| Trading Metrics calculated at close of trading on 22-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2017 |
22-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
12,097.0 |
11,905.0 |
-192.0 |
-1.6% |
11,990.5 |
| High |
12,142.0 |
11,977.5 |
-164.5 |
-1.4% |
12,209.5 |
| Low |
11,923.5 |
11,878.5 |
-45.0 |
-0.4% |
11,959.0 |
| Close |
11,987.0 |
11,943.5 |
-43.5 |
-0.4% |
12,106.5 |
| Range |
218.5 |
99.0 |
-119.5 |
-54.7% |
250.5 |
| ATR |
110.5 |
110.3 |
-0.1 |
-0.1% |
0.0 |
| Volume |
88,891 |
91,768 |
2,877 |
3.2% |
325,617 |
|
| Daily Pivots for day following 22-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,230.2 |
12,185.8 |
11,998.0 |
|
| R3 |
12,131.2 |
12,086.8 |
11,970.7 |
|
| R2 |
12,032.2 |
12,032.2 |
11,961.7 |
|
| R1 |
11,987.8 |
11,987.8 |
11,952.6 |
12,010.0 |
| PP |
11,933.2 |
11,933.2 |
11,933.2 |
11,944.3 |
| S1 |
11,888.8 |
11,888.8 |
11,934.4 |
11,911.0 |
| S2 |
11,834.2 |
11,834.2 |
11,925.4 |
|
| S3 |
11,735.2 |
11,789.8 |
11,916.3 |
|
| S4 |
11,636.2 |
11,690.8 |
11,889.1 |
|
|
| 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 |
11,878.5 |
331.0 |
2.8% |
121.4 |
1.0% |
20% |
False |
True |
81,431 |
| 10 |
12,209.5 |
11,878.5 |
331.0 |
2.8% |
110.4 |
0.9% |
20% |
False |
True |
67,982 |
| 20 |
12,209.5 |
11,751.0 |
458.5 |
3.8% |
104.7 |
0.9% |
42% |
False |
False |
35,041 |
| 40 |
12,209.5 |
11,496.0 |
713.5 |
6.0% |
101.5 |
0.8% |
63% |
False |
False |
17,720 |
| 60 |
12,209.5 |
11,428.0 |
781.5 |
6.5% |
98.1 |
0.8% |
66% |
False |
False |
12,033 |
| 80 |
12,209.5 |
10,439.5 |
1,770.0 |
14.8% |
94.6 |
0.8% |
85% |
False |
False |
9,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,398.3 |
|
2.618 |
12,236.7 |
|
1.618 |
12,137.7 |
|
1.000 |
12,076.5 |
|
0.618 |
12,038.7 |
|
HIGH |
11,977.5 |
|
0.618 |
11,939.7 |
|
0.500 |
11,928.0 |
|
0.382 |
11,916.3 |
|
LOW |
11,878.5 |
|
0.618 |
11,817.3 |
|
1.000 |
11,779.5 |
|
1.618 |
11,718.3 |
|
2.618 |
11,619.3 |
|
4.250 |
11,457.8 |
|
|
| Fisher Pivots for day following 22-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,938.3 |
12,010.3 |
| PP |
11,933.2 |
11,988.0 |
| S1 |
11,928.0 |
11,965.8 |
|