| Trading Metrics calculated at close of trading on 21-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2017 |
21-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
237.03 |
237.47 |
0.44 |
0.2% |
237.62 |
| High |
237.36 |
237.61 |
0.25 |
0.1% |
239.44 |
| Low |
236.32 |
233.58 |
-2.74 |
-1.2% |
236.19 |
| Close |
236.77 |
233.73 |
-3.04 |
-1.3% |
237.03 |
| Range |
1.04 |
4.03 |
2.99 |
287.5% |
3.25 |
| ATR |
1.41 |
1.60 |
0.19 |
13.2% |
0.00 |
| Volume |
52,536,900 |
131,809,200 |
79,272,300 |
150.9% |
380,565,196 |
|
| Daily Pivots for day following 21-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
247.06 |
244.43 |
235.95 |
|
| R3 |
243.03 |
240.40 |
234.84 |
|
| R2 |
239.00 |
239.00 |
234.47 |
|
| R1 |
236.37 |
236.37 |
234.10 |
235.67 |
| PP |
234.97 |
234.97 |
234.97 |
234.63 |
| S1 |
232.34 |
232.34 |
233.36 |
231.64 |
| S2 |
230.94 |
230.94 |
232.99 |
|
| S3 |
226.91 |
228.31 |
232.62 |
|
| S4 |
222.88 |
224.28 |
231.51 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
247.30 |
245.42 |
238.82 |
|
| R3 |
244.05 |
242.17 |
237.92 |
|
| R2 |
240.80 |
240.80 |
237.63 |
|
| R1 |
238.92 |
238.92 |
237.33 |
238.24 |
| PP |
237.55 |
237.55 |
237.55 |
237.21 |
| S1 |
235.67 |
235.67 |
236.73 |
234.99 |
| S2 |
234.30 |
234.30 |
236.43 |
|
| S3 |
231.05 |
232.42 |
236.14 |
|
| S4 |
227.80 |
229.17 |
235.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
239.44 |
233.58 |
5.86 |
2.5% |
1.85 |
0.8% |
3% |
False |
True |
89,554,759 |
| 10 |
239.44 |
233.58 |
5.86 |
2.5% |
1.51 |
0.6% |
3% |
False |
True |
81,575,550 |
| 20 |
240.32 |
233.58 |
6.74 |
2.9% |
1.34 |
0.6% |
2% |
False |
True |
80,510,945 |
| 40 |
240.32 |
226.27 |
14.05 |
6.0% |
1.29 |
0.6% |
53% |
False |
False |
76,451,435 |
| 60 |
240.32 |
222.73 |
17.59 |
7.5% |
1.29 |
0.6% |
63% |
False |
False |
74,042,518 |
| 80 |
240.32 |
219.15 |
21.17 |
9.1% |
1.31 |
0.6% |
69% |
False |
False |
78,266,562 |
| 100 |
240.32 |
208.38 |
31.94 |
13.7% |
1.41 |
0.6% |
79% |
False |
False |
83,357,261 |
| 120 |
240.32 |
208.38 |
31.94 |
13.7% |
1.43 |
0.6% |
79% |
False |
False |
83,659,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
254.74 |
|
2.618 |
248.16 |
|
1.618 |
244.13 |
|
1.000 |
241.64 |
|
0.618 |
240.10 |
|
HIGH |
237.61 |
|
0.618 |
236.07 |
|
0.500 |
235.60 |
|
0.382 |
235.12 |
|
LOW |
233.58 |
|
0.618 |
231.09 |
|
1.000 |
229.55 |
|
1.618 |
227.06 |
|
2.618 |
223.03 |
|
4.250 |
216.45 |
|
|
| Fisher Pivots for day following 21-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
235.60 |
235.78 |
| PP |
234.97 |
235.09 |
| S1 |
234.35 |
234.41 |
|