| 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 |
1,606.8940 |
1,603.3560 |
-3.5380 |
-0.2% |
1,816.2200 |
| High |
1,621.5600 |
1,673.7530 |
52.1930 |
3.2% |
1,867.3270 |
| Low |
1,550.2480 |
1,580.5260 |
30.2780 |
2.0% |
1,550.2480 |
| Close |
1,603.2540 |
1,664.7010 |
61.4470 |
3.8% |
1,664.7010 |
| Range |
71.3120 |
93.2270 |
21.9150 |
30.7% |
317.0790 |
| ATR |
142.4330 |
138.9183 |
-3.5147 |
-2.5% |
0.0000 |
| Volume |
690,845 |
668,324 |
-22,521 |
-3.3% |
3,076,183 |
|
| Daily Pivots for day following 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,919.3410 |
1,885.2480 |
1,715.9759 |
|
| R3 |
1,826.1140 |
1,792.0210 |
1,690.3384 |
|
| R2 |
1,732.8870 |
1,732.8870 |
1,681.7926 |
|
| R1 |
1,698.7940 |
1,698.7940 |
1,673.2468 |
1,715.8405 |
| PP |
1,639.6600 |
1,639.6600 |
1,639.6600 |
1,648.1833 |
| S1 |
1,605.5670 |
1,605.5670 |
1,656.1552 |
1,622.6135 |
| S2 |
1,546.4330 |
1,546.4330 |
1,647.6094 |
|
| S3 |
1,453.2060 |
1,512.3400 |
1,639.0636 |
|
| S4 |
1,359.9790 |
1,419.1130 |
1,613.4262 |
|
|
| Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,645.3290 |
2,472.0940 |
1,839.0945 |
|
| R3 |
2,328.2500 |
2,155.0150 |
1,751.8977 |
|
| R2 |
2,011.1710 |
2,011.1710 |
1,722.8322 |
|
| R1 |
1,837.9360 |
1,837.9360 |
1,693.7666 |
1,766.0140 |
| PP |
1,694.0920 |
1,694.0920 |
1,694.0920 |
1,658.1310 |
| S1 |
1,520.8570 |
1,520.8570 |
1,635.6354 |
1,448.9350 |
| S2 |
1,377.0130 |
1,377.0130 |
1,606.5699 |
|
| S3 |
1,059.9340 |
1,203.7780 |
1,577.5043 |
|
| S4 |
742.8550 |
886.6990 |
1,490.3076 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,867.3270 |
1,550.2480 |
317.0790 |
19.0% |
116.1792 |
7.0% |
36% |
False |
False |
615,236 |
| 10 |
1,942.6760 |
1,550.2480 |
392.4280 |
23.6% |
118.1231 |
7.1% |
29% |
False |
False |
648,043 |
| 20 |
1,942.6760 |
1,294.7920 |
647.8840 |
38.9% |
136.0727 |
8.2% |
57% |
False |
False |
704,182 |
| 40 |
2,036.8430 |
1,271.9050 |
764.9380 |
46.0% |
157.6166 |
9.5% |
51% |
False |
False |
894,245 |
| 60 |
2,036.8430 |
716.9340 |
1,319.9090 |
79.3% |
167.7569 |
10.1% |
72% |
False |
False |
1,201,166 |
| 80 |
2,036.8430 |
530.9080 |
1,505.9350 |
90.5% |
137.7484 |
8.3% |
75% |
False |
False |
1,092,436 |
| 100 |
2,036.8430 |
370.8360 |
1,666.0070 |
100.1% |
117.3136 |
7.0% |
78% |
False |
False |
1,036,303 |
| 120 |
2,036.8430 |
333.2500 |
1,703.5930 |
102.3% |
101.0191 |
6.1% |
78% |
False |
False |
952,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,069.9678 |
|
2.618 |
1,917.8213 |
|
1.618 |
1,824.5943 |
|
1.000 |
1,766.9800 |
|
0.618 |
1,731.3673 |
|
HIGH |
1,673.7530 |
|
0.618 |
1,638.1403 |
|
0.500 |
1,627.1395 |
|
0.382 |
1,616.1387 |
|
LOW |
1,580.5260 |
|
0.618 |
1,522.9117 |
|
1.000 |
1,487.2990 |
|
1.618 |
1,429.6847 |
|
2.618 |
1,336.4577 |
|
4.250 |
1,184.3113 |
|
|
| Fisher Pivots for day following 26-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,652.1805 |
1,658.1660 |
| PP |
1,639.6600 |
1,651.6310 |
| S1 |
1,627.1395 |
1,645.0960 |
|