| Trading Metrics calculated at close of trading on 25-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2021 |
25-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
3,905.75 |
3,882.75 |
-23.00 |
-0.6% |
3,937.50 |
| High |
3,931.50 |
3,909.50 |
-22.00 |
-0.6% |
3,978.50 |
| Low |
3,877.50 |
3,843.25 |
-34.25 |
-0.9% |
3,875.00 |
| Close |
3,880.75 |
3,900.50 |
19.75 |
0.5% |
3,899.75 |
| Range |
54.00 |
66.25 |
12.25 |
22.7% |
103.50 |
| ATR |
61.76 |
62.08 |
0.32 |
0.5% |
0.00 |
| Volume |
2,063,480 |
2,279,488 |
216,008 |
10.5% |
10,061,808 |
|
| Daily Pivots for day following 25-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,083.25 |
4,058.00 |
3,937.00 |
|
| R3 |
4,017.00 |
3,991.75 |
3,918.75 |
|
| R2 |
3,950.75 |
3,950.75 |
3,912.75 |
|
| R1 |
3,925.50 |
3,925.50 |
3,906.50 |
3,938.00 |
| PP |
3,884.50 |
3,884.50 |
3,884.50 |
3,890.75 |
| S1 |
3,859.25 |
3,859.25 |
3,894.50 |
3,872.00 |
| S2 |
3,818.25 |
3,818.25 |
3,888.25 |
|
| S3 |
3,752.00 |
3,793.00 |
3,882.25 |
|
| S4 |
3,685.75 |
3,726.75 |
3,864.00 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,228.25 |
4,167.50 |
3,956.75 |
|
| R3 |
4,124.75 |
4,064.00 |
3,928.25 |
|
| R2 |
4,021.25 |
4,021.25 |
3,918.75 |
|
| R1 |
3,960.50 |
3,960.50 |
3,909.25 |
3,939.00 |
| PP |
3,917.75 |
3,917.75 |
3,917.75 |
3,907.00 |
| S1 |
3,857.00 |
3,857.00 |
3,890.25 |
3,835.50 |
| S2 |
3,814.25 |
3,814.25 |
3,880.75 |
|
| S3 |
3,710.75 |
3,753.50 |
3,871.25 |
|
| S4 |
3,607.25 |
3,650.00 |
3,842.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,944.50 |
3,843.25 |
101.25 |
2.6% |
55.25 |
1.4% |
57% |
False |
True |
1,918,910 |
| 10 |
3,978.50 |
3,843.25 |
135.25 |
3.5% |
51.50 |
1.3% |
42% |
False |
True |
1,920,495 |
| 20 |
3,978.50 |
3,710.50 |
268.00 |
6.9% |
67.00 |
1.7% |
71% |
False |
False |
1,006,458 |
| 40 |
3,978.50 |
3,647.50 |
331.00 |
8.5% |
63.75 |
1.6% |
76% |
False |
False |
506,114 |
| 60 |
3,978.50 |
3,642.75 |
335.75 |
8.6% |
60.75 |
1.6% |
77% |
False |
False |
338,110 |
| 80 |
3,978.50 |
3,573.75 |
404.75 |
10.4% |
56.25 |
1.4% |
81% |
False |
False |
253,704 |
| 100 |
3,978.50 |
3,208.00 |
770.50 |
19.8% |
57.50 |
1.5% |
90% |
False |
False |
202,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,191.00 |
|
2.618 |
4,083.00 |
|
1.618 |
4,016.75 |
|
1.000 |
3,975.75 |
|
0.618 |
3,950.50 |
|
HIGH |
3,909.50 |
|
0.618 |
3,884.25 |
|
0.500 |
3,876.50 |
|
0.382 |
3,868.50 |
|
LOW |
3,843.25 |
|
0.618 |
3,802.25 |
|
1.000 |
3,777.00 |
|
1.618 |
3,736.00 |
|
2.618 |
3,669.75 |
|
4.250 |
3,561.75 |
|
|
| Fisher Pivots for day following 25-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,892.50 |
3,897.25 |
| PP |
3,884.50 |
3,894.25 |
| S1 |
3,876.50 |
3,891.00 |
|