| Trading Metrics calculated at close of trading on 25-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2021 |
25-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
2,185.5 |
2,137.1 |
-48.4 |
-2.2% |
2,354.6 |
| High |
2,223.0 |
2,187.9 |
-35.1 |
-1.6% |
2,366.0 |
| Low |
2,128.1 |
2,092.7 |
-35.4 |
-1.7% |
2,238.8 |
| Close |
2,130.2 |
2,178.2 |
48.0 |
2.3% |
2,279.1 |
| Range |
94.9 |
95.2 |
0.3 |
0.3% |
127.2 |
| ATR |
66.2 |
68.3 |
2.1 |
3.1% |
0.0 |
| Volume |
234,457 |
294,356 |
59,899 |
25.5% |
1,185,991 |
|
| Daily Pivots for day following 25-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,438.5 |
2,403.6 |
2,230.6 |
|
| R3 |
2,343.3 |
2,308.4 |
2,204.4 |
|
| R2 |
2,248.1 |
2,248.1 |
2,195.7 |
|
| R1 |
2,213.2 |
2,213.2 |
2,186.9 |
2,230.7 |
| PP |
2,152.9 |
2,152.9 |
2,152.9 |
2,161.7 |
| S1 |
2,118.0 |
2,118.0 |
2,169.5 |
2,135.5 |
| S2 |
2,057.7 |
2,057.7 |
2,160.7 |
|
| S3 |
1,962.5 |
2,022.8 |
2,152.0 |
|
| S4 |
1,867.3 |
1,927.6 |
2,125.8 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,676.2 |
2,604.9 |
2,349.1 |
|
| R3 |
2,549.0 |
2,477.7 |
2,314.1 |
|
| R2 |
2,421.8 |
2,421.8 |
2,302.4 |
|
| R1 |
2,350.5 |
2,350.5 |
2,290.8 |
2,322.6 |
| PP |
2,294.6 |
2,294.6 |
2,294.6 |
2,280.7 |
| S1 |
2,223.3 |
2,223.3 |
2,267.4 |
2,195.4 |
| S2 |
2,167.4 |
2,167.4 |
2,255.8 |
|
| S3 |
2,040.2 |
2,096.1 |
2,244.1 |
|
| S4 |
1,913.0 |
1,968.9 |
2,209.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,296.0 |
2,092.7 |
203.3 |
9.3% |
77.7 |
3.6% |
42% |
False |
True |
221,553 |
| 10 |
2,366.0 |
2,092.7 |
273.3 |
12.5% |
64.6 |
3.0% |
31% |
False |
True |
227,096 |
| 20 |
2,366.0 |
2,081.3 |
284.7 |
13.1% |
70.1 |
3.2% |
34% |
False |
False |
118,612 |
| 40 |
2,366.0 |
2,025.7 |
340.3 |
15.6% |
63.9 |
2.9% |
45% |
False |
False |
59,452 |
| 60 |
2,366.0 |
1,918.0 |
448.0 |
20.6% |
59.2 |
2.7% |
58% |
False |
False |
39,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,592.5 |
|
2.618 |
2,437.1 |
|
1.618 |
2,341.9 |
|
1.000 |
2,283.1 |
|
0.618 |
2,246.7 |
|
HIGH |
2,187.9 |
|
0.618 |
2,151.5 |
|
0.500 |
2,140.3 |
|
0.382 |
2,129.1 |
|
LOW |
2,092.7 |
|
0.618 |
2,033.9 |
|
1.000 |
1,997.5 |
|
1.618 |
1,938.7 |
|
2.618 |
1,843.5 |
|
4.250 |
1,688.1 |
|
|
| Fisher Pivots for day following 25-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,165.6 |
2,181.1 |
| PP |
2,152.9 |
2,180.1 |
| S1 |
2,140.3 |
2,179.2 |
|