| Trading Metrics calculated at close of trading on 31-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2021 |
31-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
2,162.4 |
2,195.8 |
33.4 |
1.5% |
2,278.0 |
| High |
2,199.8 |
2,237.5 |
37.7 |
1.7% |
2,290.9 |
| Low |
2,143.5 |
2,188.9 |
45.4 |
2.1% |
2,092.7 |
| Close |
2,192.4 |
2,222.5 |
30.1 |
1.4% |
2,218.5 |
| Range |
56.3 |
48.6 |
-7.7 |
-13.7% |
198.2 |
| ATR |
66.4 |
65.1 |
-1.3 |
-1.9% |
0.0 |
| Volume |
210,348 |
212,713 |
2,365 |
1.1% |
1,124,024 |
|
| Daily Pivots for day following 31-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,362.1 |
2,340.9 |
2,249.2 |
|
| R3 |
2,313.5 |
2,292.3 |
2,235.9 |
|
| R2 |
2,264.9 |
2,264.9 |
2,231.4 |
|
| R1 |
2,243.7 |
2,243.7 |
2,227.0 |
2,254.3 |
| PP |
2,216.3 |
2,216.3 |
2,216.3 |
2,221.6 |
| S1 |
2,195.1 |
2,195.1 |
2,218.0 |
2,205.7 |
| S2 |
2,167.7 |
2,167.7 |
2,213.6 |
|
| S3 |
2,119.1 |
2,146.5 |
2,209.1 |
|
| S4 |
2,070.5 |
2,097.9 |
2,195.8 |
|
|
| 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 |
2,237.5 |
2,092.7 |
144.8 |
6.5% |
64.0 |
2.9% |
90% |
True |
False |
232,614 |
| 10 |
2,342.2 |
2,092.7 |
249.5 |
11.2% |
70.0 |
3.1% |
52% |
False |
False |
217,715 |
| 20 |
2,366.0 |
2,081.3 |
284.7 |
12.8% |
67.6 |
3.0% |
50% |
False |
False |
161,857 |
| 40 |
2,366.0 |
2,081.3 |
284.7 |
12.8% |
63.2 |
2.8% |
50% |
False |
False |
81,159 |
| 60 |
2,366.0 |
1,929.3 |
436.7 |
19.6% |
59.8 |
2.7% |
67% |
False |
False |
54,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,444.1 |
|
2.618 |
2,364.7 |
|
1.618 |
2,316.1 |
|
1.000 |
2,286.1 |
|
0.618 |
2,267.5 |
|
HIGH |
2,237.5 |
|
0.618 |
2,218.9 |
|
0.500 |
2,213.2 |
|
0.382 |
2,207.5 |
|
LOW |
2,188.9 |
|
0.618 |
2,158.9 |
|
1.000 |
2,140.3 |
|
1.618 |
2,110.3 |
|
2.618 |
2,061.7 |
|
4.250 |
1,982.4 |
|
|
| Fisher Pivots for day following 31-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,219.4 |
2,211.8 |
| PP |
2,216.3 |
2,201.2 |
| S1 |
2,213.2 |
2,190.5 |
|