| Trading Metrics calculated at close of trading on 01-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2021 |
01-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
2,195.8 |
2,215.5 |
19.7 |
0.9% |
2,278.0 |
| High |
2,237.5 |
2,257.5 |
20.0 |
0.9% |
2,290.9 |
| Low |
2,188.9 |
2,212.2 |
23.3 |
1.1% |
2,092.7 |
| Close |
2,222.5 |
2,251.9 |
29.4 |
1.3% |
2,218.5 |
| Range |
48.6 |
45.3 |
-3.3 |
-6.8% |
198.2 |
| ATR |
65.1 |
63.7 |
-1.4 |
-2.2% |
0.0 |
| Volume |
212,713 |
158,437 |
-54,276 |
-25.5% |
1,124,024 |
|
| Daily Pivots for day following 01-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,376.4 |
2,359.5 |
2,276.8 |
|
| R3 |
2,331.1 |
2,314.2 |
2,264.4 |
|
| R2 |
2,285.8 |
2,285.8 |
2,260.2 |
|
| R1 |
2,268.9 |
2,268.9 |
2,256.1 |
2,277.4 |
| PP |
2,240.5 |
2,240.5 |
2,240.5 |
2,244.8 |
| S1 |
2,223.6 |
2,223.6 |
2,247.7 |
2,232.1 |
| S2 |
2,195.2 |
2,195.2 |
2,243.6 |
|
| S3 |
2,149.9 |
2,178.3 |
2,239.4 |
|
| S4 |
2,104.6 |
2,133.0 |
2,227.0 |
|
|
| 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 |
2,257.5 |
2,143.5 |
114.0 |
5.1% |
54.1 |
2.4% |
95% |
True |
False |
205,431 |
| 10 |
2,296.0 |
2,092.7 |
203.3 |
9.0% |
65.9 |
2.9% |
78% |
False |
False |
213,492 |
| 20 |
2,366.0 |
2,081.3 |
284.7 |
12.6% |
64.2 |
2.8% |
60% |
False |
False |
169,578 |
| 40 |
2,366.0 |
2,081.3 |
284.7 |
12.6% |
63.6 |
2.8% |
60% |
False |
False |
85,118 |
| 60 |
2,366.0 |
1,968.6 |
397.4 |
17.6% |
59.7 |
2.7% |
71% |
False |
False |
56,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,450.0 |
|
2.618 |
2,376.1 |
|
1.618 |
2,330.8 |
|
1.000 |
2,302.8 |
|
0.618 |
2,285.5 |
|
HIGH |
2,257.5 |
|
0.618 |
2,240.2 |
|
0.500 |
2,234.9 |
|
0.382 |
2,229.5 |
|
LOW |
2,212.2 |
|
0.618 |
2,184.2 |
|
1.000 |
2,166.9 |
|
1.618 |
2,138.9 |
|
2.618 |
2,093.6 |
|
4.250 |
2,019.7 |
|
|
| Fisher Pivots for day following 01-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,246.2 |
2,234.8 |
| PP |
2,240.5 |
2,217.6 |
| S1 |
2,234.9 |
2,200.5 |
|