| Trading Metrics calculated at close of trading on 17-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2017 |
17-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
19,450 |
19,415 |
-35 |
-0.2% |
19,520 |
| High |
19,595 |
19,475 |
-120 |
-0.6% |
19,665 |
| Low |
19,375 |
19,330 |
-45 |
-0.2% |
19,330 |
| Close |
19,405 |
19,360 |
-45 |
-0.2% |
19,360 |
| Range |
220 |
145 |
-75 |
-34.1% |
335 |
| ATR |
221 |
216 |
-5 |
-2.5% |
0 |
| Volume |
12,549 |
9,692 |
-2,857 |
-22.8% |
42,042 |
|
| Daily Pivots for day following 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,823 |
19,737 |
19,440 |
|
| R3 |
19,678 |
19,592 |
19,400 |
|
| R2 |
19,533 |
19,533 |
19,387 |
|
| R1 |
19,447 |
19,447 |
19,373 |
19,418 |
| PP |
19,388 |
19,388 |
19,388 |
19,374 |
| S1 |
19,302 |
19,302 |
19,347 |
19,273 |
| S2 |
19,243 |
19,243 |
19,334 |
|
| S3 |
19,098 |
19,157 |
19,320 |
|
| S4 |
18,953 |
19,012 |
19,280 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,457 |
20,243 |
19,544 |
|
| R3 |
20,122 |
19,908 |
19,452 |
|
| R2 |
19,787 |
19,787 |
19,422 |
|
| R1 |
19,573 |
19,573 |
19,391 |
19,513 |
| PP |
19,452 |
19,452 |
19,452 |
19,421 |
| S1 |
19,238 |
19,238 |
19,329 |
19,178 |
| S2 |
19,117 |
19,117 |
19,299 |
|
| S3 |
18,782 |
18,903 |
19,268 |
|
| S4 |
18,447 |
18,568 |
19,176 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,665 |
19,330 |
335 |
1.7% |
174 |
0.9% |
9% |
False |
True |
8,408 |
| 10 |
19,665 |
19,145 |
520 |
2.7% |
187 |
1.0% |
41% |
False |
False |
11,165 |
| 20 |
19,665 |
18,960 |
705 |
3.6% |
216 |
1.1% |
57% |
False |
False |
5,840 |
| 40 |
19,665 |
18,770 |
895 |
4.6% |
221 |
1.1% |
66% |
False |
False |
2,933 |
| 60 |
19,665 |
18,645 |
1,020 |
5.3% |
207 |
1.1% |
70% |
False |
False |
1,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,091 |
|
2.618 |
19,855 |
|
1.618 |
19,710 |
|
1.000 |
19,620 |
|
0.618 |
19,565 |
|
HIGH |
19,475 |
|
0.618 |
19,420 |
|
0.500 |
19,403 |
|
0.382 |
19,386 |
|
LOW |
19,330 |
|
0.618 |
19,241 |
|
1.000 |
19,185 |
|
1.618 |
19,096 |
|
2.618 |
18,951 |
|
4.250 |
18,714 |
|
|
| Fisher Pivots for day following 17-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
19,403 |
19,463 |
| PP |
19,388 |
19,428 |
| S1 |
19,374 |
19,394 |
|