| Trading Metrics calculated at close of trading on 06-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2017 |
06-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
12,008.5 |
11,994.0 |
-14.5 |
-0.1% |
11,835.0 |
| High |
12,060.0 |
12,001.0 |
-59.0 |
-0.5% |
12,099.5 |
| Low |
11,987.5 |
11,917.0 |
-70.5 |
-0.6% |
11,776.5 |
| Close |
12,020.5 |
11,959.5 |
-61.0 |
-0.5% |
12,020.5 |
| Range |
72.5 |
84.0 |
11.5 |
15.9% |
323.0 |
| ATR |
120.0 |
118.8 |
-1.2 |
-1.0% |
0.0 |
| Volume |
67,956 |
54,996 |
-12,960 |
-19.1% |
356,886 |
|
| Daily Pivots for day following 06-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,211.2 |
12,169.3 |
12,005.7 |
|
| R3 |
12,127.2 |
12,085.3 |
11,982.6 |
|
| R2 |
12,043.2 |
12,043.2 |
11,974.9 |
|
| R1 |
12,001.3 |
12,001.3 |
11,967.2 |
11,980.3 |
| PP |
11,959.2 |
11,959.2 |
11,959.2 |
11,948.6 |
| S1 |
11,917.3 |
11,917.3 |
11,951.8 |
11,896.3 |
| S2 |
11,875.2 |
11,875.2 |
11,944.1 |
|
| S3 |
11,791.2 |
11,833.3 |
11,936.4 |
|
| S4 |
11,707.2 |
11,749.3 |
11,913.3 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,934.5 |
12,800.5 |
12,198.2 |
|
| R3 |
12,611.5 |
12,477.5 |
12,109.3 |
|
| R2 |
12,288.5 |
12,288.5 |
12,079.7 |
|
| R1 |
12,154.5 |
12,154.5 |
12,050.1 |
12,221.5 |
| PP |
11,965.5 |
11,965.5 |
11,965.5 |
11,999.0 |
| S1 |
11,831.5 |
11,831.5 |
11,990.9 |
11,898.5 |
| S2 |
11,642.5 |
11,642.5 |
11,961.3 |
|
| S3 |
11,319.5 |
11,508.5 |
11,931.7 |
|
| S4 |
10,996.5 |
11,185.5 |
11,842.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,099.5 |
11,776.5 |
323.0 |
2.7% |
105.2 |
0.9% |
57% |
False |
False |
69,376 |
| 10 |
12,099.5 |
11,719.0 |
380.5 |
3.2% |
117.3 |
1.0% |
63% |
False |
False |
71,907 |
| 20 |
12,099.5 |
11,460.0 |
639.5 |
5.3% |
117.5 |
1.0% |
78% |
False |
False |
72,610 |
| 40 |
12,099.5 |
11,423.0 |
676.5 |
5.7% |
114.1 |
1.0% |
79% |
False |
False |
73,904 |
| 60 |
12,099.5 |
10,977.5 |
1,122.0 |
9.4% |
107.8 |
0.9% |
88% |
False |
False |
66,050 |
| 80 |
12,099.5 |
10,398.0 |
1,701.5 |
14.2% |
114.1 |
1.0% |
92% |
False |
False |
49,693 |
| 100 |
12,099.5 |
10,021.5 |
2,078.0 |
17.4% |
119.3 |
1.0% |
93% |
False |
False |
39,811 |
| 120 |
12,099.5 |
10,021.5 |
2,078.0 |
17.4% |
121.0 |
1.0% |
93% |
False |
False |
33,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,358.0 |
|
2.618 |
12,220.9 |
|
1.618 |
12,136.9 |
|
1.000 |
12,085.0 |
|
0.618 |
12,052.9 |
|
HIGH |
12,001.0 |
|
0.618 |
11,968.9 |
|
0.500 |
11,959.0 |
|
0.382 |
11,949.1 |
|
LOW |
11,917.0 |
|
0.618 |
11,865.1 |
|
1.000 |
11,833.0 |
|
1.618 |
11,781.1 |
|
2.618 |
11,697.1 |
|
4.250 |
11,560.0 |
|
|
| Fisher Pivots for day following 06-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,959.3 |
12,003.0 |
| PP |
11,959.2 |
11,988.5 |
| S1 |
11,959.0 |
11,974.0 |
|