| Trading Metrics calculated at close of trading on 09-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2017 |
09-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
2,363.75 |
2,360.25 |
-3.50 |
-0.1% |
2,358.75 |
| High |
2,370.00 |
2,366.25 |
-3.75 |
-0.2% |
2,397.25 |
| Low |
2,356.50 |
2,351.00 |
-5.50 |
-0.2% |
2,353.50 |
| Close |
2,361.00 |
2,363.25 |
2.25 |
0.1% |
2,377.75 |
| Range |
13.50 |
15.25 |
1.75 |
13.0% |
43.75 |
| ATR |
15.11 |
15.12 |
0.01 |
0.1% |
0.00 |
| Volume |
307,186 |
816,870 |
509,684 |
165.9% |
146,602 |
|
| Daily Pivots for day following 09-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,406.00 |
2,399.75 |
2,371.75 |
|
| R3 |
2,390.75 |
2,384.50 |
2,367.50 |
|
| R2 |
2,375.50 |
2,375.50 |
2,366.00 |
|
| R1 |
2,369.25 |
2,369.25 |
2,364.75 |
2,372.50 |
| PP |
2,360.25 |
2,360.25 |
2,360.25 |
2,361.75 |
| S1 |
2,354.00 |
2,354.00 |
2,361.75 |
2,357.00 |
| S2 |
2,345.00 |
2,345.00 |
2,360.50 |
|
| S3 |
2,329.75 |
2,338.75 |
2,359.00 |
|
| S4 |
2,314.50 |
2,323.50 |
2,354.75 |
|
|
| 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 |
2,379.50 |
2,351.00 |
28.50 |
1.2% |
12.50 |
0.5% |
43% |
False |
True |
261,507 |
| 10 |
2,397.25 |
2,345.25 |
52.00 |
2.2% |
15.25 |
0.6% |
35% |
False |
False |
143,588 |
| 20 |
2,397.25 |
2,282.50 |
114.75 |
4.9% |
15.25 |
0.6% |
70% |
False |
False |
77,569 |
| 40 |
2,397.25 |
2,243.00 |
154.25 |
6.5% |
15.00 |
0.6% |
78% |
False |
False |
40,412 |
| 60 |
2,397.25 |
2,222.50 |
174.75 |
7.4% |
15.25 |
0.6% |
81% |
False |
False |
27,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,431.00 |
|
2.618 |
2,406.25 |
|
1.618 |
2,391.00 |
|
1.000 |
2,381.50 |
|
0.618 |
2,375.75 |
|
HIGH |
2,366.25 |
|
0.618 |
2,360.50 |
|
0.500 |
2,358.50 |
|
0.382 |
2,356.75 |
|
LOW |
2,351.00 |
|
0.618 |
2,341.50 |
|
1.000 |
2,335.75 |
|
1.618 |
2,326.25 |
|
2.618 |
2,311.00 |
|
4.250 |
2,286.25 |
|
|
| Fisher Pivots for day following 09-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,361.75 |
2,362.75 |
| PP |
2,360.25 |
2,362.00 |
| S1 |
2,358.50 |
2,361.50 |
|