| Trading Metrics calculated at close of trading on 10-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2017 |
10-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
3,304.0 |
3,343.0 |
39.0 |
1.2% |
3,321.0 |
| High |
3,339.0 |
3,364.0 |
25.0 |
0.7% |
3,364.0 |
| Low |
3,300.0 |
3,329.0 |
29.0 |
0.9% |
3,295.0 |
| Close |
3,332.0 |
3,343.0 |
11.0 |
0.3% |
3,343.0 |
| Range |
39.0 |
35.0 |
-4.0 |
-10.3% |
69.0 |
| ATR |
32.8 |
33.0 |
0.2 |
0.5% |
0.0 |
| Volume |
818,425 |
1,078,343 |
259,918 |
31.8% |
2,677,702 |
|
| Daily Pivots for day following 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,450.3 |
3,431.7 |
3,362.3 |
|
| R3 |
3,415.3 |
3,396.7 |
3,352.6 |
|
| R2 |
3,380.3 |
3,380.3 |
3,349.4 |
|
| R1 |
3,361.7 |
3,361.7 |
3,346.2 |
3,360.5 |
| PP |
3,345.3 |
3,345.3 |
3,345.3 |
3,344.8 |
| S1 |
3,326.7 |
3,326.7 |
3,339.8 |
3,325.5 |
| S2 |
3,310.3 |
3,310.3 |
3,336.6 |
|
| S3 |
3,275.3 |
3,291.7 |
3,333.4 |
|
| S4 |
3,240.3 |
3,256.7 |
3,323.8 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,541.0 |
3,511.0 |
3,381.0 |
|
| R3 |
3,472.0 |
3,442.0 |
3,362.0 |
|
| R2 |
3,403.0 |
3,403.0 |
3,355.7 |
|
| R1 |
3,373.0 |
3,373.0 |
3,349.3 |
3,388.0 |
| PP |
3,334.0 |
3,334.0 |
3,334.0 |
3,341.5 |
| S1 |
3,304.0 |
3,304.0 |
3,336.7 |
3,319.0 |
| S2 |
3,265.0 |
3,265.0 |
3,330.4 |
|
| S3 |
3,196.0 |
3,235.0 |
3,324.0 |
|
| S4 |
3,127.0 |
3,166.0 |
3,305.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,364.0 |
3,295.0 |
69.0 |
2.1% |
29.4 |
0.9% |
70% |
True |
False |
535,540 |
| 10 |
3,364.0 |
3,225.0 |
139.0 |
4.2% |
31.6 |
0.9% |
85% |
True |
False |
285,013 |
| 20 |
3,364.0 |
3,197.0 |
167.0 |
5.0% |
31.7 |
0.9% |
87% |
True |
False |
155,201 |
| 40 |
3,364.0 |
3,135.0 |
229.0 |
6.9% |
30.9 |
0.9% |
91% |
True |
False |
82,254 |
| 60 |
3,364.0 |
3,135.0 |
229.0 |
6.9% |
27.4 |
0.8% |
91% |
True |
False |
56,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,512.8 |
|
2.618 |
3,455.6 |
|
1.618 |
3,420.6 |
|
1.000 |
3,399.0 |
|
0.618 |
3,385.6 |
|
HIGH |
3,364.0 |
|
0.618 |
3,350.6 |
|
0.500 |
3,346.5 |
|
0.382 |
3,342.4 |
|
LOW |
3,329.0 |
|
0.618 |
3,307.4 |
|
1.000 |
3,294.0 |
|
1.618 |
3,272.4 |
|
2.618 |
3,237.4 |
|
4.250 |
3,180.3 |
|
|
| Fisher Pivots for day following 10-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,346.5 |
3,338.7 |
| PP |
3,345.3 |
3,334.3 |
| S1 |
3,344.2 |
3,330.0 |
|