| Trading Metrics calculated at close of trading on 14-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2017 |
14-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
2,367.75 |
2,370.75 |
3.00 |
0.1% |
2,377.00 |
| High |
2,372.00 |
2,371.50 |
-0.50 |
0.0% |
2,377.25 |
| Low |
2,364.75 |
2,354.75 |
-10.00 |
-0.4% |
2,351.00 |
| Close |
2,371.75 |
2,363.00 |
-8.75 |
-0.4% |
2,368.50 |
| Range |
7.25 |
16.75 |
9.50 |
131.0% |
26.25 |
| ATR |
14.70 |
14.86 |
0.16 |
1.1% |
0.00 |
| Volume |
1,612,837 |
2,014,740 |
401,903 |
24.9% |
3,144,432 |
|
| Daily Pivots for day following 14-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,413.25 |
2,405.00 |
2,372.25 |
|
| R3 |
2,396.50 |
2,388.25 |
2,367.50 |
|
| R2 |
2,379.75 |
2,379.75 |
2,366.00 |
|
| R1 |
2,371.50 |
2,371.50 |
2,364.50 |
2,367.25 |
| PP |
2,363.00 |
2,363.00 |
2,363.00 |
2,361.00 |
| S1 |
2,354.75 |
2,354.75 |
2,361.50 |
2,350.50 |
| S2 |
2,346.25 |
2,346.25 |
2,360.00 |
|
| S3 |
2,329.50 |
2,338.00 |
2,358.50 |
|
| S4 |
2,312.75 |
2,321.25 |
2,353.75 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,444.25 |
2,432.75 |
2,383.00 |
|
| R3 |
2,418.00 |
2,406.50 |
2,375.75 |
|
| R2 |
2,391.75 |
2,391.75 |
2,373.25 |
|
| R1 |
2,380.25 |
2,380.25 |
2,371.00 |
2,373.00 |
| PP |
2,365.50 |
2,365.50 |
2,365.50 |
2,362.00 |
| S1 |
2,354.00 |
2,354.00 |
2,366.00 |
2,346.50 |
| S2 |
2,339.25 |
2,339.25 |
2,363.75 |
|
| S3 |
2,313.00 |
2,327.75 |
2,361.25 |
|
| S4 |
2,286.75 |
2,301.50 |
2,354.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,376.25 |
2,351.00 |
25.25 |
1.1% |
14.00 |
0.6% |
48% |
False |
False |
1,323,517 |
| 10 |
2,397.25 |
2,351.00 |
46.25 |
2.0% |
15.75 |
0.7% |
26% |
False |
False |
687,420 |
| 20 |
2,397.25 |
2,315.00 |
82.25 |
3.5% |
15.00 |
0.6% |
58% |
False |
False |
350,757 |
| 40 |
2,397.25 |
2,246.25 |
151.00 |
6.4% |
15.00 |
0.6% |
77% |
False |
False |
177,602 |
| 60 |
2,397.25 |
2,222.50 |
174.75 |
7.4% |
14.75 |
0.6% |
80% |
False |
False |
119,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,442.75 |
|
2.618 |
2,415.25 |
|
1.618 |
2,398.50 |
|
1.000 |
2,388.25 |
|
0.618 |
2,381.75 |
|
HIGH |
2,371.50 |
|
0.618 |
2,365.00 |
|
0.500 |
2,363.00 |
|
0.382 |
2,361.25 |
|
LOW |
2,354.75 |
|
0.618 |
2,344.50 |
|
1.000 |
2,338.00 |
|
1.618 |
2,327.75 |
|
2.618 |
2,311.00 |
|
4.250 |
2,283.50 |
|
|
| Fisher Pivots for day following 14-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,363.00 |
2,365.50 |
| PP |
2,363.00 |
2,364.75 |
| S1 |
2,363.00 |
2,363.75 |
|