| Trading Metrics calculated at close of trading on 29-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2017 |
29-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
2,340.50 |
2,353.00 |
12.50 |
0.5% |
2,373.75 |
| High |
2,360.50 |
2,359.75 |
-0.75 |
0.0% |
2,378.75 |
| Low |
2,333.50 |
2,348.75 |
15.25 |
0.7% |
2,331.75 |
| Close |
2,351.50 |
2,357.00 |
5.50 |
0.2% |
2,344.75 |
| Range |
27.00 |
11.00 |
-16.00 |
-59.3% |
47.00 |
| ATR |
18.39 |
17.86 |
-0.53 |
-2.9% |
0.00 |
| Volume |
1,623,900 |
1,154,538 |
-469,362 |
-28.9% |
8,759,290 |
|
| Daily Pivots for day following 29-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,388.25 |
2,383.50 |
2,363.00 |
|
| R3 |
2,377.25 |
2,372.50 |
2,360.00 |
|
| R2 |
2,366.25 |
2,366.25 |
2,359.00 |
|
| R1 |
2,361.50 |
2,361.50 |
2,358.00 |
2,364.00 |
| PP |
2,355.25 |
2,355.25 |
2,355.25 |
2,356.25 |
| S1 |
2,350.50 |
2,350.50 |
2,356.00 |
2,353.00 |
| S2 |
2,344.25 |
2,344.25 |
2,355.00 |
|
| S3 |
2,333.25 |
2,339.50 |
2,354.00 |
|
| S4 |
2,322.25 |
2,328.50 |
2,351.00 |
|
|
| 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 |
2,360.50 |
2,317.75 |
42.75 |
1.8% |
20.00 |
0.9% |
92% |
False |
False |
1,524,894 |
| 10 |
2,388.75 |
2,317.75 |
71.00 |
3.0% |
19.25 |
0.8% |
55% |
False |
False |
1,604,539 |
| 20 |
2,390.75 |
2,317.75 |
73.00 |
3.1% |
16.75 |
0.7% |
54% |
False |
False |
1,232,336 |
| 40 |
2,397.25 |
2,259.50 |
137.75 |
5.8% |
16.25 |
0.7% |
71% |
False |
False |
622,147 |
| 60 |
2,397.25 |
2,234.00 |
163.25 |
6.9% |
16.00 |
0.7% |
75% |
False |
False |
415,775 |
| 80 |
2,397.25 |
2,168.75 |
228.50 |
9.7% |
16.25 |
0.7% |
82% |
False |
False |
312,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,406.50 |
|
2.618 |
2,388.50 |
|
1.618 |
2,377.50 |
|
1.000 |
2,370.75 |
|
0.618 |
2,366.50 |
|
HIGH |
2,359.75 |
|
0.618 |
2,355.50 |
|
0.500 |
2,354.25 |
|
0.382 |
2,353.00 |
|
LOW |
2,348.75 |
|
0.618 |
2,342.00 |
|
1.000 |
2,337.75 |
|
1.618 |
2,331.00 |
|
2.618 |
2,320.00 |
|
4.250 |
2,302.00 |
|
|
| Fisher Pivots for day following 29-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,356.00 |
2,351.00 |
| PP |
2,355.25 |
2,345.00 |
| S1 |
2,354.25 |
2,339.00 |
|