| Trading Metrics calculated at close of trading on 21-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2017 |
21-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
12,074.5 |
12,097.0 |
22.5 |
0.2% |
11,990.5 |
| High |
12,111.5 |
12,142.0 |
30.5 |
0.3% |
12,209.5 |
| Low |
12,058.0 |
11,923.5 |
-134.5 |
-1.1% |
11,959.0 |
| Close |
12,086.5 |
11,987.0 |
-99.5 |
-0.8% |
12,106.5 |
| Range |
53.5 |
218.5 |
165.0 |
308.4% |
250.5 |
| ATR |
102.2 |
110.5 |
8.3 |
8.1% |
0.0 |
| Volume |
113,074 |
88,891 |
-24,183 |
-21.4% |
325,617 |
|
| Daily Pivots for day following 21-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,673.0 |
12,548.5 |
12,107.2 |
|
| R3 |
12,454.5 |
12,330.0 |
12,047.1 |
|
| R2 |
12,236.0 |
12,236.0 |
12,027.1 |
|
| R1 |
12,111.5 |
12,111.5 |
12,007.0 |
12,064.5 |
| PP |
12,017.5 |
12,017.5 |
12,017.5 |
11,994.0 |
| S1 |
11,893.0 |
11,893.0 |
11,967.0 |
11,846.0 |
| S2 |
11,799.0 |
11,799.0 |
11,946.9 |
|
| S3 |
11,580.5 |
11,674.5 |
11,926.9 |
|
| S4 |
11,362.0 |
11,456.0 |
11,866.8 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,843.2 |
12,725.3 |
12,244.3 |
|
| R3 |
12,592.7 |
12,474.8 |
12,175.4 |
|
| R2 |
12,342.2 |
12,342.2 |
12,152.4 |
|
| R1 |
12,224.3 |
12,224.3 |
12,129.5 |
12,283.3 |
| PP |
12,091.7 |
12,091.7 |
12,091.7 |
12,121.1 |
| S1 |
11,973.8 |
11,973.8 |
12,083.5 |
12,032.8 |
| S2 |
11,841.2 |
11,841.2 |
12,060.6 |
|
| S3 |
11,590.7 |
11,723.3 |
12,037.6 |
|
| S4 |
11,340.2 |
11,472.8 |
11,968.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,209.5 |
11,923.5 |
286.0 |
2.4% |
122.8 |
1.0% |
22% |
False |
True |
76,946 |
| 10 |
12,209.5 |
11,923.5 |
286.0 |
2.4% |
110.7 |
0.9% |
22% |
False |
True |
59,706 |
| 20 |
12,209.5 |
11,751.0 |
458.5 |
3.8% |
102.8 |
0.9% |
51% |
False |
False |
30,479 |
| 40 |
12,209.5 |
11,496.0 |
713.5 |
6.0% |
103.7 |
0.9% |
69% |
False |
False |
15,442 |
| 60 |
12,209.5 |
11,428.0 |
781.5 |
6.5% |
97.1 |
0.8% |
72% |
False |
False |
10,505 |
| 80 |
12,209.5 |
10,439.5 |
1,770.0 |
14.8% |
94.6 |
0.8% |
87% |
False |
False |
7,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,070.6 |
|
2.618 |
12,714.0 |
|
1.618 |
12,495.5 |
|
1.000 |
12,360.5 |
|
0.618 |
12,277.0 |
|
HIGH |
12,142.0 |
|
0.618 |
12,058.5 |
|
0.500 |
12,032.8 |
|
0.382 |
12,007.0 |
|
LOW |
11,923.5 |
|
0.618 |
11,788.5 |
|
1.000 |
11,705.0 |
|
1.618 |
11,570.0 |
|
2.618 |
11,351.5 |
|
4.250 |
10,994.9 |
|
|
| Fisher Pivots for day following 21-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,032.8 |
12,036.5 |
| PP |
12,017.5 |
12,020.0 |
| S1 |
12,002.3 |
12,003.5 |
|