| Trading Metrics calculated at close of trading on 17-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2017 |
17-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
5,784.0 |
5,785.0 |
1.0 |
0.0% |
5,764.0 |
| High |
5,803.0 |
5,806.0 |
3.0 |
0.1% |
5,806.0 |
| Low |
5,752.0 |
5,777.0 |
25.0 |
0.4% |
5,713.0 |
| Close |
5,785.0 |
5,783.0 |
-2.0 |
0.0% |
5,783.0 |
| Range |
51.0 |
29.0 |
-22.0 |
-43.1% |
93.0 |
| ATR |
39.3 |
38.6 |
-0.7 |
-1.9% |
0.0 |
| Volume |
34,546 |
22,413 |
-12,133 |
-35.1% |
456,127 |
|
| Daily Pivots for day following 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,875.7 |
5,858.3 |
5,799.0 |
|
| R3 |
5,846.7 |
5,829.3 |
5,791.0 |
|
| R2 |
5,817.7 |
5,817.7 |
5,788.3 |
|
| R1 |
5,800.3 |
5,800.3 |
5,785.7 |
5,794.5 |
| PP |
5,788.7 |
5,788.7 |
5,788.7 |
5,785.8 |
| S1 |
5,771.3 |
5,771.3 |
5,780.3 |
5,765.5 |
| S2 |
5,759.7 |
5,759.7 |
5,777.7 |
|
| S3 |
5,730.7 |
5,742.3 |
5,775.0 |
|
| S4 |
5,701.7 |
5,713.3 |
5,767.1 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,046.3 |
6,007.7 |
5,834.2 |
|
| R3 |
5,953.3 |
5,914.7 |
5,808.6 |
|
| R2 |
5,860.3 |
5,860.3 |
5,800.1 |
|
| R1 |
5,821.7 |
5,821.7 |
5,791.5 |
5,841.0 |
| PP |
5,767.3 |
5,767.3 |
5,767.3 |
5,777.0 |
| S1 |
5,728.7 |
5,728.7 |
5,774.5 |
5,748.0 |
| S2 |
5,674.3 |
5,674.3 |
5,766.0 |
|
| S3 |
5,581.3 |
5,635.7 |
5,757.4 |
|
| S4 |
5,488.3 |
5,542.7 |
5,731.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,806.0 |
5,713.0 |
93.0 |
1.6% |
42.6 |
0.7% |
75% |
True |
False |
91,225 |
| 10 |
5,806.0 |
5,691.0 |
115.0 |
2.0% |
38.4 |
0.7% |
80% |
True |
False |
48,088 |
| 20 |
5,806.0 |
5,641.0 |
165.0 |
2.9% |
27.5 |
0.5% |
86% |
True |
False |
24,123 |
| 40 |
5,806.0 |
5,527.0 |
279.0 |
4.8% |
26.9 |
0.5% |
92% |
True |
False |
12,074 |
| 60 |
5,806.0 |
5,527.0 |
279.0 |
4.8% |
22.6 |
0.4% |
92% |
True |
False |
8,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,929.3 |
|
2.618 |
5,881.9 |
|
1.618 |
5,852.9 |
|
1.000 |
5,835.0 |
|
0.618 |
5,823.9 |
|
HIGH |
5,806.0 |
|
0.618 |
5,794.9 |
|
0.500 |
5,791.5 |
|
0.382 |
5,788.1 |
|
LOW |
5,777.0 |
|
0.618 |
5,759.1 |
|
1.000 |
5,748.0 |
|
1.618 |
5,730.1 |
|
2.618 |
5,701.1 |
|
4.250 |
5,653.8 |
|
|
| Fisher Pivots for day following 17-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
5,791.5 |
5,775.2 |
| PP |
5,788.7 |
5,767.3 |
| S1 |
5,785.8 |
5,759.5 |
|