Trading Metrics calculated at close of trading on 31-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2021 |
31-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
12,975.00 |
12,894.75 |
-80.25 |
-0.6% |
12,807.00 |
High |
12,984.00 |
13,158.00 |
174.00 |
1.3% |
13,172.00 |
Low |
12,776.50 |
12,858.25 |
81.75 |
0.6% |
12,609.75 |
Close |
12,878.25 |
13,089.75 |
211.50 |
1.6% |
12,966.75 |
Range |
207.50 |
299.75 |
92.25 |
44.5% |
562.25 |
ATR |
313.30 |
312.33 |
-0.97 |
-0.3% |
0.00 |
Volume |
516,408 |
478,398 |
-38,010 |
-7.4% |
3,077,466 |
|
Daily Pivots for day following 31-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,934.50 |
13,812.00 |
13,254.50 |
|
R3 |
13,634.75 |
13,512.25 |
13,172.25 |
|
R2 |
13,335.00 |
13,335.00 |
13,144.75 |
|
R1 |
13,212.50 |
13,212.50 |
13,117.25 |
13,273.75 |
PP |
13,035.25 |
13,035.25 |
13,035.25 |
13,066.00 |
S1 |
12,912.75 |
12,912.75 |
13,062.25 |
12,974.00 |
S2 |
12,735.50 |
12,735.50 |
13,034.75 |
|
S3 |
12,435.75 |
12,613.00 |
13,007.25 |
|
S4 |
12,136.00 |
12,313.25 |
12,925.00 |
|
|
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 |
13,158.00 |
12,609.75 |
548.25 |
4.2% |
253.00 |
1.9% |
88% |
True |
False |
587,402 |
10 |
13,267.00 |
12,609.75 |
657.25 |
5.0% |
291.00 |
2.2% |
73% |
False |
False |
599,559 |
20 |
13,287.25 |
12,200.00 |
1,087.25 |
8.3% |
335.75 |
2.6% |
82% |
False |
False |
401,366 |
40 |
13,888.25 |
12,200.00 |
1,688.25 |
12.9% |
309.75 |
2.4% |
53% |
False |
False |
201,501 |
60 |
13,888.25 |
12,200.00 |
1,688.25 |
12.9% |
302.00 |
2.3% |
53% |
False |
False |
134,590 |
80 |
13,888.25 |
12,200.00 |
1,688.25 |
12.9% |
268.50 |
2.1% |
53% |
False |
False |
101,002 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,432.00 |
2.618 |
13,942.75 |
1.618 |
13,643.00 |
1.000 |
13,457.75 |
0.618 |
13,343.25 |
HIGH |
13,158.00 |
0.618 |
13,043.50 |
0.500 |
13,008.00 |
0.382 |
12,972.75 |
LOW |
12,858.25 |
0.618 |
12,673.00 |
1.000 |
12,558.50 |
1.618 |
12,373.25 |
2.618 |
12,073.50 |
4.250 |
11,584.25 |
|
|
Fisher Pivots for day following 31-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
13,062.50 |
13,049.00 |
PP |
13,035.25 |
13,008.00 |
S1 |
13,008.00 |
12,967.25 |
|