |
12,855.75 |
LOW |
12,776.50 |
0.618 |
12,648.25 |
1.000 |
12,569.00 |
1.618 |
12,440.75 |
2.618 |
12,233.25 |
4.250 |
11,894.50 |
|
|
Fisher Pivots for day following 30-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
12,880.25 |
12,865.50 |
PP |
12,879.50 |
12,852.50 |
S1 |
12,879.00 |
12,839.50 |
|