| Trading Metrics calculated at close of trading on 16-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2017 |
16-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
237.56 |
239.11 |
1.55 |
0.7% |
237.50 |
| High |
239.44 |
239.20 |
-0.24 |
-0.1% |
238.12 |
| Low |
237.29 |
238.10 |
0.81 |
0.3% |
235.74 |
| Close |
238.95 |
238.48 |
-0.47 |
-0.2% |
237.69 |
| Range |
2.15 |
1.10 |
-1.05 |
-48.8% |
2.38 |
| ATR |
1.47 |
1.44 |
-0.03 |
-1.8% |
0.00 |
| Volume |
96,081,696 |
78,343,904 |
-17,737,792 |
-18.5% |
371,339,408 |
|
| Daily Pivots for day following 16-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
241.89 |
241.29 |
239.09 |
|
| R3 |
240.79 |
240.19 |
238.78 |
|
| R2 |
239.69 |
239.69 |
238.68 |
|
| R1 |
239.09 |
239.09 |
238.58 |
238.84 |
| PP |
238.59 |
238.59 |
238.59 |
238.47 |
| S1 |
237.99 |
237.99 |
238.38 |
237.74 |
| S2 |
237.49 |
237.49 |
238.28 |
|
| S3 |
236.39 |
236.89 |
238.18 |
|
| S4 |
235.29 |
235.79 |
237.88 |
|
|
| 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 |
239.44 |
236.19 |
3.25 |
1.4% |
1.27 |
0.5% |
70% |
False |
False |
74,710,940 |
| 10 |
239.44 |
235.74 |
3.70 |
1.6% |
1.21 |
0.5% |
74% |
False |
False |
74,487,681 |
| 20 |
240.32 |
233.85 |
6.47 |
2.7% |
1.22 |
0.5% |
72% |
False |
False |
79,387,160 |
| 40 |
240.32 |
225.27 |
15.05 |
6.3% |
1.25 |
0.5% |
88% |
False |
False |
76,388,702 |
| 60 |
240.32 |
222.73 |
17.59 |
7.4% |
1.23 |
0.5% |
90% |
False |
False |
73,621,530 |
| 80 |
240.32 |
218.29 |
22.03 |
9.2% |
1.27 |
0.5% |
92% |
False |
False |
77,675,925 |
| 100 |
240.32 |
208.38 |
31.94 |
13.4% |
1.38 |
0.6% |
94% |
False |
False |
82,781,557 |
| 120 |
240.32 |
208.38 |
31.94 |
13.4% |
1.42 |
0.6% |
94% |
False |
False |
83,397,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
243.88 |
|
2.618 |
242.08 |
|
1.618 |
240.98 |
|
1.000 |
240.30 |
|
0.618 |
239.88 |
|
HIGH |
239.20 |
|
0.618 |
238.78 |
|
0.500 |
238.65 |
|
0.382 |
238.52 |
|
LOW |
238.10 |
|
0.618 |
237.42 |
|
1.000 |
237.00 |
|
1.618 |
236.32 |
|
2.618 |
235.22 |
|
4.250 |
233.43 |
|
|
| Fisher Pivots for day following 16-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
238.65 |
238.26 |
| PP |
238.59 |
238.04 |
| S1 |
238.54 |
237.82 |
|