| Trading Metrics calculated at close of trading on 10-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2017 |
10-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1,364.4 |
1,361.6 |
-2.8 |
-0.2% |
1,389.8 |
| High |
1,371.1 |
1,371.9 |
0.8 |
0.1% |
1,390.2 |
| Low |
1,355.0 |
1,354.6 |
-0.4 |
0.0% |
1,354.6 |
| Close |
1,358.9 |
1,363.5 |
4.6 |
0.3% |
1,363.5 |
| Range |
16.1 |
17.3 |
1.2 |
7.5% |
35.6 |
| ATR |
18.1 |
18.0 |
-0.1 |
-0.3% |
0.0 |
| Volume |
238,717 |
202,942 |
-35,775 |
-15.0% |
920,589 |
|
| Daily Pivots for day following 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,415.3 |
1,406.8 |
1,373.0 |
|
| R3 |
1,398.0 |
1,389.3 |
1,368.3 |
|
| R2 |
1,380.8 |
1,380.8 |
1,366.8 |
|
| R1 |
1,372.0 |
1,372.0 |
1,365.0 |
1,376.3 |
| PP |
1,363.3 |
1,363.3 |
1,363.3 |
1,365.5 |
| S1 |
1,354.8 |
1,354.8 |
1,362.0 |
1,359.0 |
| S2 |
1,346.0 |
1,346.0 |
1,360.3 |
|
| S3 |
1,328.8 |
1,337.5 |
1,358.8 |
|
| S4 |
1,311.5 |
1,320.3 |
1,354.0 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,476.3 |
1,455.5 |
1,383.0 |
|
| R3 |
1,440.8 |
1,419.8 |
1,373.3 |
|
| R2 |
1,405.0 |
1,405.0 |
1,370.0 |
|
| R1 |
1,384.3 |
1,384.3 |
1,366.8 |
1,376.8 |
| PP |
1,369.5 |
1,369.5 |
1,369.5 |
1,365.8 |
| S1 |
1,348.8 |
1,348.8 |
1,360.3 |
1,341.3 |
| S2 |
1,333.8 |
1,333.8 |
1,357.0 |
|
| S3 |
1,298.3 |
1,313.0 |
1,353.8 |
|
| S4 |
1,262.8 |
1,277.5 |
1,344.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,390.2 |
1,354.6 |
35.6 |
2.6% |
15.8 |
1.2% |
25% |
False |
True |
184,117 |
| 10 |
1,415.9 |
1,354.6 |
61.3 |
4.5% |
18.8 |
1.4% |
15% |
False |
True |
170,012 |
| 20 |
1,415.9 |
1,354.6 |
61.3 |
4.5% |
17.3 |
1.3% |
15% |
False |
True |
142,272 |
| 40 |
1,415.9 |
1,339.0 |
76.9 |
5.6% |
18.5 |
1.3% |
32% |
False |
False |
142,228 |
| 60 |
1,415.9 |
1,339.0 |
76.9 |
5.6% |
18.3 |
1.3% |
32% |
False |
False |
139,330 |
| 80 |
1,415.9 |
1,286.0 |
129.9 |
9.5% |
17.5 |
1.3% |
60% |
False |
False |
113,620 |
| 100 |
1,415.9 |
1,122.9 |
293.0 |
21.5% |
16.8 |
1.2% |
82% |
False |
False |
90,905 |
| 120 |
1,415.9 |
1,122.9 |
293.0 |
21.5% |
15.0 |
1.1% |
82% |
False |
False |
75,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,445.5 |
|
2.618 |
1,417.3 |
|
1.618 |
1,400.0 |
|
1.000 |
1,389.3 |
|
0.618 |
1,382.5 |
|
HIGH |
1,372.0 |
|
0.618 |
1,365.3 |
|
0.500 |
1,363.3 |
|
0.382 |
1,361.3 |
|
LOW |
1,354.5 |
|
0.618 |
1,344.0 |
|
1.000 |
1,337.3 |
|
1.618 |
1,326.5 |
|
2.618 |
1,309.3 |
|
4.250 |
1,281.0 |
|
|
| Fisher Pivots for day following 10-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,363.5 |
1,368.5 |
| PP |
1,363.3 |
1,367.0 |
| S1 |
1,363.3 |
1,365.3 |
|