| Trading Metrics calculated at close of trading on 06-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2017 |
06-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
2,378.00 |
2,377.00 |
-1.00 |
0.0% |
2,358.75 |
| High |
2,379.50 |
2,377.25 |
-2.25 |
-0.1% |
2,397.25 |
| Low |
2,370.25 |
2,363.75 |
-6.50 |
-0.3% |
2,353.50 |
| Close |
2,377.75 |
2,372.00 |
-5.75 |
-0.2% |
2,377.75 |
| Range |
9.25 |
13.50 |
4.25 |
45.9% |
43.75 |
| ATR |
15.70 |
15.58 |
-0.12 |
-0.8% |
0.00 |
| Volume |
29,061 |
57,669 |
28,608 |
98.4% |
146,602 |
|
| Daily Pivots for day following 06-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,411.50 |
2,405.25 |
2,379.50 |
|
| R3 |
2,398.00 |
2,391.75 |
2,375.75 |
|
| R2 |
2,384.50 |
2,384.50 |
2,374.50 |
|
| R1 |
2,378.25 |
2,378.25 |
2,373.25 |
2,374.50 |
| PP |
2,371.00 |
2,371.00 |
2,371.00 |
2,369.25 |
| S1 |
2,364.75 |
2,364.75 |
2,370.75 |
2,361.00 |
| S2 |
2,357.50 |
2,357.50 |
2,369.50 |
|
| S3 |
2,344.00 |
2,351.25 |
2,368.25 |
|
| S4 |
2,330.50 |
2,337.75 |
2,364.50 |
|
|
| 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% |
17.50 |
0.7% |
42% |
False |
False |
37,963 |
| 10 |
2,397.25 |
2,341.75 |
55.50 |
2.3% |
15.50 |
0.7% |
55% |
False |
False |
24,872 |
| 20 |
2,397.25 |
2,276.00 |
121.25 |
5.1% |
15.00 |
0.6% |
79% |
False |
False |
16,999 |
| 40 |
2,397.25 |
2,243.00 |
154.25 |
6.5% |
15.25 |
0.6% |
84% |
False |
False |
9,996 |
| 60 |
2,397.25 |
2,196.25 |
201.00 |
8.5% |
15.75 |
0.7% |
87% |
False |
False |
7,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,434.50 |
|
2.618 |
2,412.50 |
|
1.618 |
2,399.00 |
|
1.000 |
2,390.75 |
|
0.618 |
2,385.50 |
|
HIGH |
2,377.25 |
|
0.618 |
2,372.00 |
|
0.500 |
2,370.50 |
|
0.382 |
2,369.00 |
|
LOW |
2,363.75 |
|
0.618 |
2,355.50 |
|
1.000 |
2,350.25 |
|
1.618 |
2,342.00 |
|
2.618 |
2,328.50 |
|
4.250 |
2,306.50 |
|
|
| Fisher Pivots for day following 06-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,371.50 |
2,377.25 |
| PP |
2,371.00 |
2,375.50 |
| S1 |
2,370.50 |
2,373.75 |
|