| Trading Metrics calculated at close of trading on 22-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2017 |
22-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
20,956.33 |
20,640.42 |
-315.91 |
-1.5% |
20,899.28 |
| High |
20,970.04 |
20,686.21 |
-283.83 |
-1.4% |
21,000.11 |
| Low |
20,653.26 |
20,578.95 |
-74.31 |
-0.4% |
20,786.31 |
| Close |
20,668.01 |
20,661.30 |
-6.71 |
0.0% |
20,914.62 |
| Range |
316.78 |
107.26 |
-209.52 |
-66.1% |
213.80 |
| ATR |
123.86 |
122.67 |
-1.19 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,963.93 |
20,919.88 |
20,720.29 |
|
| R3 |
20,856.67 |
20,812.62 |
20,690.80 |
|
| R2 |
20,749.41 |
20,749.41 |
20,680.96 |
|
| R1 |
20,705.36 |
20,705.36 |
20,671.13 |
20,727.39 |
| PP |
20,642.15 |
20,642.15 |
20,642.15 |
20,653.17 |
| S1 |
20,598.10 |
20,598.10 |
20,651.47 |
20,620.13 |
| S2 |
20,534.89 |
20,534.89 |
20,641.64 |
|
| S3 |
20,427.63 |
20,490.84 |
20,631.80 |
|
| S4 |
20,320.37 |
20,383.58 |
20,602.31 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,541.75 |
21,441.98 |
21,032.21 |
|
| R3 |
21,327.95 |
21,228.18 |
20,973.42 |
|
| R2 |
21,114.15 |
21,114.15 |
20,953.82 |
|
| R1 |
21,014.38 |
21,014.38 |
20,934.22 |
21,064.27 |
| PP |
20,900.35 |
20,900.35 |
20,900.35 |
20,925.29 |
| S1 |
20,800.58 |
20,800.58 |
20,895.02 |
20,850.47 |
| S2 |
20,686.55 |
20,686.55 |
20,875.42 |
|
| S3 |
20,472.75 |
20,586.78 |
20,855.83 |
|
| S4 |
20,258.95 |
20,372.98 |
20,797.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21,000.11 |
20,578.95 |
421.16 |
2.0% |
133.97 |
0.6% |
20% |
False |
True |
|
| 10 |
21,000.11 |
20,578.95 |
421.16 |
2.0% |
119.18 |
0.6% |
20% |
False |
True |
|
| 20 |
21,169.11 |
20,578.95 |
590.16 |
2.9% |
110.02 |
0.5% |
14% |
False |
True |
|
| 40 |
21,169.11 |
19,784.77 |
1,384.34 |
6.7% |
105.32 |
0.5% |
63% |
False |
False |
|
| 60 |
21,169.11 |
19,677.94 |
1,491.17 |
7.2% |
107.99 |
0.5% |
66% |
False |
False |
|
| 80 |
21,169.11 |
19,062.22 |
2,106.89 |
10.2% |
107.14 |
0.5% |
76% |
False |
False |
|
| 100 |
21,169.11 |
17,883.56 |
3,285.55 |
15.9% |
113.94 |
0.6% |
85% |
False |
False |
|
| 120 |
21,169.11 |
17,883.56 |
3,285.55 |
15.9% |
118.17 |
0.6% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,142.07 |
|
2.618 |
20,967.02 |
|
1.618 |
20,859.76 |
|
1.000 |
20,793.47 |
|
0.618 |
20,752.50 |
|
HIGH |
20,686.21 |
|
0.618 |
20,645.24 |
|
0.500 |
20,632.58 |
|
0.382 |
20,619.92 |
|
LOW |
20,578.95 |
|
0.618 |
20,512.66 |
|
1.000 |
20,471.69 |
|
1.618 |
20,405.40 |
|
2.618 |
20,298.14 |
|
4.250 |
20,123.10 |
|
|
| Fisher Pivots for day following 22-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
20,651.73 |
20,774.50 |
| PP |
20,642.15 |
20,736.76 |
| S1 |
20,632.58 |
20,699.03 |
|