| 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 |
3,867.0 |
3,873.0 |
6.0 |
0.2% |
3,773.0 |
| High |
3,878.0 |
3,921.0 |
43.0 |
1.1% |
3,838.0 |
| Low |
3,855.0 |
3,867.0 |
12.0 |
0.3% |
3,727.0 |
| Close |
3,866.0 |
3,893.0 |
27.0 |
0.7% |
3,809.0 |
| Range |
23.0 |
54.0 |
31.0 |
134.8% |
111.0 |
| ATR |
47.4 |
48.0 |
0.5 |
1.1% |
0.0 |
| Volume |
991,895 |
611,566 |
-380,329 |
-38.3% |
3,941,768 |
|
| Daily Pivots for day following 01-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,055.7 |
4,028.3 |
3,922.7 |
|
| R3 |
4,001.7 |
3,974.3 |
3,907.9 |
|
| R2 |
3,947.7 |
3,947.7 |
3,902.9 |
|
| R1 |
3,920.3 |
3,920.3 |
3,898.0 |
3,934.0 |
| PP |
3,893.7 |
3,893.7 |
3,893.7 |
3,900.5 |
| S1 |
3,866.3 |
3,866.3 |
3,888.1 |
3,880.0 |
| S2 |
3,839.7 |
3,839.7 |
3,883.1 |
|
| S3 |
3,785.7 |
3,812.3 |
3,878.2 |
|
| S4 |
3,731.7 |
3,758.3 |
3,863.3 |
|
|
| Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,124.3 |
4,077.7 |
3,870.1 |
|
| R3 |
4,013.3 |
3,966.7 |
3,839.5 |
|
| R2 |
3,902.3 |
3,902.3 |
3,829.4 |
|
| R1 |
3,855.7 |
3,855.7 |
3,819.2 |
3,879.0 |
| PP |
3,791.3 |
3,791.3 |
3,791.3 |
3,803.0 |
| S1 |
3,744.7 |
3,744.7 |
3,798.8 |
3,768.0 |
| S2 |
3,680.3 |
3,680.3 |
3,788.7 |
|
| S3 |
3,569.3 |
3,633.7 |
3,778.5 |
|
| S4 |
3,458.3 |
3,522.7 |
3,748.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,921.0 |
3,788.0 |
133.0 |
3.4% |
41.6 |
1.1% |
79% |
True |
False |
743,606 |
| 10 |
3,921.0 |
3,727.0 |
194.0 |
5.0% |
43.2 |
1.1% |
86% |
True |
False |
827,000 |
| 20 |
3,921.0 |
3,587.0 |
334.0 |
8.6% |
44.8 |
1.2% |
92% |
True |
False |
678,173 |
| 40 |
3,921.0 |
3,559.0 |
362.0 |
9.3% |
43.8 |
1.1% |
92% |
True |
False |
346,370 |
| 60 |
3,921.0 |
3,360.0 |
561.0 |
14.4% |
45.9 |
1.2% |
95% |
True |
False |
231,969 |
| 80 |
3,921.0 |
3,335.0 |
586.0 |
15.1% |
42.2 |
1.1% |
95% |
True |
False |
174,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,150.5 |
|
2.618 |
4,062.4 |
|
1.618 |
4,008.4 |
|
1.000 |
3,975.0 |
|
0.618 |
3,954.4 |
|
HIGH |
3,921.0 |
|
0.618 |
3,900.4 |
|
0.500 |
3,894.0 |
|
0.382 |
3,887.6 |
|
LOW |
3,867.0 |
|
0.618 |
3,833.6 |
|
1.000 |
3,813.0 |
|
1.618 |
3,779.6 |
|
2.618 |
3,725.6 |
|
4.250 |
3,637.5 |
|
|
| Fisher Pivots for day following 01-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,894.0 |
3,888.0 |
| PP |
3,893.7 |
3,883.0 |
| S1 |
3,893.3 |
3,878.0 |
|