| Trading Metrics calculated at close of trading on 30-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2017 |
30-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
2,353.00 |
2,357.00 |
4.00 |
0.2% |
2,373.75 |
| High |
2,359.75 |
2,366.75 |
7.00 |
0.3% |
2,378.75 |
| Low |
2,348.75 |
2,353.25 |
4.50 |
0.2% |
2,331.75 |
| Close |
2,357.00 |
2,364.50 |
7.50 |
0.3% |
2,344.75 |
| Range |
11.00 |
13.50 |
2.50 |
22.7% |
47.00 |
| ATR |
17.86 |
17.55 |
-0.31 |
-1.7% |
0.00 |
| Volume |
1,154,538 |
1,164,616 |
10,078 |
0.9% |
8,759,290 |
|
| Daily Pivots for day following 30-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,402.00 |
2,396.75 |
2,372.00 |
|
| R3 |
2,388.50 |
2,383.25 |
2,368.25 |
|
| R2 |
2,375.00 |
2,375.00 |
2,367.00 |
|
| R1 |
2,369.75 |
2,369.75 |
2,365.75 |
2,372.50 |
| PP |
2,361.50 |
2,361.50 |
2,361.50 |
2,362.75 |
| S1 |
2,356.25 |
2,356.25 |
2,363.25 |
2,359.00 |
| S2 |
2,348.00 |
2,348.00 |
2,362.00 |
|
| S3 |
2,334.50 |
2,342.75 |
2,360.75 |
|
| S4 |
2,321.00 |
2,329.25 |
2,357.00 |
|
|
| 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 |
2,366.75 |
2,317.75 |
49.00 |
2.1% |
19.25 |
0.8% |
95% |
True |
False |
1,431,512 |
| 10 |
2,382.25 |
2,317.75 |
64.50 |
2.7% |
19.00 |
0.8% |
72% |
False |
False |
1,559,393 |
| 20 |
2,388.75 |
2,317.75 |
71.00 |
3.0% |
16.75 |
0.7% |
66% |
False |
False |
1,289,321 |
| 40 |
2,397.25 |
2,259.50 |
137.75 |
5.8% |
16.25 |
0.7% |
76% |
False |
False |
651,191 |
| 60 |
2,397.25 |
2,243.00 |
154.25 |
6.5% |
15.75 |
0.7% |
79% |
False |
False |
435,147 |
| 80 |
2,397.25 |
2,168.75 |
228.50 |
9.7% |
16.25 |
0.7% |
86% |
False |
False |
326,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,424.00 |
|
2.618 |
2,402.00 |
|
1.618 |
2,388.50 |
|
1.000 |
2,380.25 |
|
0.618 |
2,375.00 |
|
HIGH |
2,366.75 |
|
0.618 |
2,361.50 |
|
0.500 |
2,360.00 |
|
0.382 |
2,358.50 |
|
LOW |
2,353.25 |
|
0.618 |
2,345.00 |
|
1.000 |
2,339.75 |
|
1.618 |
2,331.50 |
|
2.618 |
2,318.00 |
|
4.250 |
2,296.00 |
|
|
| Fisher Pivots for day following 30-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,363.00 |
2,359.75 |
| PP |
2,361.50 |
2,355.00 |
| S1 |
2,360.00 |
2,350.00 |
|