| Trading Metrics calculated at close of trading on 30-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2021 |
30-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
2,220.5 |
2,162.4 |
-58.1 |
-2.6% |
2,278.0 |
| High |
2,222.6 |
2,199.8 |
-22.8 |
-1.0% |
2,290.9 |
| Low |
2,153.2 |
2,143.5 |
-9.7 |
-0.5% |
2,092.7 |
| Close |
2,155.4 |
2,192.4 |
37.0 |
1.7% |
2,218.5 |
| Range |
69.4 |
56.3 |
-13.1 |
-18.9% |
198.2 |
| ATR |
67.2 |
66.4 |
-0.8 |
-1.2% |
0.0 |
| Volume |
216,725 |
210,348 |
-6,377 |
-2.9% |
1,124,024 |
|
| Daily Pivots for day following 30-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,347.5 |
2,326.2 |
2,223.4 |
|
| R3 |
2,291.2 |
2,269.9 |
2,207.9 |
|
| R2 |
2,234.9 |
2,234.9 |
2,202.7 |
|
| R1 |
2,213.6 |
2,213.6 |
2,197.6 |
2,224.3 |
| PP |
2,178.6 |
2,178.6 |
2,178.6 |
2,183.9 |
| S1 |
2,157.3 |
2,157.3 |
2,187.2 |
2,168.0 |
| S2 |
2,122.3 |
2,122.3 |
2,182.1 |
|
| S3 |
2,066.0 |
2,101.0 |
2,176.9 |
|
| S4 |
2,009.7 |
2,044.7 |
2,161.4 |
|
|
| 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 |
2,223.0 |
2,092.7 |
130.3 |
5.9% |
73.3 |
3.3% |
77% |
False |
False |
236,963 |
| 10 |
2,342.2 |
2,092.7 |
249.5 |
11.4% |
70.6 |
3.2% |
40% |
False |
False |
215,103 |
| 20 |
2,366.0 |
2,081.3 |
284.7 |
13.0% |
68.4 |
3.1% |
39% |
False |
False |
151,251 |
| 40 |
2,366.0 |
2,081.3 |
284.7 |
13.0% |
62.9 |
2.9% |
39% |
False |
False |
75,845 |
| 60 |
2,366.0 |
1,918.0 |
448.0 |
20.4% |
60.3 |
2.7% |
61% |
False |
False |
50,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,439.1 |
|
2.618 |
2,347.2 |
|
1.618 |
2,290.9 |
|
1.000 |
2,256.1 |
|
0.618 |
2,234.6 |
|
HIGH |
2,199.8 |
|
0.618 |
2,178.3 |
|
0.500 |
2,171.7 |
|
0.382 |
2,165.0 |
|
LOW |
2,143.5 |
|
0.618 |
2,108.7 |
|
1.000 |
2,087.2 |
|
1.618 |
2,052.4 |
|
2.618 |
1,996.1 |
|
4.250 |
1,904.2 |
|
|
| Fisher Pivots for day following 30-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,185.5 |
2,189.4 |
| PP |
2,178.6 |
2,186.3 |
| S1 |
2,171.7 |
2,183.3 |
|