| 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 |
3,299.0 |
3,321.0 |
22.0 |
0.7% |
3,233.0 |
| High |
3,336.0 |
3,321.0 |
-15.0 |
-0.4% |
3,336.0 |
| Low |
3,292.0 |
3,300.0 |
8.0 |
0.2% |
3,225.0 |
| Close |
3,326.0 |
3,309.0 |
-17.0 |
-0.5% |
3,326.0 |
| Range |
44.0 |
21.0 |
-23.0 |
-52.3% |
111.0 |
| ATR |
33.9 |
33.3 |
-0.6 |
-1.7% |
0.0 |
| Volume |
39,609 |
30,830 |
-8,779 |
-22.2% |
172,435 |
|
| Daily Pivots for day following 06-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,373.0 |
3,362.0 |
3,320.6 |
|
| R3 |
3,352.0 |
3,341.0 |
3,314.8 |
|
| R2 |
3,331.0 |
3,331.0 |
3,312.9 |
|
| R1 |
3,320.0 |
3,320.0 |
3,310.9 |
3,315.0 |
| PP |
3,310.0 |
3,310.0 |
3,310.0 |
3,307.5 |
| S1 |
3,299.0 |
3,299.0 |
3,307.1 |
3,294.0 |
| S2 |
3,289.0 |
3,289.0 |
3,305.2 |
|
| S3 |
3,268.0 |
3,278.0 |
3,303.2 |
|
| S4 |
3,247.0 |
3,257.0 |
3,297.5 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,628.7 |
3,588.3 |
3,387.1 |
|
| R3 |
3,517.7 |
3,477.3 |
3,356.5 |
|
| R2 |
3,406.7 |
3,406.7 |
3,346.4 |
|
| R1 |
3,366.3 |
3,366.3 |
3,336.2 |
3,386.5 |
| PP |
3,295.7 |
3,295.7 |
3,295.7 |
3,305.8 |
| S1 |
3,255.3 |
3,255.3 |
3,315.8 |
3,275.5 |
| S2 |
3,184.7 |
3,184.7 |
3,305.7 |
|
| S3 |
3,073.7 |
3,144.3 |
3,295.5 |
|
| S4 |
2,962.7 |
3,033.3 |
3,265.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,336.0 |
3,225.0 |
111.0 |
3.4% |
34.4 |
1.0% |
76% |
False |
False |
37,512 |
| 10 |
3,336.0 |
3,200.0 |
136.0 |
4.1% |
34.1 |
1.0% |
80% |
False |
False |
39,569 |
| 20 |
3,336.0 |
3,135.0 |
201.0 |
6.1% |
31.8 |
1.0% |
87% |
False |
False |
27,021 |
| 40 |
3,336.0 |
3,135.0 |
201.0 |
6.1% |
30.4 |
0.9% |
87% |
False |
False |
16,831 |
| 60 |
3,336.0 |
3,095.0 |
241.0 |
7.3% |
27.5 |
0.8% |
89% |
False |
False |
12,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,410.3 |
|
2.618 |
3,376.0 |
|
1.618 |
3,355.0 |
|
1.000 |
3,342.0 |
|
0.618 |
3,334.0 |
|
HIGH |
3,321.0 |
|
0.618 |
3,313.0 |
|
0.500 |
3,310.5 |
|
0.382 |
3,308.0 |
|
LOW |
3,300.0 |
|
0.618 |
3,287.0 |
|
1.000 |
3,279.0 |
|
1.618 |
3,266.0 |
|
2.618 |
3,245.0 |
|
4.250 |
3,210.8 |
|
|
| Fisher Pivots for day following 06-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,310.5 |
3,314.0 |
| PP |
3,310.0 |
3,312.3 |
| S1 |
3,309.5 |
3,310.7 |
|