| Trading Metrics calculated at close of trading on 29-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2021 |
29-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
2,182.3 |
2,220.5 |
38.2 |
1.8% |
2,278.0 |
| High |
2,223.0 |
2,222.6 |
-0.4 |
0.0% |
2,290.9 |
| Low |
2,172.3 |
2,153.2 |
-19.1 |
-0.9% |
2,092.7 |
| Close |
2,218.5 |
2,155.4 |
-63.1 |
-2.8% |
2,218.5 |
| Range |
50.7 |
69.4 |
18.7 |
36.9% |
198.2 |
| ATR |
67.0 |
67.2 |
0.2 |
0.3% |
0.0 |
| Volume |
228,932 |
216,725 |
-12,207 |
-5.3% |
1,124,024 |
|
| Daily Pivots for day following 29-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,385.3 |
2,339.7 |
2,193.6 |
|
| R3 |
2,315.9 |
2,270.3 |
2,174.5 |
|
| R2 |
2,246.5 |
2,246.5 |
2,168.1 |
|
| R1 |
2,200.9 |
2,200.9 |
2,161.8 |
2,189.0 |
| PP |
2,177.1 |
2,177.1 |
2,177.1 |
2,171.1 |
| S1 |
2,131.5 |
2,131.5 |
2,149.0 |
2,119.6 |
| S2 |
2,107.7 |
2,107.7 |
2,142.7 |
|
| S3 |
2,038.3 |
2,062.1 |
2,136.3 |
|
| S4 |
1,968.9 |
1,992.7 |
2,117.2 |
|
|
| 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 |
2,269.5 |
2,092.7 |
176.8 |
8.2% |
82.2 |
3.8% |
35% |
False |
False |
238,702 |
| 10 |
2,354.0 |
2,092.7 |
261.3 |
12.1% |
70.1 |
3.3% |
24% |
False |
False |
221,608 |
| 20 |
2,366.0 |
2,081.3 |
284.7 |
13.2% |
68.2 |
3.2% |
26% |
False |
False |
140,803 |
| 40 |
2,366.0 |
2,025.7 |
340.3 |
15.8% |
63.9 |
3.0% |
38% |
False |
False |
70,588 |
| 60 |
2,366.0 |
1,918.0 |
448.0 |
20.8% |
59.6 |
2.8% |
53% |
False |
False |
47,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,517.6 |
|
2.618 |
2,404.3 |
|
1.618 |
2,334.9 |
|
1.000 |
2,292.0 |
|
0.618 |
2,265.5 |
|
HIGH |
2,222.6 |
|
0.618 |
2,196.1 |
|
0.500 |
2,187.9 |
|
0.382 |
2,179.7 |
|
LOW |
2,153.2 |
|
0.618 |
2,110.3 |
|
1.000 |
2,083.8 |
|
1.618 |
2,040.9 |
|
2.618 |
1,971.5 |
|
4.250 |
1,858.3 |
|
|
| Fisher Pivots for day following 29-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,187.9 |
2,157.9 |
| PP |
2,177.1 |
2,157.0 |
| S1 |
2,166.2 |
2,156.2 |
|