| Trading Metrics calculated at close of trading on 24-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2017 |
24-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
2,342.25 |
2,341.00 |
-1.25 |
-0.1% |
2,373.75 |
| High |
2,356.00 |
2,352.75 |
-3.25 |
-0.1% |
2,378.75 |
| Low |
2,338.25 |
2,331.75 |
-6.50 |
-0.3% |
2,331.75 |
| Close |
2,340.00 |
2,344.75 |
4.75 |
0.2% |
2,344.75 |
| Range |
17.75 |
21.00 |
3.25 |
18.3% |
47.00 |
| ATR |
16.71 |
17.02 |
0.31 |
1.8% |
0.00 |
| Volume |
1,631,527 |
1,600,274 |
-31,253 |
-1.9% |
8,759,290 |
|
| Daily Pivots for day following 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,406.00 |
2,396.50 |
2,356.25 |
|
| R3 |
2,385.00 |
2,375.50 |
2,350.50 |
|
| R2 |
2,364.00 |
2,364.00 |
2,348.50 |
|
| R1 |
2,354.50 |
2,354.50 |
2,346.75 |
2,359.25 |
| PP |
2,343.00 |
2,343.00 |
2,343.00 |
2,345.50 |
| S1 |
2,333.50 |
2,333.50 |
2,342.75 |
2,338.25 |
| S2 |
2,322.00 |
2,322.00 |
2,341.00 |
|
| S3 |
2,301.00 |
2,312.50 |
2,339.00 |
|
| S4 |
2,280.00 |
2,291.50 |
2,333.25 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,492.75 |
2,465.75 |
2,370.50 |
|
| R3 |
2,445.75 |
2,418.75 |
2,357.75 |
|
| R2 |
2,398.75 |
2,398.75 |
2,353.25 |
|
| R1 |
2,371.75 |
2,371.75 |
2,349.00 |
2,361.75 |
| PP |
2,351.75 |
2,351.75 |
2,351.75 |
2,346.75 |
| S1 |
2,324.75 |
2,324.75 |
2,340.50 |
2,314.75 |
| S2 |
2,304.75 |
2,304.75 |
2,336.25 |
|
| S3 |
2,257.75 |
2,277.75 |
2,331.75 |
|
| S4 |
2,210.75 |
2,230.75 |
2,319.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,378.75 |
2,331.75 |
47.00 |
2.0% |
21.25 |
0.9% |
28% |
False |
True |
1,751,858 |
| 10 |
2,388.75 |
2,331.75 |
57.00 |
2.4% |
18.00 |
0.8% |
23% |
False |
True |
1,705,564 |
| 20 |
2,397.25 |
2,331.75 |
65.50 |
2.8% |
16.75 |
0.7% |
20% |
False |
True |
1,017,333 |
| 40 |
2,397.25 |
2,257.25 |
140.00 |
6.0% |
16.00 |
0.7% |
63% |
False |
False |
512,794 |
| 60 |
2,397.25 |
2,222.50 |
174.75 |
7.5% |
15.75 |
0.7% |
70% |
False |
False |
342,655 |
| 80 |
2,397.25 |
2,168.75 |
228.50 |
9.7% |
16.00 |
0.7% |
77% |
False |
False |
257,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,442.00 |
|
2.618 |
2,407.75 |
|
1.618 |
2,386.75 |
|
1.000 |
2,373.75 |
|
0.618 |
2,365.75 |
|
HIGH |
2,352.75 |
|
0.618 |
2,344.75 |
|
0.500 |
2,342.25 |
|
0.382 |
2,339.75 |
|
LOW |
2,331.75 |
|
0.618 |
2,318.75 |
|
1.000 |
2,310.75 |
|
1.618 |
2,297.75 |
|
2.618 |
2,276.75 |
|
4.250 |
2,242.50 |
|
|
| Fisher Pivots for day following 24-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,344.00 |
2,344.50 |
| PP |
2,343.00 |
2,344.25 |
| S1 |
2,342.25 |
2,344.00 |
|