| 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 |
235.47 |
235.90 |
0.43 |
0.2% |
231.93 |
| High |
236.52 |
236.51 |
-0.01 |
0.0% |
236.52 |
| Low |
235.27 |
235.68 |
0.41 |
0.2% |
231.61 |
| Close |
236.29 |
235.74 |
-0.55 |
-0.2% |
235.74 |
| Range |
1.25 |
0.83 |
-0.42 |
-33.6% |
4.91 |
| ATR |
1.68 |
1.62 |
-0.06 |
-3.6% |
0.00 |
| Volume |
56,737,800 |
73,733,000 |
16,995,200 |
30.0% |
373,359,404 |
|
| Daily Pivots for day following 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
238.47 |
237.93 |
236.20 |
|
| R3 |
237.64 |
237.10 |
235.97 |
|
| R2 |
236.81 |
236.81 |
235.89 |
|
| R1 |
236.27 |
236.27 |
235.82 |
236.13 |
| PP |
235.98 |
235.98 |
235.98 |
235.90 |
| S1 |
235.44 |
235.44 |
235.66 |
235.30 |
| S2 |
235.15 |
235.15 |
235.59 |
|
| S3 |
234.32 |
234.61 |
235.51 |
|
| S4 |
233.49 |
233.78 |
235.28 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
249.35 |
247.46 |
238.44 |
|
| R3 |
244.44 |
242.55 |
237.09 |
|
| R2 |
239.53 |
239.53 |
236.64 |
|
| R1 |
237.64 |
237.64 |
236.19 |
238.59 |
| PP |
234.62 |
234.62 |
234.62 |
235.10 |
| S1 |
232.73 |
232.73 |
235.29 |
233.68 |
| S2 |
229.71 |
229.71 |
234.84 |
|
| S3 |
224.80 |
227.82 |
234.39 |
|
| S4 |
219.89 |
222.91 |
233.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
236.52 |
231.61 |
4.91 |
2.1% |
1.63 |
0.7% |
84% |
False |
False |
74,671,880 |
| 10 |
237.61 |
231.61 |
6.00 |
2.5% |
1.86 |
0.8% |
69% |
False |
False |
86,818,970 |
| 20 |
239.44 |
231.61 |
7.83 |
3.3% |
1.54 |
0.7% |
53% |
False |
False |
81,004,715 |
| 40 |
240.32 |
228.31 |
12.01 |
5.1% |
1.37 |
0.6% |
62% |
False |
False |
78,445,830 |
| 60 |
240.32 |
224.96 |
15.36 |
6.5% |
1.34 |
0.6% |
70% |
False |
False |
76,648,422 |
| 80 |
240.32 |
220.66 |
19.66 |
8.3% |
1.36 |
0.6% |
77% |
False |
False |
79,615,085 |
| 100 |
240.32 |
211.30 |
29.02 |
12.3% |
1.40 |
0.6% |
84% |
False |
False |
82,405,746 |
| 120 |
240.32 |
208.38 |
31.94 |
13.5% |
1.43 |
0.6% |
86% |
False |
False |
83,012,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
240.04 |
|
2.618 |
238.68 |
|
1.618 |
237.85 |
|
1.000 |
237.34 |
|
0.618 |
237.02 |
|
HIGH |
236.51 |
|
0.618 |
236.19 |
|
0.500 |
236.10 |
|
0.382 |
236.00 |
|
LOW |
235.68 |
|
0.618 |
235.17 |
|
1.000 |
234.85 |
|
1.618 |
234.34 |
|
2.618 |
233.51 |
|
4.250 |
232.15 |
|
|
| Fisher Pivots for day following 31-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
236.10 |
235.70 |
| PP |
235.98 |
235.66 |
| S1 |
235.86 |
235.63 |
|