| Trading Metrics calculated at close of trading on 01-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2021 |
01-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1,840.0820 |
1,940.1040 |
100.0220 |
5.4% |
1,816.2200 |
| High |
1,940.0740 |
1,981.4120 |
41.3380 |
2.1% |
1,867.3270 |
| Low |
1,780.4370 |
1,898.1840 |
117.7470 |
6.6% |
1,550.2480 |
| Close |
1,939.6340 |
1,970.1090 |
30.4750 |
1.6% |
1,664.7010 |
| Range |
159.6370 |
83.2280 |
-76.4090 |
-47.9% |
317.0790 |
| ATR |
138.2345 |
134.3054 |
-3.9290 |
-2.8% |
0.0000 |
| Volume |
600,097 |
534,704 |
-65,393 |
-10.9% |
3,076,183 |
|
| Daily Pivots for day following 01-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,199.5857 |
2,168.0753 |
2,015.8844 |
|
| R3 |
2,116.3577 |
2,084.8473 |
1,992.9967 |
|
| R2 |
2,033.1297 |
2,033.1297 |
1,985.3675 |
|
| R1 |
2,001.6193 |
2,001.6193 |
1,977.7382 |
2,017.3745 |
| PP |
1,949.9017 |
1,949.9017 |
1,949.9017 |
1,957.7793 |
| S1 |
1,918.3913 |
1,918.3913 |
1,962.4798 |
1,934.1465 |
| S2 |
1,866.6737 |
1,866.6737 |
1,954.8505 |
|
| S3 |
1,783.4457 |
1,835.1633 |
1,947.2213 |
|
| S4 |
1,700.2177 |
1,751.9353 |
1,924.3336 |
|
|
| 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 |
1,981.4120 |
1,580.5260 |
400.8860 |
20.3% |
116.8040 |
5.9% |
97% |
True |
False |
587,942 |
| 10 |
1,981.4120 |
1,550.2480 |
431.1640 |
21.9% |
117.6107 |
6.0% |
97% |
True |
False |
583,541 |
| 20 |
1,981.4120 |
1,444.7800 |
536.6320 |
27.2% |
124.7057 |
6.3% |
98% |
True |
False |
659,100 |
| 40 |
2,036.8430 |
1,294.7920 |
742.0510 |
37.7% |
154.2114 |
7.8% |
91% |
False |
False |
821,699 |
| 60 |
2,036.8430 |
912.6060 |
1,124.2370 |
57.1% |
164.8000 |
8.4% |
94% |
False |
False |
1,122,289 |
| 80 |
2,036.8430 |
530.9080 |
1,505.9350 |
76.4% |
141.7382 |
7.2% |
96% |
False |
False |
1,076,217 |
| 100 |
2,036.8430 |
413.0860 |
1,623.7570 |
82.4% |
121.3073 |
6.2% |
96% |
False |
False |
1,032,089 |
| 120 |
2,036.8430 |
347.7380 |
1,689.1050 |
85.7% |
104.6183 |
5.3% |
96% |
False |
False |
955,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,335.1310 |
|
2.618 |
2,199.3029 |
|
1.618 |
2,116.0749 |
|
1.000 |
2,064.6400 |
|
0.618 |
2,032.8469 |
|
HIGH |
1,981.4120 |
|
0.618 |
1,949.6189 |
|
0.500 |
1,939.7980 |
|
0.382 |
1,929.9771 |
|
LOW |
1,898.1840 |
|
0.618 |
1,846.7491 |
|
1.000 |
1,814.9560 |
|
1.618 |
1,763.5211 |
|
2.618 |
1,680.2931 |
|
4.250 |
1,544.4650 |
|
|
| Fisher Pivots for day following 01-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,960.0053 |
1,940.3808 |
| PP |
1,949.9017 |
1,910.6527 |
| S1 |
1,939.7980 |
1,880.9245 |
|