| Trading Metrics calculated at close of trading on 31-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2017 |
31-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
2,357.00 |
2,365.50 |
8.50 |
0.4% |
2,337.00 |
| High |
2,366.75 |
2,366.75 |
0.00 |
0.0% |
2,366.75 |
| Low |
2,353.25 |
2,356.75 |
3.50 |
0.1% |
2,317.75 |
| Close |
2,364.50 |
2,359.25 |
-5.25 |
-0.2% |
2,359.25 |
| Range |
13.50 |
10.00 |
-3.50 |
-25.9% |
49.00 |
| ATR |
17.55 |
17.01 |
-0.54 |
-3.1% |
0.00 |
| Volume |
1,164,616 |
1,568,884 |
404,268 |
34.7% |
7,126,171 |
|
| Daily Pivots for day following 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,391.00 |
2,385.00 |
2,364.75 |
|
| R3 |
2,381.00 |
2,375.00 |
2,362.00 |
|
| R2 |
2,371.00 |
2,371.00 |
2,361.00 |
|
| R1 |
2,365.00 |
2,365.00 |
2,360.25 |
2,363.00 |
| PP |
2,361.00 |
2,361.00 |
2,361.00 |
2,360.00 |
| S1 |
2,355.00 |
2,355.00 |
2,358.25 |
2,353.00 |
| S2 |
2,351.00 |
2,351.00 |
2,357.50 |
|
| S3 |
2,341.00 |
2,345.00 |
2,356.50 |
|
| S4 |
2,331.00 |
2,335.00 |
2,353.75 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,495.00 |
2,476.00 |
2,386.25 |
|
| R3 |
2,446.00 |
2,427.00 |
2,372.75 |
|
| R2 |
2,397.00 |
2,397.00 |
2,368.25 |
|
| R1 |
2,378.00 |
2,378.00 |
2,363.75 |
2,387.50 |
| PP |
2,348.00 |
2,348.00 |
2,348.00 |
2,352.50 |
| S1 |
2,329.00 |
2,329.00 |
2,354.75 |
2,338.50 |
| S2 |
2,299.00 |
2,299.00 |
2,350.25 |
|
| S3 |
2,250.00 |
2,280.00 |
2,345.75 |
|
| S4 |
2,201.00 |
2,231.00 |
2,332.25 |
|
|
| 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% |
17.00 |
0.7% |
85% |
True |
False |
1,425,234 |
| 10 |
2,378.75 |
2,317.75 |
61.00 |
2.6% |
19.25 |
0.8% |
68% |
False |
False |
1,588,546 |
| 20 |
2,388.75 |
2,317.75 |
71.00 |
3.0% |
16.75 |
0.7% |
58% |
False |
False |
1,366,312 |
| 40 |
2,397.25 |
2,265.75 |
131.50 |
5.6% |
16.00 |
0.7% |
71% |
False |
False |
690,331 |
| 60 |
2,397.25 |
2,243.00 |
154.25 |
6.5% |
15.75 |
0.7% |
75% |
False |
False |
461,244 |
| 80 |
2,397.25 |
2,190.00 |
207.25 |
8.8% |
16.00 |
0.7% |
82% |
False |
False |
346,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,409.25 |
|
2.618 |
2,393.00 |
|
1.618 |
2,383.00 |
|
1.000 |
2,376.75 |
|
0.618 |
2,373.00 |
|
HIGH |
2,366.75 |
|
0.618 |
2,363.00 |
|
0.500 |
2,361.75 |
|
0.382 |
2,360.50 |
|
LOW |
2,356.75 |
|
0.618 |
2,350.50 |
|
1.000 |
2,346.75 |
|
1.618 |
2,340.50 |
|
2.618 |
2,330.50 |
|
4.250 |
2,314.25 |
|
|
| Fisher Pivots for day following 31-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,361.75 |
2,358.75 |
| PP |
2,361.00 |
2,358.25 |
| S1 |
2,360.00 |
2,357.75 |
|