| Trading Metrics calculated at close of trading on 09-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2017 |
09-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1,371.0 |
1,364.4 |
-6.6 |
-0.5% |
1,392.3 |
| High |
1,382.6 |
1,371.1 |
-11.5 |
-0.8% |
1,415.9 |
| Low |
1,363.3 |
1,355.0 |
-8.3 |
-0.6% |
1,381.4 |
| Close |
1,364.3 |
1,358.9 |
-5.4 |
-0.4% |
1,391.2 |
| Range |
19.3 |
16.1 |
-3.2 |
-16.6% |
34.5 |
| ATR |
18.2 |
18.1 |
-0.2 |
-0.8% |
0.0 |
| Volume |
236,968 |
238,717 |
1,749 |
0.7% |
779,533 |
|
| Daily Pivots for day following 09-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,410.0 |
1,400.5 |
1,367.8 |
|
| R3 |
1,393.8 |
1,384.5 |
1,363.3 |
|
| R2 |
1,377.8 |
1,377.8 |
1,361.8 |
|
| R1 |
1,368.3 |
1,368.3 |
1,360.5 |
1,365.0 |
| PP |
1,361.8 |
1,361.8 |
1,361.8 |
1,360.0 |
| S1 |
1,352.3 |
1,352.3 |
1,357.5 |
1,349.0 |
| S2 |
1,345.5 |
1,345.5 |
1,356.0 |
|
| S3 |
1,329.5 |
1,336.3 |
1,354.5 |
|
| S4 |
1,313.3 |
1,320.0 |
1,350.0 |
|
|
| 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 |
1,401.1 |
1,355.0 |
46.1 |
3.4% |
15.5 |
1.1% |
8% |
False |
True |
172,210 |
| 10 |
1,415.9 |
1,355.0 |
60.9 |
4.5% |
18.5 |
1.4% |
6% |
False |
True |
160,956 |
| 20 |
1,415.9 |
1,354.6 |
61.3 |
4.5% |
17.8 |
1.3% |
7% |
False |
False |
139,322 |
| 40 |
1,415.9 |
1,339.0 |
76.9 |
5.7% |
18.3 |
1.3% |
26% |
False |
False |
141,446 |
| 60 |
1,415.9 |
1,339.0 |
76.9 |
5.7% |
18.5 |
1.4% |
26% |
False |
False |
140,556 |
| 80 |
1,415.9 |
1,276.0 |
139.9 |
10.3% |
17.5 |
1.3% |
59% |
False |
False |
111,085 |
| 100 |
1,415.9 |
1,122.9 |
293.0 |
21.6% |
16.5 |
1.2% |
81% |
False |
False |
88,876 |
| 120 |
1,415.9 |
1,122.9 |
293.0 |
21.6% |
14.8 |
1.1% |
81% |
False |
False |
74,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,439.5 |
|
2.618 |
1,413.3 |
|
1.618 |
1,397.3 |
|
1.000 |
1,387.3 |
|
0.618 |
1,381.0 |
|
HIGH |
1,371.0 |
|
0.618 |
1,365.0 |
|
0.500 |
1,363.0 |
|
0.382 |
1,361.3 |
|
LOW |
1,355.0 |
|
0.618 |
1,345.0 |
|
1.000 |
1,339.0 |
|
1.618 |
1,329.0 |
|
2.618 |
1,312.8 |
|
4.250 |
1,286.5 |
|
|
| Fisher Pivots for day following 09-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,363.0 |
1,369.8 |
| PP |
1,361.8 |
1,366.3 |
| S1 |
1,360.3 |
1,362.5 |
|