| Trading Metrics calculated at close of trading on 17-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2017 |
17-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
2,382.50 |
2,382.25 |
-0.25 |
0.0% |
2,370.75 |
| High |
2,392.00 |
2,385.80 |
-6.20 |
-0.3% |
2,392.00 |
| Low |
2,376.75 |
2,379.00 |
2.25 |
0.1% |
2,358.00 |
| Close |
2,382.75 |
2,385.80 |
3.05 |
0.1% |
2,385.80 |
| Range |
15.25 |
6.80 |
-8.45 |
-55.4% |
34.00 |
| ATR |
15.66 |
15.03 |
-0.63 |
-4.0% |
0.00 |
| Volume |
377,982 |
42,536 |
-335,446 |
-88.7% |
3,036,955 |
|
| Daily Pivots for day following 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,404.00 |
2,401.75 |
2,389.50 |
|
| R3 |
2,397.25 |
2,394.75 |
2,387.75 |
|
| R2 |
2,390.25 |
2,390.25 |
2,387.00 |
|
| R1 |
2,388.00 |
2,388.00 |
2,386.50 |
2,389.25 |
| PP |
2,383.50 |
2,383.50 |
2,383.50 |
2,384.00 |
| S1 |
2,381.25 |
2,381.25 |
2,385.25 |
2,382.50 |
| S2 |
2,376.75 |
2,376.75 |
2,384.50 |
|
| S3 |
2,370.00 |
2,374.50 |
2,384.00 |
|
| S4 |
2,363.25 |
2,367.75 |
2,382.00 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,480.50 |
2,467.25 |
2,404.50 |
|
| R3 |
2,446.50 |
2,433.25 |
2,395.25 |
|
| R2 |
2,412.50 |
2,412.50 |
2,392.00 |
|
| R1 |
2,399.25 |
2,399.25 |
2,389.00 |
2,406.00 |
| PP |
2,378.50 |
2,378.50 |
2,378.50 |
2,382.00 |
| S1 |
2,365.25 |
2,365.25 |
2,382.75 |
2,372.00 |
| S2 |
2,344.50 |
2,344.50 |
2,379.50 |
|
| S3 |
2,310.50 |
2,331.25 |
2,376.50 |
|
| S4 |
2,276.50 |
2,297.25 |
2,367.00 |
|
|
| 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% |
14.00 |
0.6% |
82% |
False |
False |
607,391 |
| 10 |
2,392.00 |
2,354.00 |
38.00 |
1.6% |
14.00 |
0.6% |
84% |
False |
False |
1,051,915 |
| 20 |
2,401.00 |
2,336.50 |
64.50 |
2.7% |
14.75 |
0.6% |
76% |
False |
False |
1,301,165 |
| 40 |
2,401.00 |
2,251.75 |
149.25 |
6.3% |
15.25 |
0.6% |
90% |
False |
False |
1,348,107 |
| 60 |
2,401.00 |
2,228.00 |
173.00 |
7.3% |
15.00 |
0.6% |
91% |
False |
False |
1,291,375 |
| 80 |
2,401.00 |
2,174.00 |
227.00 |
9.5% |
15.75 |
0.7% |
93% |
False |
False |
1,142,361 |
| 100 |
2,401.00 |
2,023.00 |
378.00 |
15.8% |
17.75 |
0.7% |
96% |
False |
False |
915,049 |
| 120 |
2,401.00 |
2,023.00 |
378.00 |
15.8% |
18.25 |
0.8% |
96% |
False |
False |
762,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,414.75 |
|
2.618 |
2,403.50 |
|
1.618 |
2,396.75 |
|
1.000 |
2,392.50 |
|
0.618 |
2,390.00 |
|
HIGH |
2,385.75 |
|
0.618 |
2,383.25 |
|
0.500 |
2,382.50 |
|
0.382 |
2,381.50 |
|
LOW |
2,379.00 |
|
0.618 |
2,374.75 |
|
1.000 |
2,372.25 |
|
1.618 |
2,368.00 |
|
2.618 |
2,361.25 |
|
4.250 |
2,350.00 |
|
|
| Fisher Pivots for day following 17-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,384.75 |
2,383.50 |
| PP |
2,383.50 |
2,381.50 |
| S1 |
2,382.50 |
2,379.25 |
|