| Trading Metrics calculated at close of trading on 08-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2017 |
08-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1,381.8 |
1,371.0 |
-10.8 |
-0.8% |
1,392.3 |
| High |
1,384.7 |
1,382.6 |
-2.1 |
-0.2% |
1,415.9 |
| Low |
1,372.6 |
1,363.3 |
-9.3 |
-0.7% |
1,381.4 |
| Close |
1,373.3 |
1,364.3 |
-9.0 |
-0.7% |
1,391.2 |
| Range |
12.1 |
19.3 |
7.2 |
59.5% |
34.5 |
| ATR |
18.1 |
18.2 |
0.1 |
0.5% |
0.0 |
| Volume |
125,643 |
236,968 |
111,325 |
88.6% |
779,533 |
|
| Daily Pivots for day following 08-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,428.0 |
1,415.5 |
1,375.0 |
|
| R3 |
1,408.8 |
1,396.3 |
1,369.5 |
|
| R2 |
1,389.3 |
1,389.3 |
1,367.8 |
|
| R1 |
1,376.8 |
1,376.8 |
1,366.0 |
1,373.5 |
| PP |
1,370.0 |
1,370.0 |
1,370.0 |
1,368.5 |
| S1 |
1,357.5 |
1,357.5 |
1,362.5 |
1,354.3 |
| S2 |
1,350.8 |
1,350.8 |
1,360.8 |
|
| S3 |
1,331.5 |
1,338.3 |
1,359.0 |
|
| S4 |
1,312.3 |
1,319.0 |
1,353.8 |
|
|
| 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 |
1,413.2 |
1,363.3 |
49.9 |
3.7% |
16.5 |
1.2% |
2% |
False |
True |
153,710 |
| 10 |
1,415.9 |
1,363.3 |
52.6 |
3.9% |
19.3 |
1.4% |
2% |
False |
True |
150,760 |
| 20 |
1,415.9 |
1,346.1 |
69.8 |
5.1% |
17.8 |
1.3% |
26% |
False |
False |
136,030 |
| 40 |
1,415.9 |
1,339.0 |
76.9 |
5.6% |
18.5 |
1.4% |
33% |
False |
False |
138,842 |
| 60 |
1,415.9 |
1,339.0 |
76.9 |
5.6% |
18.3 |
1.3% |
33% |
False |
False |
140,168 |
| 80 |
1,415.9 |
1,250.4 |
165.5 |
12.1% |
17.8 |
1.3% |
69% |
False |
False |
108,101 |
| 100 |
1,415.9 |
1,122.9 |
293.0 |
21.5% |
16.5 |
1.2% |
82% |
False |
False |
86,489 |
| 120 |
1,415.9 |
1,122.9 |
293.0 |
21.5% |
14.8 |
1.1% |
82% |
False |
False |
72,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,464.5 |
|
2.618 |
1,433.3 |
|
1.618 |
1,413.8 |
|
1.000 |
1,402.0 |
|
0.618 |
1,394.5 |
|
HIGH |
1,382.5 |
|
0.618 |
1,375.3 |
|
0.500 |
1,373.0 |
|
0.382 |
1,370.8 |
|
LOW |
1,363.3 |
|
0.618 |
1,351.3 |
|
1.000 |
1,344.0 |
|
1.618 |
1,332.0 |
|
2.618 |
1,312.8 |
|
4.250 |
1,281.3 |
|
|
| Fisher Pivots for day following 08-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,373.0 |
1,376.8 |
| PP |
1,370.0 |
1,372.5 |
| S1 |
1,367.3 |
1,368.5 |
|