| Trading Metrics calculated at close of trading on 15-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2017 |
15-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
3,345.0 |
3,329.0 |
-16.0 |
-0.5% |
3,321.0 |
| High |
3,347.0 |
3,350.0 |
3.0 |
0.1% |
3,364.0 |
| Low |
3,310.0 |
3,320.0 |
10.0 |
0.3% |
3,295.0 |
| Close |
3,320.0 |
3,331.0 |
11.0 |
0.3% |
3,343.0 |
| Range |
37.0 |
30.0 |
-7.0 |
-18.9% |
69.0 |
| ATR |
32.1 |
32.0 |
-0.2 |
-0.5% |
0.0 |
| Volume |
1,248,725 |
1,195,762 |
-52,963 |
-4.2% |
2,677,702 |
|
| Daily Pivots for day following 15-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,423.7 |
3,407.3 |
3,347.5 |
|
| R3 |
3,393.7 |
3,377.3 |
3,339.3 |
|
| R2 |
3,363.7 |
3,363.7 |
3,336.5 |
|
| R1 |
3,347.3 |
3,347.3 |
3,333.8 |
3,355.5 |
| PP |
3,333.7 |
3,333.7 |
3,333.7 |
3,337.8 |
| S1 |
3,317.3 |
3,317.3 |
3,328.3 |
3,325.5 |
| S2 |
3,303.7 |
3,303.7 |
3,325.5 |
|
| S3 |
3,273.7 |
3,287.3 |
3,322.8 |
|
| S4 |
3,243.7 |
3,257.3 |
3,314.5 |
|
|
| 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 |
3,300.0 |
64.0 |
1.9% |
31.4 |
0.9% |
48% |
False |
False |
1,227,196 |
| 10 |
3,364.0 |
3,292.0 |
72.0 |
2.2% |
29.0 |
0.9% |
54% |
False |
False |
698,255 |
| 20 |
3,364.0 |
3,200.0 |
164.0 |
4.9% |
31.7 |
1.0% |
80% |
False |
False |
365,946 |
| 40 |
3,364.0 |
3,135.0 |
229.0 |
6.9% |
31.3 |
0.9% |
86% |
False |
False |
187,174 |
| 60 |
3,364.0 |
3,135.0 |
229.0 |
6.9% |
27.8 |
0.8% |
86% |
False |
False |
126,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,477.5 |
|
2.618 |
3,428.5 |
|
1.618 |
3,398.5 |
|
1.000 |
3,380.0 |
|
0.618 |
3,368.5 |
|
HIGH |
3,350.0 |
|
0.618 |
3,338.5 |
|
0.500 |
3,335.0 |
|
0.382 |
3,331.5 |
|
LOW |
3,320.0 |
|
0.618 |
3,301.5 |
|
1.000 |
3,290.0 |
|
1.618 |
3,271.5 |
|
2.618 |
3,241.5 |
|
4.250 |
3,192.5 |
|
|
| Fisher Pivots for day following 15-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,335.0 |
3,330.7 |
| PP |
3,333.7 |
3,330.3 |
| S1 |
3,332.3 |
3,330.0 |
|