| Trading Metrics calculated at close of trading on 10-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2017 |
10-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
236.70 |
237.97 |
1.27 |
0.5% |
237.50 |
| High |
237.24 |
238.02 |
0.78 |
0.3% |
238.12 |
| Low |
235.74 |
236.59 |
0.85 |
0.4% |
235.74 |
| Close |
236.86 |
237.69 |
0.83 |
0.4% |
237.69 |
| Range |
1.50 |
1.43 |
-0.07 |
-4.7% |
2.38 |
| ATR |
1.42 |
1.42 |
0.00 |
0.0% |
0.00 |
| Volume |
90,683,904 |
81,991,600 |
-8,692,304 |
-9.6% |
371,339,408 |
|
| Daily Pivots for day following 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
241.72 |
241.14 |
238.48 |
|
| R3 |
240.29 |
239.71 |
238.08 |
|
| R2 |
238.86 |
238.86 |
237.95 |
|
| R1 |
238.28 |
238.28 |
237.82 |
237.86 |
| PP |
237.43 |
237.43 |
237.43 |
237.22 |
| S1 |
236.85 |
236.85 |
237.56 |
236.43 |
| S2 |
236.00 |
236.00 |
237.43 |
|
| S3 |
234.57 |
235.42 |
237.30 |
|
| S4 |
233.14 |
233.99 |
236.90 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
244.32 |
243.39 |
239.00 |
|
| R3 |
241.94 |
241.01 |
238.34 |
|
| R2 |
239.56 |
239.56 |
238.13 |
|
| R1 |
238.63 |
238.63 |
237.91 |
239.10 |
| PP |
237.18 |
237.18 |
237.18 |
237.42 |
| S1 |
236.25 |
236.25 |
237.47 |
236.72 |
| S2 |
234.80 |
234.80 |
237.25 |
|
| S3 |
232.42 |
233.87 |
237.04 |
|
| S4 |
230.04 |
231.49 |
236.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
238.12 |
235.74 |
2.38 |
1.0% |
1.26 |
0.5% |
82% |
False |
False |
74,267,881 |
| 10 |
240.32 |
235.74 |
4.58 |
1.9% |
1.24 |
0.5% |
43% |
False |
False |
82,619,501 |
| 20 |
240.32 |
230.62 |
9.70 |
4.1% |
1.25 |
0.5% |
73% |
False |
False |
78,763,630 |
| 40 |
240.32 |
224.96 |
15.36 |
6.5% |
1.24 |
0.5% |
83% |
False |
False |
75,371,250 |
| 60 |
240.32 |
222.73 |
17.59 |
7.4% |
1.28 |
0.5% |
85% |
False |
False |
77,668,341 |
| 80 |
240.32 |
215.72 |
24.60 |
10.3% |
1.27 |
0.5% |
89% |
False |
False |
78,051,975 |
| 100 |
240.32 |
208.38 |
31.94 |
13.4% |
1.38 |
0.6% |
92% |
False |
False |
82,618,968 |
| 120 |
240.32 |
208.38 |
31.94 |
13.4% |
1.43 |
0.6% |
92% |
False |
False |
83,773,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
244.10 |
|
2.618 |
241.76 |
|
1.618 |
240.33 |
|
1.000 |
239.45 |
|
0.618 |
238.90 |
|
HIGH |
238.02 |
|
0.618 |
237.47 |
|
0.500 |
237.31 |
|
0.382 |
237.14 |
|
LOW |
236.59 |
|
0.618 |
235.71 |
|
1.000 |
235.16 |
|
1.618 |
234.28 |
|
2.618 |
232.85 |
|
4.250 |
230.51 |
|
|
| Fisher Pivots for day following 10-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
237.56 |
237.42 |
| PP |
237.43 |
237.15 |
| S1 |
237.31 |
236.88 |
|