Trading Metrics calculated at close of trading on 01-Apr-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2021 |
01-Apr-2021 |
Change |
Change % |
Previous Week |
Open |
12,894.75 |
13,094.50 |
199.75 |
1.5% |
12,807.00 |
High |
13,158.00 |
13,332.50 |
174.50 |
1.3% |
13,172.00 |
Low |
12,858.25 |
13,090.25 |
232.00 |
1.8% |
12,609.75 |
Close |
13,089.75 |
13,316.00 |
226.25 |
1.7% |
12,966.75 |
Range |
299.75 |
242.25 |
-57.50 |
-19.2% |
562.25 |
ATR |
312.33 |
307.36 |
-4.97 |
-1.6% |
0.00 |
Volume |
478,398 |
436,489 |
-41,909 |
-8.8% |
3,077,466 |
|
Daily Pivots for day following 01-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,973.00 |
13,886.75 |
13,449.25 |
|
R3 |
13,730.75 |
13,644.50 |
13,382.50 |
|
R2 |
13,488.50 |
13,488.50 |
13,360.50 |
|
R1 |
13,402.25 |
13,402.25 |
13,338.25 |
13,445.50 |
PP |
13,246.25 |
13,246.25 |
13,246.25 |
13,267.75 |
S1 |
13,160.00 |
13,160.00 |
13,293.75 |
13,203.00 |
S2 |
13,004.00 |
13,004.00 |
13,271.50 |
|
S3 |
12,761.75 |
12,917.75 |
13,249.50 |
|
S4 |
12,519.50 |
12,675.50 |
13,182.75 |
|
|
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 |
13,332.50 |
12,676.25 |
656.25 |
4.9% |
251.50 |
1.9% |
97% |
True |
False |
525,540 |
10 |
13,332.50 |
12,609.75 |
722.75 |
5.4% |
264.50 |
2.0% |
98% |
True |
False |
572,407 |
20 |
13,332.50 |
12,200.00 |
1,132.50 |
8.5% |
323.25 |
2.4% |
99% |
True |
False |
422,774 |
40 |
13,888.25 |
12,200.00 |
1,688.25 |
12.7% |
311.00 |
2.3% |
66% |
False |
False |
212,401 |
60 |
13,888.25 |
12,200.00 |
1,688.25 |
12.7% |
302.75 |
2.3% |
66% |
False |
False |
141,851 |
80 |
13,888.25 |
12,200.00 |
1,688.25 |
12.7% |
270.50 |
2.0% |
66% |
False |
False |
106,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,362.00 |
2.618 |
13,966.75 |
1.618 |
13,724.50 |
1.000 |
13,574.75 |
0.618 |
13,482.25 |
HIGH |
13,332.50 |
0.618 |
13,240.00 |
0.500 |
13,211.50 |
0.382 |
13,182.75 |
LOW |
13,090.25 |
0.618 |
12,940.50 |
1.000 |
12,848.00 |
1.618 |
12,698.25 |
2.618 |
12,456.00 |
4.250 |
12,060.75 |
|
|
Fisher Pivots for day following 01-Apr-2021 |
Pivot |
1 day |
3 day |
R1 |
13,281.00 |
13,228.75 |
PP |
13,246.25 |
13,141.75 |
S1 |
13,211.50 |
13,054.50 |
|