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 |
1,714.8 |
1,687.3 |
-27.5 |
-1.6% |
1,745.0 |
High |
1,715.8 |
1,718.1 |
2.3 |
0.1% |
1,748.8 |
Low |
1,680.6 |
1,679.4 |
-1.2 |
-0.1% |
1,723.2 |
Close |
1,687.9 |
1,717.5 |
29.6 |
1.8% |
1,736.5 |
Range |
35.2 |
38.7 |
3.5 |
9.9% |
25.6 |
ATR |
25.5 |
26.4 |
0.9 |
3.7% |
0.0 |
Volume |
2,724 |
2,710 |
-14 |
-0.5% |
16,403 |
|
Daily Pivots for day following 31-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,821.1 |
1,808.0 |
1,738.8 |
|
R3 |
1,782.4 |
1,769.3 |
1,728.1 |
|
R2 |
1,743.7 |
1,743.7 |
1,724.6 |
|
R1 |
1,730.6 |
1,730.6 |
1,721.0 |
1,737.2 |
PP |
1,705.0 |
1,705.0 |
1,705.0 |
1,708.3 |
S1 |
1,691.9 |
1,691.9 |
1,714.0 |
1,698.5 |
S2 |
1,666.3 |
1,666.3 |
1,710.4 |
|
S3 |
1,627.6 |
1,653.2 |
1,706.9 |
|
S4 |
1,588.9 |
1,614.5 |
1,696.2 |
|
|
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 |
1,679.4 |
69.4 |
4.0% |
28.4 |
1.7% |
55% |
False |
True |
3,163 |
10 |
1,758.0 |
1,679.4 |
78.6 |
4.6% |
24.4 |
1.4% |
48% |
False |
True |
3,003 |
20 |
1,758.0 |
1,678.4 |
79.6 |
4.6% |
24.5 |
1.4% |
49% |
False |
False |
3,297 |
40 |
1,860.7 |
1,678.4 |
182.3 |
10.6% |
26.9 |
1.6% |
21% |
False |
False |
2,576 |
60 |
1,971.5 |
1,678.4 |
293.1 |
17.1% |
28.0 |
1.6% |
13% |
False |
False |
2,341 |
80 |
1,971.5 |
1,678.4 |
293.1 |
17.1% |
27.1 |
1.6% |
13% |
False |
False |
2,004 |
100 |
1,978.4 |
1,678.4 |
300.0 |
17.5% |
26.6 |
1.5% |
13% |
False |
False |
1,725 |
120 |
1,978.4 |
1,678.4 |
300.0 |
17.5% |
24.2 |
1.4% |
13% |
False |
False |
1,466 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,882.6 |
2.618 |
1,819.4 |
1.618 |
1,780.7 |
1.000 |
1,756.8 |
0.618 |
1,742.0 |
HIGH |
1,718.1 |
0.618 |
1,703.3 |
0.500 |
1,698.8 |
0.382 |
1,694.2 |
LOW |
1,679.4 |
0.618 |
1,655.5 |
1.000 |
1,640.7 |
1.618 |
1,616.8 |
2.618 |
1,578.1 |
4.250 |
1,514.9 |
|
|
Fisher Pivots for day following 31-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1,711.3 |
1,714.3 |
PP |
1,705.0 |
1,711.1 |
S1 |
1,698.8 |
1,707.9 |
|