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 |
12,706.67 |
12,777.27 |
70.60 |
0.6% |
12,960.10 |
High |
12,845.66 |
12,986.14 |
140.48 |
1.1% |
13,180.66 |
Low |
12,627.93 |
12,721.66 |
93.73 |
0.7% |
12,627.93 |
Close |
12,780.51 |
12,979.12 |
198.61 |
1.6% |
12,979.12 |
Range |
217.73 |
264.48 |
46.75 |
21.5% |
552.73 |
ATR |
292.54 |
290.54 |
-2.00 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,689.08 |
13,598.58 |
13,124.58 |
|
R3 |
13,424.60 |
13,334.10 |
13,051.85 |
|
R2 |
13,160.12 |
13,160.12 |
13,027.61 |
|
R1 |
13,069.62 |
13,069.62 |
13,003.36 |
13,114.87 |
PP |
12,895.64 |
12,895.64 |
12,895.64 |
12,918.27 |
S1 |
12,805.14 |
12,805.14 |
12,954.88 |
12,850.39 |
S2 |
12,631.16 |
12,631.16 |
12,930.63 |
|
S3 |
12,366.68 |
12,540.66 |
12,906.39 |
|
S4 |
12,102.20 |
12,276.18 |
12,833.66 |
|
|
Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,587.43 |
14,336.00 |
13,283.12 |
|
R3 |
14,034.70 |
13,783.27 |
13,131.12 |
|
R2 |
13,481.97 |
13,481.97 |
13,080.45 |
|
R1 |
13,230.54 |
13,230.54 |
13,029.79 |
13,356.26 |
PP |
12,929.24 |
12,929.24 |
12,929.24 |
12,992.09 |
S1 |
12,677.81 |
12,677.81 |
12,928.45 |
12,803.53 |
S2 |
12,376.51 |
12,376.51 |
12,877.79 |
|
S3 |
11,823.78 |
12,125.08 |
12,827.12 |
|
S4 |
11,271.05 |
11,572.35 |
12,675.12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,180.66 |
12,627.93 |
552.73 |
4.3% |
230.83 |
1.8% |
64% |
False |
False |
|
10 |
13,297.48 |
12,627.93 |
669.55 |
5.2% |
234.98 |
1.8% |
52% |
False |
False |
|
20 |
13,301.62 |
12,208.39 |
1,093.23 |
8.4% |
275.83 |
2.1% |
71% |
False |
False |
|
40 |
13,879.77 |
12,208.39 |
1,671.38 |
12.9% |
248.18 |
1.9% |
46% |
False |
False |
|
60 |
13,879.77 |
12,208.39 |
1,671.38 |
12.9% |
227.58 |
1.8% |
46% |
False |
False |
|
80 |
13,879.77 |
12,208.39 |
1,671.38 |
12.9% |
206.04 |
1.6% |
46% |
False |
False |
|
100 |
13,879.77 |
10,957.11 |
2,922.66 |
22.5% |
202.76 |
1.6% |
69% |
False |
False |
|
120 |
13,879.77 |
10,957.11 |
2,922.66 |
22.5% |
204.70 |
1.6% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,110.18 |
2.618 |
13,678.55 |
1.618 |
13,414.07 |
1.000 |
13,250.62 |
0.618 |
13,149.59 |
HIGH |
12,986.14 |
0.618 |
12,885.11 |
0.500 |
12,853.90 |
0.382 |
12,822.69 |
LOW |
12,721.66 |
0.618 |
12,558.21 |
1.000 |
12,457.18 |
1.618 |
12,293.73 |
2.618 |
12,029.25 |
4.250 |
11,597.62 |
|
|
Fisher Pivots for day following 26-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
12,937.38 |
12,936.58 |
PP |
12,895.64 |
12,894.04 |
S1 |
12,853.90 |
12,851.50 |
|