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 |
12,904.01 |
12,970.33 |
66.32 |
0.5% |
12,960.10 |
High |
12,929.46 |
13,167.06 |
237.60 |
1.8% |
13,180.66 |
Low |
12,798.03 |
12,966.65 |
168.62 |
1.3% |
12,627.93 |
Close |
12,896.53 |
13,091.44 |
194.91 |
1.5% |
12,979.12 |
Range |
131.43 |
200.41 |
68.98 |
52.5% |
552.73 |
ATR |
274.22 |
273.96 |
-0.26 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,676.28 |
13,584.27 |
13,201.67 |
|
R3 |
13,475.87 |
13,383.86 |
13,146.55 |
|
R2 |
13,275.46 |
13,275.46 |
13,128.18 |
|
R1 |
13,183.45 |
13,183.45 |
13,109.81 |
13,229.46 |
PP |
13,075.05 |
13,075.05 |
13,075.05 |
13,098.05 |
S1 |
12,983.04 |
12,983.04 |
13,073.07 |
13,029.05 |
S2 |
12,874.64 |
12,874.64 |
13,054.70 |
|
S3 |
12,674.23 |
12,782.63 |
13,036.33 |
|
S4 |
12,473.82 |
12,582.22 |
12,981.21 |
|
|
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 |
13,167.06 |
12,627.93 |
539.13 |
4.1% |
198.18 |
1.5% |
86% |
True |
False |
|
10 |
13,180.66 |
12,627.93 |
552.73 |
4.2% |
212.37 |
1.6% |
84% |
False |
False |
|
20 |
13,297.48 |
12,208.39 |
1,089.09 |
8.3% |
257.93 |
2.0% |
81% |
False |
False |
|
40 |
13,879.77 |
12,208.39 |
1,671.38 |
12.8% |
241.98 |
1.8% |
53% |
False |
False |
|
60 |
13,879.77 |
12,208.39 |
1,671.38 |
12.8% |
226.24 |
1.7% |
53% |
False |
False |
|
80 |
13,879.77 |
12,208.39 |
1,671.38 |
12.8% |
207.16 |
1.6% |
53% |
False |
False |
|
100 |
13,879.77 |
11,512.46 |
2,367.31 |
18.1% |
199.97 |
1.5% |
67% |
False |
False |
|
120 |
13,879.77 |
10,957.11 |
2,922.66 |
22.3% |
203.99 |
1.6% |
73% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,018.80 |
2.618 |
13,691.73 |
1.618 |
13,491.32 |
1.000 |
13,367.47 |
0.618 |
13,290.91 |
HIGH |
13,167.06 |
0.618 |
13,090.50 |
0.500 |
13,066.86 |
0.382 |
13,043.21 |
LOW |
12,966.65 |
0.618 |
12,842.80 |
1.000 |
12,766.24 |
1.618 |
12,642.39 |
2.618 |
12,441.98 |
4.250 |
12,114.91 |
|
|
Fisher Pivots for day following 31-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
13,083.25 |
13,055.14 |
PP |
13,075.05 |
13,018.84 |
S1 |
13,066.86 |
12,982.55 |
|