Trading Metrics calculated at close of trading on 24-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2021 |
24-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
32,691.50 |
32,470.88 |
-220.62 |
-0.7% |
32,798.84 |
High |
32,753.77 |
32,787.99 |
34.22 |
0.1% |
33,227.78 |
Low |
32,356.28 |
32,418.15 |
61.87 |
0.2% |
32,505.07 |
Close |
32,423.15 |
32,420.06 |
-3.09 |
0.0% |
32,627.97 |
Range |
397.49 |
369.84 |
-27.65 |
-7.0% |
722.71 |
ATR |
398.76 |
396.70 |
-2.07 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
33,651.59 |
33,405.66 |
32,623.47 |
|
R3 |
33,281.75 |
33,035.82 |
32,521.77 |
|
R2 |
32,911.91 |
32,911.91 |
32,487.86 |
|
R1 |
32,665.98 |
32,665.98 |
32,453.96 |
32,604.03 |
PP |
32,542.07 |
32,542.07 |
32,542.07 |
32,511.09 |
S1 |
32,296.14 |
32,296.14 |
32,386.16 |
32,234.19 |
S2 |
32,172.23 |
32,172.23 |
32,352.26 |
|
S3 |
31,802.39 |
31,926.30 |
32,318.35 |
|
S4 |
31,432.55 |
31,556.46 |
32,216.65 |
|
|
Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
34,955.07 |
34,514.23 |
33,025.46 |
|
R3 |
34,232.36 |
33,791.52 |
32,826.72 |
|
R2 |
33,509.65 |
33,509.65 |
32,760.47 |
|
R1 |
33,068.81 |
33,068.81 |
32,694.22 |
32,927.88 |
PP |
32,786.94 |
32,786.94 |
32,786.94 |
32,716.47 |
S1 |
32,346.10 |
32,346.10 |
32,561.72 |
32,205.17 |
S2 |
32,064.23 |
32,064.23 |
32,495.47 |
|
S3 |
31,341.52 |
31,623.39 |
32,429.22 |
|
S4 |
30,618.81 |
30,900.68 |
32,230.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
33,227.78 |
32,356.28 |
871.50 |
2.7% |
362.99 |
1.1% |
7% |
False |
False |
|
10 |
33,227.78 |
32,346.99 |
880.79 |
2.7% |
325.26 |
1.0% |
8% |
False |
False |
|
20 |
33,227.78 |
30,547.53 |
2,680.25 |
8.3% |
434.11 |
1.3% |
70% |
False |
False |
|
40 |
33,227.78 |
29,856.30 |
3,371.48 |
10.4% |
393.85 |
1.2% |
76% |
False |
False |
|
60 |
33,227.78 |
29,856.30 |
3,371.48 |
10.4% |
364.88 |
1.1% |
76% |
False |
False |
|
80 |
33,227.78 |
29,463.64 |
3,764.14 |
11.6% |
342.37 |
1.1% |
79% |
False |
False |
|
100 |
33,227.78 |
26,143.77 |
7,084.01 |
21.9% |
356.49 |
1.1% |
89% |
False |
False |
|
120 |
33,227.78 |
26,143.77 |
7,084.01 |
21.9% |
360.34 |
1.1% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
34,359.81 |
2.618 |
33,756.23 |
1.618 |
33,386.39 |
1.000 |
33,157.83 |
0.618 |
33,016.55 |
HIGH |
32,787.99 |
0.618 |
32,646.71 |
0.500 |
32,603.07 |
0.382 |
32,559.43 |
LOW |
32,418.15 |
0.618 |
32,189.59 |
1.000 |
32,048.31 |
1.618 |
31,819.75 |
2.618 |
31,449.91 |
4.250 |
30,846.33 |
|
|
Fisher Pivots for day following 24-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
32,603.07 |
32,583.32 |
PP |
32,542.07 |
32,528.90 |
S1 |
32,481.06 |
32,474.48 |
|