| Trading Metrics calculated at close of trading on 16-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2017 |
16-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
2,367.00 |
2,382.50 |
15.50 |
0.7% |
2,380.25 |
| High |
2,390.50 |
2,392.00 |
1.50 |
0.1% |
2,380.75 |
| Low |
2,366.50 |
2,376.75 |
10.25 |
0.4% |
2,354.00 |
| Close |
2,383.75 |
2,382.75 |
-1.00 |
0.0% |
2,371.75 |
| Range |
24.00 |
15.25 |
-8.75 |
-36.5% |
26.75 |
| ATR |
15.70 |
15.66 |
-0.03 |
-0.2% |
0.00 |
| Volume |
621,381 |
377,982 |
-243,399 |
-39.2% |
7,482,204 |
|
| Daily Pivots for day following 16-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,429.50 |
2,421.50 |
2,391.25 |
|
| R3 |
2,414.25 |
2,406.25 |
2,387.00 |
|
| R2 |
2,399.00 |
2,399.00 |
2,385.50 |
|
| R1 |
2,391.00 |
2,391.00 |
2,384.25 |
2,395.00 |
| PP |
2,383.75 |
2,383.75 |
2,383.75 |
2,386.00 |
| S1 |
2,375.75 |
2,375.75 |
2,381.25 |
2,379.75 |
| S2 |
2,368.50 |
2,368.50 |
2,380.00 |
|
| S3 |
2,353.25 |
2,360.50 |
2,378.50 |
|
| S4 |
2,338.00 |
2,345.25 |
2,374.25 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,449.00 |
2,437.25 |
2,386.50 |
|
| R3 |
2,422.25 |
2,410.50 |
2,379.00 |
|
| R2 |
2,395.50 |
2,395.50 |
2,376.75 |
|
| R1 |
2,383.75 |
2,383.75 |
2,374.25 |
2,376.25 |
| PP |
2,368.75 |
2,368.75 |
2,368.75 |
2,365.00 |
| S1 |
2,357.00 |
2,357.00 |
2,369.25 |
2,349.50 |
| S2 |
2,342.00 |
2,342.00 |
2,366.75 |
|
| S3 |
2,315.25 |
2,330.25 |
2,364.50 |
|
| S4 |
2,288.50 |
2,303.50 |
2,357.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,392.00 |
2,358.00 |
34.00 |
1.4% |
16.25 |
0.7% |
73% |
True |
False |
871,106 |
| 10 |
2,392.00 |
2,354.00 |
38.00 |
1.6% |
14.50 |
0.6% |
76% |
True |
False |
1,183,421 |
| 20 |
2,401.00 |
2,336.50 |
64.50 |
2.7% |
15.25 |
0.6% |
72% |
False |
False |
1,385,889 |
| 40 |
2,401.00 |
2,251.75 |
149.25 |
6.3% |
15.50 |
0.7% |
88% |
False |
False |
1,381,699 |
| 60 |
2,401.00 |
2,228.00 |
173.00 |
7.3% |
15.00 |
0.6% |
89% |
False |
False |
1,306,144 |
| 80 |
2,401.00 |
2,171.75 |
229.25 |
9.6% |
15.75 |
0.7% |
92% |
False |
False |
1,141,946 |
| 100 |
2,401.00 |
2,023.00 |
378.00 |
15.9% |
17.75 |
0.7% |
95% |
False |
False |
914,640 |
| 120 |
2,401.00 |
2,023.00 |
378.00 |
15.9% |
18.25 |
0.8% |
95% |
False |
False |
762,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,456.75 |
|
2.618 |
2,432.00 |
|
1.618 |
2,416.75 |
|
1.000 |
2,407.25 |
|
0.618 |
2,401.50 |
|
HIGH |
2,392.00 |
|
0.618 |
2,386.25 |
|
0.500 |
2,384.50 |
|
0.382 |
2,382.50 |
|
LOW |
2,376.75 |
|
0.618 |
2,367.25 |
|
1.000 |
2,361.50 |
|
1.618 |
2,352.00 |
|
2.618 |
2,336.75 |
|
4.250 |
2,312.00 |
|
|
| Fisher Pivots for day following 16-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,384.50 |
2,380.25 |
| PP |
2,383.75 |
2,377.50 |
| S1 |
2,383.25 |
2,375.00 |
|