| Trading Metrics calculated at close of trading on 25-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2021 |
25-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1,730.7 |
1,738.0 |
7.3 |
0.4% |
1,730.0 |
| High |
1,741.5 |
1,748.8 |
7.3 |
0.4% |
1,758.0 |
| Low |
1,728.6 |
1,725.0 |
-3.6 |
-0.2% |
1,722.1 |
| Close |
1,737.2 |
1,729.1 |
-8.1 |
-0.5% |
1,745.8 |
| Range |
12.9 |
23.8 |
10.9 |
84.5% |
35.9 |
| ATR |
25.1 |
25.0 |
-0.1 |
-0.4% |
0.0 |
| Volume |
3,959 |
2,945 |
-1,014 |
-25.6% |
7,781 |
|
| Daily Pivots for day following 25-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,805.7 |
1,791.2 |
1,742.2 |
|
| R3 |
1,781.9 |
1,767.4 |
1,735.6 |
|
| R2 |
1,758.1 |
1,758.1 |
1,733.5 |
|
| R1 |
1,743.6 |
1,743.6 |
1,731.3 |
1,739.0 |
| PP |
1,734.3 |
1,734.3 |
1,734.3 |
1,732.0 |
| S1 |
1,719.8 |
1,719.8 |
1,726.9 |
1,715.2 |
| S2 |
1,710.5 |
1,710.5 |
1,724.7 |
|
| S3 |
1,686.7 |
1,696.0 |
1,722.6 |
|
| S4 |
1,662.9 |
1,672.2 |
1,716.0 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,849.7 |
1,833.6 |
1,765.5 |
|
| R3 |
1,813.8 |
1,797.7 |
1,755.7 |
|
| R2 |
1,777.9 |
1,777.9 |
1,752.4 |
|
| R1 |
1,761.8 |
1,761.8 |
1,749.1 |
1,769.9 |
| PP |
1,742.0 |
1,742.0 |
1,742.0 |
1,746.0 |
| S1 |
1,725.9 |
1,725.9 |
1,742.5 |
1,734.0 |
| S2 |
1,706.1 |
1,706.1 |
1,739.2 |
|
| S3 |
1,670.2 |
1,690.0 |
1,735.9 |
|
| S4 |
1,634.3 |
1,654.1 |
1,726.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,750.0 |
1,725.0 |
25.0 |
1.4% |
17.9 |
1.0% |
16% |
False |
True |
3,146 |
| 10 |
1,758.0 |
1,701.6 |
56.4 |
3.3% |
21.0 |
1.2% |
49% |
False |
False |
2,194 |
| 20 |
1,777.2 |
1,678.4 |
98.8 |
5.7% |
26.9 |
1.6% |
51% |
False |
False |
3,301 |
| 40 |
1,882.0 |
1,678.4 |
203.6 |
11.8% |
26.8 |
1.5% |
25% |
False |
False |
2,439 |
| 60 |
1,971.5 |
1,678.4 |
293.1 |
17.0% |
27.3 |
1.6% |
17% |
False |
False |
2,177 |
| 80 |
1,971.5 |
1,678.4 |
293.1 |
17.0% |
26.9 |
1.6% |
17% |
False |
False |
1,898 |
| 100 |
1,978.4 |
1,678.4 |
300.0 |
17.4% |
26.1 |
1.5% |
17% |
False |
False |
1,603 |
| 120 |
1,978.4 |
1,678.4 |
300.0 |
17.4% |
23.7 |
1.4% |
17% |
False |
False |
1,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,850.0 |
|
2.618 |
1,811.1 |
|
1.618 |
1,787.3 |
|
1.000 |
1,772.6 |
|
0.618 |
1,763.5 |
|
HIGH |
1,748.8 |
|
0.618 |
1,739.7 |
|
0.500 |
1,736.9 |
|
0.382 |
1,734.1 |
|
LOW |
1,725.0 |
|
0.618 |
1,710.3 |
|
1.000 |
1,701.2 |
|
1.618 |
1,686.5 |
|
2.618 |
1,662.7 |
|
4.250 |
1,623.9 |
|
|
| Fisher Pivots for day following 25-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,736.9 |
1,736.9 |
| PP |
1,734.3 |
1,734.3 |
| S1 |
1,731.7 |
1,731.7 |
|