| Trading Metrics calculated at close of trading on 15-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2017 |
15-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
2,370.75 |
2,363.50 |
-7.25 |
-0.3% |
2,377.00 |
| High |
2,371.50 |
2,387.75 |
16.25 |
0.7% |
2,377.25 |
| Low |
2,354.75 |
2,363.00 |
8.25 |
0.4% |
2,351.00 |
| Close |
2,363.00 |
2,380.50 |
17.50 |
0.7% |
2,368.50 |
| Range |
16.75 |
24.75 |
8.00 |
47.8% |
26.25 |
| ATR |
14.86 |
15.57 |
0.71 |
4.8% |
0.00 |
| Volume |
2,014,740 |
1,775,343 |
-239,397 |
-11.9% |
3,144,432 |
|
| Daily Pivots for day following 15-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,451.25 |
2,440.75 |
2,394.00 |
|
| R3 |
2,426.50 |
2,416.00 |
2,387.25 |
|
| R2 |
2,401.75 |
2,401.75 |
2,385.00 |
|
| R1 |
2,391.25 |
2,391.25 |
2,382.75 |
2,396.50 |
| PP |
2,377.00 |
2,377.00 |
2,377.00 |
2,379.75 |
| S1 |
2,366.50 |
2,366.50 |
2,378.25 |
2,371.75 |
| S2 |
2,352.25 |
2,352.25 |
2,376.00 |
|
| S3 |
2,327.50 |
2,341.75 |
2,373.75 |
|
| S4 |
2,302.75 |
2,317.00 |
2,367.00 |
|
|
| 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 |
2,387.75 |
2,351.00 |
36.75 |
1.5% |
16.25 |
0.7% |
80% |
True |
False |
1,617,148 |
| 10 |
2,390.75 |
2,351.00 |
39.75 |
1.7% |
14.50 |
0.6% |
74% |
False |
False |
860,133 |
| 20 |
2,397.25 |
2,326.75 |
70.50 |
3.0% |
15.25 |
0.6% |
76% |
False |
False |
438,977 |
| 40 |
2,397.25 |
2,246.25 |
151.00 |
6.3% |
15.25 |
0.6% |
89% |
False |
False |
221,951 |
| 60 |
2,397.25 |
2,222.50 |
174.75 |
7.3% |
14.75 |
0.6% |
90% |
False |
False |
148,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,493.00 |
|
2.618 |
2,452.50 |
|
1.618 |
2,427.75 |
|
1.000 |
2,412.50 |
|
0.618 |
2,403.00 |
|
HIGH |
2,387.75 |
|
0.618 |
2,378.25 |
|
0.500 |
2,375.50 |
|
0.382 |
2,372.50 |
|
LOW |
2,363.00 |
|
0.618 |
2,347.75 |
|
1.000 |
2,338.25 |
|
1.618 |
2,323.00 |
|
2.618 |
2,298.25 |
|
4.250 |
2,257.75 |
|
|
| Fisher Pivots for day following 15-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,378.75 |
2,377.50 |
| PP |
2,377.00 |
2,374.25 |
| S1 |
2,375.50 |
2,371.25 |
|