| Trading Metrics calculated at close of trading on 03-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2017 |
03-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1,411.9 |
1,391.5 |
-20.4 |
-1.4% |
1,392.3 |
| High |
1,413.2 |
1,401.1 |
-12.1 |
-0.9% |
1,415.9 |
| Low |
1,392.0 |
1,385.5 |
-6.5 |
-0.5% |
1,381.4 |
| Close |
1,393.6 |
1,391.2 |
-2.4 |
-0.2% |
1,391.2 |
| Range |
21.2 |
15.6 |
-5.6 |
-26.4% |
34.5 |
| ATR |
19.2 |
18.9 |
-0.3 |
-1.3% |
0.0 |
| Volume |
146,214 |
143,407 |
-2,807 |
-1.9% |
779,533 |
|
| Daily Pivots for day following 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,439.5 |
1,431.0 |
1,399.8 |
|
| R3 |
1,423.8 |
1,415.3 |
1,395.5 |
|
| R2 |
1,408.3 |
1,408.3 |
1,394.0 |
|
| R1 |
1,399.8 |
1,399.8 |
1,392.8 |
1,396.3 |
| PP |
1,392.5 |
1,392.5 |
1,392.5 |
1,390.8 |
| S1 |
1,384.0 |
1,384.0 |
1,389.8 |
1,380.5 |
| S2 |
1,377.0 |
1,377.0 |
1,388.3 |
|
| S3 |
1,361.5 |
1,368.5 |
1,387.0 |
|
| S4 |
1,345.8 |
1,353.0 |
1,382.5 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,499.8 |
1,480.0 |
1,410.3 |
|
| R3 |
1,465.3 |
1,445.5 |
1,400.8 |
|
| R2 |
1,430.8 |
1,430.8 |
1,397.5 |
|
| R1 |
1,411.0 |
1,411.0 |
1,394.3 |
1,403.5 |
| PP |
1,396.3 |
1,396.3 |
1,396.3 |
1,392.5 |
| S1 |
1,376.5 |
1,376.5 |
1,388.0 |
1,369.0 |
| S2 |
1,361.8 |
1,361.8 |
1,385.0 |
|
| S3 |
1,327.3 |
1,342.0 |
1,381.8 |
|
| S4 |
1,292.8 |
1,307.5 |
1,372.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,415.9 |
1,381.4 |
34.5 |
2.5% |
22.0 |
1.6% |
28% |
False |
False |
155,906 |
| 10 |
1,415.9 |
1,379.8 |
36.1 |
2.6% |
18.8 |
1.3% |
32% |
False |
False |
133,288 |
| 20 |
1,415.9 |
1,346.1 |
69.8 |
5.0% |
18.5 |
1.3% |
65% |
False |
False |
131,688 |
| 40 |
1,415.9 |
1,339.0 |
76.9 |
5.5% |
18.5 |
1.3% |
68% |
False |
False |
136,289 |
| 60 |
1,415.9 |
1,330.0 |
85.9 |
6.2% |
18.8 |
1.3% |
71% |
False |
False |
136,100 |
| 80 |
1,415.9 |
1,122.9 |
293.0 |
21.1% |
18.5 |
1.3% |
92% |
False |
False |
102,122 |
| 100 |
1,415.9 |
1,122.9 |
293.0 |
21.1% |
16.3 |
1.2% |
92% |
False |
False |
81,700 |
| 120 |
1,415.9 |
1,122.9 |
293.0 |
21.1% |
14.3 |
1.0% |
92% |
False |
False |
68,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,467.5 |
|
2.618 |
1,442.0 |
|
1.618 |
1,426.3 |
|
1.000 |
1,416.8 |
|
0.618 |
1,410.8 |
|
HIGH |
1,401.0 |
|
0.618 |
1,395.3 |
|
0.500 |
1,393.3 |
|
0.382 |
1,391.5 |
|
LOW |
1,385.5 |
|
0.618 |
1,375.8 |
|
1.000 |
1,370.0 |
|
1.618 |
1,360.3 |
|
2.618 |
1,344.8 |
|
4.250 |
1,319.3 |
|
|
| Fisher Pivots for day following 03-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,393.3 |
1,400.5 |
| PP |
1,392.5 |
1,397.5 |
| S1 |
1,392.0 |
1,394.3 |
|