| Trading Metrics calculated at close of trading on 29-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2017 |
29-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
12,090.0 |
12,195.0 |
105.0 |
0.9% |
12,074.5 |
| High |
12,215.0 |
12,265.5 |
50.5 |
0.4% |
12,142.0 |
| Low |
12,070.5 |
12,191.5 |
121.0 |
1.0% |
11,878.5 |
| Close |
12,185.5 |
12,232.5 |
47.0 |
0.4% |
12,094.0 |
| Range |
144.5 |
74.0 |
-70.5 |
-48.8% |
263.5 |
| ATR |
120.5 |
117.6 |
-2.9 |
-2.4% |
0.0 |
| Volume |
67,607 |
58,294 |
-9,313 |
-13.8% |
456,664 |
|
| Daily Pivots for day following 29-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,451.8 |
12,416.2 |
12,273.2 |
|
| R3 |
12,377.8 |
12,342.2 |
12,252.9 |
|
| R2 |
12,303.8 |
12,303.8 |
12,246.1 |
|
| R1 |
12,268.2 |
12,268.2 |
12,239.3 |
12,286.0 |
| PP |
12,229.8 |
12,229.8 |
12,229.8 |
12,238.8 |
| S1 |
12,194.2 |
12,194.2 |
12,225.7 |
12,212.0 |
| S2 |
12,155.8 |
12,155.8 |
12,218.9 |
|
| S3 |
12,081.8 |
12,120.2 |
12,212.2 |
|
| S4 |
12,007.8 |
12,046.2 |
12,191.8 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,828.7 |
12,724.8 |
12,238.9 |
|
| R3 |
12,565.2 |
12,461.3 |
12,166.5 |
|
| R2 |
12,301.7 |
12,301.7 |
12,142.3 |
|
| R1 |
12,197.8 |
12,197.8 |
12,118.2 |
12,249.8 |
| PP |
12,038.2 |
12,038.2 |
12,038.2 |
12,064.1 |
| S1 |
11,934.3 |
11,934.3 |
12,069.8 |
11,986.3 |
| S2 |
11,774.7 |
11,774.7 |
12,045.7 |
|
| S3 |
11,511.2 |
11,670.8 |
12,021.5 |
|
| S4 |
11,247.7 |
11,407.3 |
11,949.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,265.5 |
11,922.5 |
343.0 |
2.8% |
116.9 |
1.0% |
90% |
True |
False |
74,301 |
| 10 |
12,265.5 |
11,878.5 |
387.0 |
3.2% |
119.2 |
1.0% |
91% |
True |
False |
77,866 |
| 20 |
12,265.5 |
11,878.5 |
387.0 |
3.2% |
101.2 |
0.8% |
91% |
True |
False |
53,289 |
| 40 |
12,265.5 |
11,496.0 |
769.5 |
6.3% |
103.6 |
0.8% |
96% |
True |
False |
26,967 |
| 60 |
12,265.5 |
11,456.0 |
809.5 |
6.6% |
99.9 |
0.8% |
96% |
True |
False |
18,212 |
| 80 |
12,265.5 |
10,927.0 |
1,338.5 |
10.9% |
93.4 |
0.8% |
98% |
True |
False |
13,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,580.0 |
|
2.618 |
12,459.2 |
|
1.618 |
12,385.2 |
|
1.000 |
12,339.5 |
|
0.618 |
12,311.2 |
|
HIGH |
12,265.5 |
|
0.618 |
12,237.2 |
|
0.500 |
12,228.5 |
|
0.382 |
12,219.8 |
|
LOW |
12,191.5 |
|
0.618 |
12,145.8 |
|
1.000 |
12,117.5 |
|
1.618 |
12,071.8 |
|
2.618 |
11,997.8 |
|
4.250 |
11,877.0 |
|
|
| Fisher Pivots for day following 29-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,231.2 |
12,189.7 |
| PP |
12,229.8 |
12,146.8 |
| S1 |
12,228.5 |
12,104.0 |
|