| Trading Metrics calculated at close of trading on 23-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2017 |
23-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
2,340.50 |
2,342.25 |
1.75 |
0.1% |
2,367.75 |
| High |
2,348.75 |
2,356.00 |
7.25 |
0.3% |
2,388.75 |
| Low |
2,332.25 |
2,338.25 |
6.00 |
0.3% |
2,354.75 |
| Close |
2,342.50 |
2,340.00 |
-2.50 |
-0.1% |
2,375.25 |
| Range |
16.50 |
17.75 |
1.25 |
7.6% |
34.00 |
| ATR |
16.63 |
16.71 |
0.08 |
0.5% |
0.00 |
| Volume |
1,883,451 |
1,631,527 |
-251,924 |
-13.4% |
8,296,355 |
|
| Daily Pivots for day following 23-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,398.00 |
2,386.75 |
2,349.75 |
|
| R3 |
2,380.25 |
2,369.00 |
2,345.00 |
|
| R2 |
2,362.50 |
2,362.50 |
2,343.25 |
|
| R1 |
2,351.25 |
2,351.25 |
2,341.75 |
2,348.00 |
| PP |
2,344.75 |
2,344.75 |
2,344.75 |
2,343.00 |
| S1 |
2,333.50 |
2,333.50 |
2,338.25 |
2,330.25 |
| S2 |
2,327.00 |
2,327.00 |
2,336.75 |
|
| S3 |
2,309.25 |
2,315.75 |
2,335.00 |
|
| S4 |
2,291.50 |
2,298.00 |
2,330.25 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,475.00 |
2,459.00 |
2,394.00 |
|
| R3 |
2,441.00 |
2,425.00 |
2,384.50 |
|
| R2 |
2,407.00 |
2,407.00 |
2,381.50 |
|
| R1 |
2,391.00 |
2,391.00 |
2,378.25 |
2,399.00 |
| PP |
2,373.00 |
2,373.00 |
2,373.00 |
2,377.00 |
| S1 |
2,357.00 |
2,357.00 |
2,372.25 |
2,365.00 |
| S2 |
2,339.00 |
2,339.00 |
2,369.00 |
|
| S3 |
2,305.00 |
2,323.00 |
2,366.00 |
|
| S4 |
2,271.00 |
2,289.00 |
2,356.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,382.25 |
2,332.25 |
50.00 |
2.1% |
19.00 |
0.8% |
16% |
False |
False |
1,687,274 |
| 10 |
2,388.75 |
2,332.25 |
56.50 |
2.4% |
17.50 |
0.8% |
14% |
False |
False |
1,732,132 |
| 20 |
2,397.25 |
2,332.25 |
65.00 |
2.8% |
16.50 |
0.7% |
12% |
False |
False |
937,860 |
| 40 |
2,397.25 |
2,257.25 |
140.00 |
6.0% |
15.50 |
0.7% |
59% |
False |
False |
472,854 |
| 60 |
2,397.25 |
2,222.50 |
174.75 |
7.5% |
15.75 |
0.7% |
67% |
False |
False |
316,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,431.50 |
|
2.618 |
2,402.50 |
|
1.618 |
2,384.75 |
|
1.000 |
2,373.75 |
|
0.618 |
2,367.00 |
|
HIGH |
2,356.00 |
|
0.618 |
2,349.25 |
|
0.500 |
2,347.00 |
|
0.382 |
2,345.00 |
|
LOW |
2,338.25 |
|
0.618 |
2,327.25 |
|
1.000 |
2,320.50 |
|
1.618 |
2,309.50 |
|
2.618 |
2,291.75 |
|
4.250 |
2,262.75 |
|
|
| Fisher Pivots for day following 23-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,347.00 |
2,355.50 |
| PP |
2,344.75 |
2,350.25 |
| S1 |
2,342.50 |
2,345.25 |
|