| Trading Metrics calculated at close of trading on 03-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2017 |
03-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
2,392.25 |
2,379.75 |
-12.50 |
-0.5% |
2,362.75 |
| High |
2,394.25 |
2,383.25 |
-11.00 |
-0.5% |
2,401.00 |
| Low |
2,378.00 |
2,373.75 |
-4.25 |
-0.2% |
2,357.50 |
| Close |
2,382.00 |
2,381.25 |
-0.75 |
0.0% |
2,381.25 |
| Range |
16.25 |
9.50 |
-6.75 |
-41.5% |
43.50 |
| ATR |
16.46 |
15.96 |
-0.50 |
-3.0% |
0.00 |
| Volume |
1,744,834 |
1,357,594 |
-387,240 |
-22.2% |
8,041,264 |
|
| Daily Pivots for day following 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,408.00 |
2,404.00 |
2,386.50 |
|
| R3 |
2,398.50 |
2,394.50 |
2,383.75 |
|
| R2 |
2,389.00 |
2,389.00 |
2,383.00 |
|
| R1 |
2,385.00 |
2,385.00 |
2,382.00 |
2,387.00 |
| PP |
2,379.50 |
2,379.50 |
2,379.50 |
2,380.50 |
| S1 |
2,375.50 |
2,375.50 |
2,380.50 |
2,377.50 |
| S2 |
2,370.00 |
2,370.00 |
2,379.50 |
|
| S3 |
2,360.50 |
2,366.00 |
2,378.75 |
|
| S4 |
2,351.00 |
2,356.50 |
2,376.00 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,510.50 |
2,489.25 |
2,405.25 |
|
| R3 |
2,467.00 |
2,445.75 |
2,393.25 |
|
| R2 |
2,423.50 |
2,423.50 |
2,389.25 |
|
| R1 |
2,402.25 |
2,402.25 |
2,385.25 |
2,413.00 |
| PP |
2,380.00 |
2,380.00 |
2,380.00 |
2,385.25 |
| S1 |
2,358.75 |
2,358.75 |
2,377.25 |
2,369.50 |
| S2 |
2,336.50 |
2,336.50 |
2,373.25 |
|
| S3 |
2,293.00 |
2,315.25 |
2,369.25 |
|
| S4 |
2,249.50 |
2,271.75 |
2,357.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,401.00 |
2,357.50 |
43.50 |
1.8% |
17.00 |
0.7% |
55% |
False |
False |
1,608,252 |
| 10 |
2,401.00 |
2,336.50 |
64.50 |
2.7% |
15.50 |
0.7% |
69% |
False |
False |
1,550,415 |
| 20 |
2,401.00 |
2,270.50 |
130.50 |
5.5% |
15.50 |
0.7% |
85% |
False |
False |
1,448,107 |
| 40 |
2,401.00 |
2,248.50 |
152.50 |
6.4% |
15.50 |
0.6% |
87% |
False |
False |
1,433,192 |
| 60 |
2,401.00 |
2,195.00 |
206.00 |
8.7% |
16.00 |
0.7% |
90% |
False |
False |
1,344,842 |
| 80 |
2,401.00 |
2,023.00 |
378.00 |
15.9% |
18.00 |
0.8% |
95% |
False |
False |
1,011,883 |
| 100 |
2,401.00 |
2,023.00 |
378.00 |
15.9% |
18.25 |
0.8% |
95% |
False |
False |
810,096 |
| 120 |
2,401.00 |
2,023.00 |
378.00 |
15.9% |
19.00 |
0.8% |
95% |
False |
False |
675,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,423.50 |
|
2.618 |
2,408.00 |
|
1.618 |
2,398.50 |
|
1.000 |
2,392.75 |
|
0.618 |
2,389.00 |
|
HIGH |
2,383.25 |
|
0.618 |
2,379.50 |
|
0.500 |
2,378.50 |
|
0.382 |
2,377.50 |
|
LOW |
2,373.75 |
|
0.618 |
2,368.00 |
|
1.000 |
2,364.25 |
|
1.618 |
2,358.50 |
|
2.618 |
2,349.00 |
|
4.250 |
2,333.50 |
|
|
| Fisher Pivots for day following 03-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,380.25 |
2,382.00 |
| PP |
2,379.50 |
2,381.75 |
| S1 |
2,378.50 |
2,381.50 |
|