| 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 |
32,470.88 |
32,346.81 |
-124.07 |
-0.4% |
32,798.84 |
| High |
32,787.99 |
32,672.69 |
-115.30 |
-0.4% |
33,227.78 |
| Low |
32,418.15 |
32,074.60 |
-343.55 |
-1.1% |
32,505.07 |
| Close |
32,420.06 |
32,619.48 |
199.42 |
0.6% |
32,627.97 |
| Range |
369.84 |
598.09 |
228.25 |
61.7% |
722.71 |
| ATR |
396.70 |
411.08 |
14.39 |
3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
34,249.86 |
34,032.76 |
32,948.43 |
|
| R3 |
33,651.77 |
33,434.67 |
32,783.95 |
|
| R2 |
33,053.68 |
33,053.68 |
32,729.13 |
|
| R1 |
32,836.58 |
32,836.58 |
32,674.30 |
32,945.13 |
| PP |
32,455.59 |
32,455.59 |
32,455.59 |
32,509.87 |
| S1 |
32,238.49 |
32,238.49 |
32,564.66 |
32,347.04 |
| S2 |
31,857.50 |
31,857.50 |
32,509.83 |
|
| S3 |
31,259.41 |
31,640.40 |
32,455.01 |
|
| S4 |
30,661.32 |
31,042.31 |
32,290.53 |
|
|
| 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 |
32,858.36 |
32,074.60 |
783.76 |
2.4% |
403.31 |
1.2% |
70% |
False |
True |
|
| 10 |
33,227.78 |
32,074.60 |
1,153.18 |
3.5% |
353.61 |
1.1% |
47% |
False |
True |
|
| 20 |
33,227.78 |
30,547.53 |
2,680.25 |
8.2% |
429.81 |
1.3% |
77% |
False |
False |
|
| 40 |
33,227.78 |
29,856.30 |
3,371.48 |
10.3% |
391.63 |
1.2% |
82% |
False |
False |
|
| 60 |
33,227.78 |
29,856.30 |
3,371.48 |
10.3% |
370.81 |
1.1% |
82% |
False |
False |
|
| 80 |
33,227.78 |
29,463.64 |
3,764.14 |
11.5% |
347.41 |
1.1% |
84% |
False |
False |
|
| 100 |
33,227.78 |
26,143.77 |
7,084.01 |
21.7% |
356.46 |
1.1% |
91% |
False |
False |
|
| 120 |
33,227.78 |
26,143.77 |
7,084.01 |
21.7% |
362.23 |
1.1% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
35,214.57 |
|
2.618 |
34,238.49 |
|
1.618 |
33,640.40 |
|
1.000 |
33,270.78 |
|
0.618 |
33,042.31 |
|
HIGH |
32,672.69 |
|
0.618 |
32,444.22 |
|
0.500 |
32,373.65 |
|
0.382 |
32,303.07 |
|
LOW |
32,074.60 |
|
0.618 |
31,704.98 |
|
1.000 |
31,476.51 |
|
1.618 |
31,106.89 |
|
2.618 |
30,508.80 |
|
4.250 |
29,532.72 |
|
|
| Fisher Pivots for day following 25-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
32,537.54 |
32,556.75 |
| PP |
32,455.59 |
32,494.02 |
| S1 |
32,373.65 |
32,431.30 |
|