| Trading Metrics calculated at close of trading on 13-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2017 |
13-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
5,749.0 |
5,764.0 |
15.0 |
0.3% |
5,709.0 |
| High |
5,769.0 |
5,765.0 |
-4.0 |
-0.1% |
5,769.0 |
| Low |
5,736.0 |
5,730.0 |
-6.0 |
-0.1% |
5,691.0 |
| Close |
5,763.0 |
5,742.0 |
-21.0 |
-0.4% |
5,763.0 |
| Range |
33.0 |
35.0 |
2.0 |
6.1% |
78.0 |
| ATR |
36.8 |
36.7 |
-0.1 |
-0.3% |
0.0 |
| Volume |
16,742 |
74,536 |
57,794 |
345.2% |
24,758 |
|
| Daily Pivots for day following 13-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,850.7 |
5,831.3 |
5,761.3 |
|
| R3 |
5,815.7 |
5,796.3 |
5,751.6 |
|
| R2 |
5,780.7 |
5,780.7 |
5,748.4 |
|
| R1 |
5,761.3 |
5,761.3 |
5,745.2 |
5,753.5 |
| PP |
5,745.7 |
5,745.7 |
5,745.7 |
5,741.8 |
| S1 |
5,726.3 |
5,726.3 |
5,738.8 |
5,718.5 |
| S2 |
5,710.7 |
5,710.7 |
5,735.6 |
|
| S3 |
5,675.7 |
5,691.3 |
5,732.4 |
|
| S4 |
5,640.7 |
5,656.3 |
5,722.8 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,975.0 |
5,947.0 |
5,805.9 |
|
| R3 |
5,897.0 |
5,869.0 |
5,784.5 |
|
| R2 |
5,819.0 |
5,819.0 |
5,777.3 |
|
| R1 |
5,791.0 |
5,791.0 |
5,770.2 |
5,805.0 |
| PP |
5,741.0 |
5,741.0 |
5,741.0 |
5,748.0 |
| S1 |
5,713.0 |
5,713.0 |
5,755.9 |
5,727.0 |
| S2 |
5,663.0 |
5,663.0 |
5,748.7 |
|
| S3 |
5,585.0 |
5,635.0 |
5,741.6 |
|
| S4 |
5,507.0 |
5,557.0 |
5,720.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,769.0 |
5,695.0 |
74.0 |
1.3% |
35.2 |
0.6% |
64% |
False |
False |
19,686 |
| 10 |
5,769.0 |
5,641.0 |
128.0 |
2.2% |
29.9 |
0.5% |
79% |
False |
False |
10,074 |
| 20 |
5,769.0 |
5,641.0 |
128.0 |
2.2% |
24.3 |
0.4% |
79% |
False |
False |
5,049 |
| 40 |
5,769.0 |
5,527.0 |
242.0 |
4.2% |
24.2 |
0.4% |
89% |
False |
False |
2,535 |
| 60 |
5,769.0 |
5,469.0 |
300.0 |
5.2% |
19.6 |
0.3% |
91% |
False |
False |
1,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,913.8 |
|
2.618 |
5,856.6 |
|
1.618 |
5,821.6 |
|
1.000 |
5,800.0 |
|
0.618 |
5,786.6 |
|
HIGH |
5,765.0 |
|
0.618 |
5,751.6 |
|
0.500 |
5,747.5 |
|
0.382 |
5,743.4 |
|
LOW |
5,730.0 |
|
0.618 |
5,708.4 |
|
1.000 |
5,695.0 |
|
1.618 |
5,673.4 |
|
2.618 |
5,638.4 |
|
4.250 |
5,581.3 |
|
|
| Fisher Pivots for day following 13-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
5,747.5 |
5,741.7 |
| PP |
5,745.7 |
5,741.3 |
| S1 |
5,743.8 |
5,741.0 |
|