| Trading Metrics calculated at close of trading on 03-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2017 |
03-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
2,388.75 |
2,378.00 |
-10.75 |
-0.5% |
2,358.75 |
| High |
2,390.75 |
2,379.50 |
-11.25 |
-0.5% |
2,397.25 |
| Low |
2,374.75 |
2,370.25 |
-4.50 |
-0.2% |
2,353.50 |
| Close |
2,378.50 |
2,377.75 |
-0.75 |
0.0% |
2,377.75 |
| Range |
16.00 |
9.25 |
-6.75 |
-42.2% |
43.75 |
| ATR |
16.19 |
15.70 |
-0.50 |
-3.1% |
0.00 |
| Volume |
24,918 |
29,061 |
4,143 |
16.6% |
146,602 |
|
| Daily Pivots for day following 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,403.50 |
2,400.00 |
2,382.75 |
|
| R3 |
2,394.25 |
2,390.75 |
2,380.25 |
|
| R2 |
2,385.00 |
2,385.00 |
2,379.50 |
|
| R1 |
2,381.50 |
2,381.50 |
2,378.50 |
2,378.50 |
| PP |
2,375.75 |
2,375.75 |
2,375.75 |
2,374.50 |
| S1 |
2,372.25 |
2,372.25 |
2,377.00 |
2,369.50 |
| S2 |
2,366.50 |
2,366.50 |
2,376.00 |
|
| S3 |
2,357.25 |
2,363.00 |
2,375.25 |
|
| S4 |
2,348.00 |
2,353.75 |
2,372.75 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,507.50 |
2,486.25 |
2,401.75 |
|
| R3 |
2,463.75 |
2,442.50 |
2,389.75 |
|
| R2 |
2,420.00 |
2,420.00 |
2,385.75 |
|
| R1 |
2,398.75 |
2,398.75 |
2,381.75 |
2,409.50 |
| PP |
2,376.25 |
2,376.25 |
2,376.25 |
2,381.50 |
| S1 |
2,355.00 |
2,355.00 |
2,373.75 |
2,365.50 |
| S2 |
2,332.50 |
2,332.50 |
2,369.75 |
|
| S3 |
2,288.75 |
2,311.25 |
2,365.75 |
|
| S4 |
2,245.00 |
2,267.50 |
2,353.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,397.25 |
2,353.50 |
43.75 |
1.8% |
16.75 |
0.7% |
55% |
False |
False |
29,320 |
| 10 |
2,397.25 |
2,332.00 |
65.25 |
2.7% |
15.25 |
0.6% |
70% |
False |
False |
19,927 |
| 20 |
2,397.25 |
2,265.75 |
131.50 |
5.5% |
15.25 |
0.6% |
85% |
False |
False |
14,349 |
| 40 |
2,397.25 |
2,243.00 |
154.25 |
6.5% |
15.25 |
0.6% |
87% |
False |
False |
8,709 |
| 60 |
2,397.25 |
2,190.00 |
207.25 |
8.7% |
15.75 |
0.7% |
91% |
False |
False |
6,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,418.75 |
|
2.618 |
2,403.75 |
|
1.618 |
2,394.50 |
|
1.000 |
2,388.75 |
|
0.618 |
2,385.25 |
|
HIGH |
2,379.50 |
|
0.618 |
2,376.00 |
|
0.500 |
2,375.00 |
|
0.382 |
2,373.75 |
|
LOW |
2,370.25 |
|
0.618 |
2,364.50 |
|
1.000 |
2,361.00 |
|
1.618 |
2,355.25 |
|
2.618 |
2,346.00 |
|
4.250 |
2,331.00 |
|
|
| Fisher Pivots for day following 03-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,376.75 |
2,378.25 |
| PP |
2,375.75 |
2,378.00 |
| S1 |
2,375.00 |
2,378.00 |
|