| Trading Metrics calculated at close of trading on 26-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2021 |
26-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
2,137.1 |
2,182.3 |
45.2 |
2.1% |
2,278.0 |
| High |
2,187.9 |
2,223.0 |
35.1 |
1.6% |
2,290.9 |
| Low |
2,092.7 |
2,172.3 |
79.6 |
3.8% |
2,092.7 |
| Close |
2,178.2 |
2,218.5 |
40.3 |
1.9% |
2,218.5 |
| Range |
95.2 |
50.7 |
-44.5 |
-46.7% |
198.2 |
| ATR |
68.3 |
67.0 |
-1.3 |
-1.8% |
0.0 |
| Volume |
294,356 |
228,932 |
-65,424 |
-22.2% |
1,124,024 |
|
| Daily Pivots for day following 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,356.7 |
2,338.3 |
2,246.4 |
|
| R3 |
2,306.0 |
2,287.6 |
2,232.4 |
|
| R2 |
2,255.3 |
2,255.3 |
2,227.8 |
|
| R1 |
2,236.9 |
2,236.9 |
2,223.1 |
2,246.1 |
| PP |
2,204.6 |
2,204.6 |
2,204.6 |
2,209.2 |
| S1 |
2,186.2 |
2,186.2 |
2,213.9 |
2,195.4 |
| S2 |
2,153.9 |
2,153.9 |
2,209.2 |
|
| S3 |
2,103.2 |
2,135.5 |
2,204.6 |
|
| S4 |
2,052.5 |
2,084.8 |
2,190.6 |
|
|
| Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,795.3 |
2,705.1 |
2,327.5 |
|
| R3 |
2,597.1 |
2,506.9 |
2,273.0 |
|
| R2 |
2,398.9 |
2,398.9 |
2,254.8 |
|
| R1 |
2,308.7 |
2,308.7 |
2,236.7 |
2,254.7 |
| PP |
2,200.7 |
2,200.7 |
2,200.7 |
2,173.7 |
| S1 |
2,110.5 |
2,110.5 |
2,200.3 |
2,056.5 |
| S2 |
2,002.5 |
2,002.5 |
2,182.2 |
|
| S3 |
1,804.3 |
1,912.3 |
2,164.0 |
|
| S4 |
1,606.1 |
1,714.1 |
2,109.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,290.9 |
2,092.7 |
198.2 |
8.9% |
76.4 |
3.4% |
63% |
False |
False |
224,804 |
| 10 |
2,366.0 |
2,092.7 |
273.3 |
12.3% |
66.8 |
3.0% |
46% |
False |
False |
231,001 |
| 20 |
2,366.0 |
2,081.3 |
284.7 |
12.8% |
68.9 |
3.1% |
48% |
False |
False |
130,016 |
| 40 |
2,366.0 |
2,025.7 |
340.3 |
15.3% |
63.6 |
2.9% |
57% |
False |
False |
65,172 |
| 60 |
2,366.0 |
1,918.0 |
448.0 |
20.2% |
59.1 |
2.7% |
67% |
False |
False |
43,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,438.5 |
|
2.618 |
2,355.7 |
|
1.618 |
2,305.0 |
|
1.000 |
2,273.7 |
|
0.618 |
2,254.3 |
|
HIGH |
2,223.0 |
|
0.618 |
2,203.6 |
|
0.500 |
2,197.7 |
|
0.382 |
2,191.7 |
|
LOW |
2,172.3 |
|
0.618 |
2,141.0 |
|
1.000 |
2,121.6 |
|
1.618 |
2,090.3 |
|
2.618 |
2,039.6 |
|
4.250 |
1,956.8 |
|
|
| Fisher Pivots for day following 26-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,211.6 |
2,198.3 |
| PP |
2,204.6 |
2,178.1 |
| S1 |
2,197.7 |
2,157.9 |
|