| Trading Metrics calculated at close of trading on 26-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2021 |
26-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1,738.0 |
1,729.9 |
-8.1 |
-0.5% |
1,745.0 |
| High |
1,748.8 |
1,738.9 |
-9.9 |
-0.6% |
1,748.8 |
| Low |
1,725.0 |
1,723.2 |
-1.8 |
-0.1% |
1,723.2 |
| Close |
1,729.1 |
1,736.5 |
7.4 |
0.4% |
1,736.5 |
| Range |
23.8 |
15.7 |
-8.1 |
-34.0% |
25.6 |
| ATR |
25.0 |
24.4 |
-0.7 |
-2.7% |
0.0 |
| Volume |
2,945 |
3,386 |
441 |
15.0% |
16,403 |
|
| Daily Pivots for day following 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,780.0 |
1,773.9 |
1,745.1 |
|
| R3 |
1,764.3 |
1,758.2 |
1,740.8 |
|
| R2 |
1,748.6 |
1,748.6 |
1,739.4 |
|
| R1 |
1,742.5 |
1,742.5 |
1,737.9 |
1,745.6 |
| PP |
1,732.9 |
1,732.9 |
1,732.9 |
1,734.4 |
| S1 |
1,726.8 |
1,726.8 |
1,735.1 |
1,729.9 |
| S2 |
1,717.2 |
1,717.2 |
1,733.6 |
|
| S3 |
1,701.5 |
1,711.1 |
1,732.2 |
|
| S4 |
1,685.8 |
1,695.4 |
1,727.9 |
|
|
| Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,813.0 |
1,800.3 |
1,750.6 |
|
| R3 |
1,787.4 |
1,774.7 |
1,743.5 |
|
| R2 |
1,761.8 |
1,761.8 |
1,741.2 |
|
| R1 |
1,749.1 |
1,749.1 |
1,738.8 |
1,742.7 |
| PP |
1,736.2 |
1,736.2 |
1,736.2 |
1,732.9 |
| S1 |
1,723.5 |
1,723.5 |
1,734.2 |
1,717.1 |
| S2 |
1,710.6 |
1,710.6 |
1,731.8 |
|
| S3 |
1,685.0 |
1,697.9 |
1,729.5 |
|
| S4 |
1,659.4 |
1,672.3 |
1,722.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,748.8 |
1,723.2 |
25.6 |
1.5% |
17.3 |
1.0% |
52% |
False |
True |
3,280 |
| 10 |
1,758.0 |
1,722.1 |
35.9 |
2.1% |
19.4 |
1.1% |
40% |
False |
False |
2,418 |
| 20 |
1,762.0 |
1,678.4 |
83.6 |
4.8% |
24.8 |
1.4% |
69% |
False |
False |
3,217 |
| 40 |
1,882.0 |
1,678.4 |
203.6 |
11.7% |
26.4 |
1.5% |
29% |
False |
False |
2,503 |
| 60 |
1,971.5 |
1,678.4 |
293.1 |
16.9% |
27.3 |
1.6% |
20% |
False |
False |
2,227 |
| 80 |
1,971.5 |
1,678.4 |
293.1 |
16.9% |
26.8 |
1.5% |
20% |
False |
False |
1,929 |
| 100 |
1,978.4 |
1,678.4 |
300.0 |
17.3% |
26.1 |
1.5% |
19% |
False |
False |
1,636 |
| 120 |
1,978.4 |
1,678.4 |
300.0 |
17.3% |
23.7 |
1.4% |
19% |
False |
False |
1,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,805.6 |
|
2.618 |
1,780.0 |
|
1.618 |
1,764.3 |
|
1.000 |
1,754.6 |
|
0.618 |
1,748.6 |
|
HIGH |
1,738.9 |
|
0.618 |
1,732.9 |
|
0.500 |
1,731.1 |
|
0.382 |
1,729.2 |
|
LOW |
1,723.2 |
|
0.618 |
1,713.5 |
|
1.000 |
1,707.5 |
|
1.618 |
1,697.8 |
|
2.618 |
1,682.1 |
|
4.250 |
1,656.5 |
|
|
| Fisher Pivots for day following 26-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,734.7 |
1,736.3 |
| PP |
1,732.9 |
1,736.2 |
| S1 |
1,731.1 |
1,736.0 |
|