| Trading Metrics calculated at close of trading on 29-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2017 |
29-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1,257.1 |
1,253.0 |
-4.1 |
-0.3% |
1,232.6 |
| High |
1,261.4 |
1,257.5 |
-3.9 |
-0.3% |
1,256.4 |
| Low |
1,250.5 |
1,250.0 |
-0.5 |
0.0% |
1,229.8 |
| Close |
1,258.8 |
1,256.8 |
-2.0 |
-0.2% |
1,251.7 |
| Range |
10.9 |
7.5 |
-3.4 |
-31.2% |
26.6 |
| ATR |
13.7 |
13.4 |
-0.4 |
-2.6% |
0.0 |
| Volume |
111,014 |
166,685 |
55,671 |
50.1% |
189,258 |
|
| Daily Pivots for day following 29-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,277.3 |
1,274.5 |
1,260.9 |
|
| R3 |
1,269.8 |
1,267.0 |
1,258.9 |
|
| R2 |
1,262.3 |
1,262.3 |
1,258.2 |
|
| R1 |
1,259.5 |
1,259.5 |
1,257.5 |
1,260.9 |
| PP |
1,254.8 |
1,254.8 |
1,254.8 |
1,255.5 |
| S1 |
1,252.0 |
1,252.0 |
1,256.1 |
1,253.4 |
| S2 |
1,247.3 |
1,247.3 |
1,255.4 |
|
| S3 |
1,239.8 |
1,244.5 |
1,254.7 |
|
| S4 |
1,232.3 |
1,237.0 |
1,252.7 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,325.8 |
1,315.3 |
1,266.3 |
|
| R3 |
1,299.2 |
1,288.7 |
1,259.0 |
|
| R2 |
1,272.6 |
1,272.6 |
1,256.6 |
|
| R1 |
1,262.1 |
1,262.1 |
1,254.1 |
1,267.4 |
| PP |
1,246.0 |
1,246.0 |
1,246.0 |
1,248.6 |
| S1 |
1,235.5 |
1,235.5 |
1,249.3 |
1,240.8 |
| S2 |
1,219.4 |
1,219.4 |
1,246.8 |
|
| S3 |
1,192.8 |
1,208.9 |
1,244.4 |
|
| S4 |
1,166.2 |
1,182.3 |
1,237.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,264.2 |
1,243.7 |
20.5 |
1.6% |
11.5 |
0.9% |
64% |
False |
False |
87,884 |
| 10 |
1,264.2 |
1,221.3 |
42.9 |
3.4% |
11.5 |
0.9% |
83% |
False |
False |
57,751 |
| 20 |
1,264.2 |
1,198.0 |
66.2 |
5.3% |
12.5 |
1.0% |
89% |
False |
False |
39,111 |
| 40 |
1,268.1 |
1,198.0 |
70.1 |
5.6% |
13.0 |
1.0% |
84% |
False |
False |
22,759 |
| 60 |
1,268.1 |
1,152.2 |
115.9 |
9.2% |
13.6 |
1.1% |
90% |
False |
False |
17,292 |
| 80 |
1,268.1 |
1,129.8 |
138.3 |
11.0% |
13.4 |
1.1% |
92% |
False |
False |
13,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,289.4 |
|
2.618 |
1,277.1 |
|
1.618 |
1,269.6 |
|
1.000 |
1,265.0 |
|
0.618 |
1,262.1 |
|
HIGH |
1,257.5 |
|
0.618 |
1,254.6 |
|
0.500 |
1,253.8 |
|
0.382 |
1,252.9 |
|
LOW |
1,250.0 |
|
0.618 |
1,245.4 |
|
1.000 |
1,242.5 |
|
1.618 |
1,237.9 |
|
2.618 |
1,230.4 |
|
4.250 |
1,218.1 |
|
|
| Fisher Pivots for day following 29-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,255.8 |
1,256.4 |
| PP |
1,254.8 |
1,256.1 |
| S1 |
1,253.8 |
1,255.7 |
|