Trading Metrics calculated at close of trading on 30-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2021 |
30-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
12,953.80 |
12,904.01 |
-49.79 |
-0.4% |
12,960.10 |
High |
13,013.47 |
12,929.46 |
-84.01 |
-0.6% |
13,180.66 |
Low |
12,836.60 |
12,798.03 |
-38.57 |
-0.3% |
12,627.93 |
Close |
12,965.74 |
12,896.53 |
-69.21 |
-0.5% |
12,979.12 |
Range |
176.87 |
131.43 |
-45.44 |
-25.7% |
552.73 |
ATR |
282.42 |
274.22 |
-8.19 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,268.96 |
13,214.18 |
12,968.82 |
|
R3 |
13,137.53 |
13,082.75 |
12,932.67 |
|
R2 |
13,006.10 |
13,006.10 |
12,920.63 |
|
R1 |
12,951.32 |
12,951.32 |
12,908.58 |
12,913.00 |
PP |
12,874.67 |
12,874.67 |
12,874.67 |
12,855.51 |
S1 |
12,819.89 |
12,819.89 |
12,884.48 |
12,781.57 |
S2 |
12,743.24 |
12,743.24 |
12,872.43 |
|
S3 |
12,611.81 |
12,688.46 |
12,860.39 |
|
S4 |
12,480.38 |
12,557.03 |
12,824.24 |
|
|
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 |
13,075.07 |
12,627.93 |
447.14 |
3.5% |
213.55 |
1.7% |
60% |
False |
False |
|
10 |
13,280.29 |
12,627.93 |
652.36 |
5.1% |
225.35 |
1.7% |
41% |
False |
False |
|
20 |
13,297.48 |
12,208.39 |
1,089.09 |
8.4% |
266.71 |
2.1% |
63% |
False |
False |
|
40 |
13,879.77 |
12,208.39 |
1,671.38 |
13.0% |
240.40 |
1.9% |
41% |
False |
False |
|
60 |
13,879.77 |
12,208.39 |
1,671.38 |
13.0% |
229.69 |
1.8% |
41% |
False |
False |
|
80 |
13,879.77 |
12,208.39 |
1,671.38 |
13.0% |
205.82 |
1.6% |
41% |
False |
False |
|
100 |
13,879.77 |
11,512.46 |
2,367.31 |
18.4% |
200.79 |
1.6% |
58% |
False |
False |
|
120 |
13,879.77 |
10,957.11 |
2,922.66 |
22.7% |
203.47 |
1.6% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,488.04 |
2.618 |
13,273.54 |
1.618 |
13,142.11 |
1.000 |
13,060.89 |
0.618 |
13,010.68 |
HIGH |
12,929.46 |
0.618 |
12,879.25 |
0.500 |
12,863.75 |
0.382 |
12,848.24 |
LOW |
12,798.03 |
0.618 |
12,716.81 |
1.000 |
12,666.60 |
1.618 |
12,585.38 |
2.618 |
12,453.95 |
4.250 |
12,239.45 |
|
|
Fisher Pivots for day following 30-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
12,885.60 |
12,886.88 |
PP |
12,874.67 |
12,877.22 |
S1 |
12,863.75 |
12,867.57 |
|