| Trading Metrics calculated at close of trading on 06-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2017 |
06-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
2,379.75 |
2,380.25 |
0.50 |
0.0% |
2,362.75 |
| High |
2,383.25 |
2,380.75 |
-2.50 |
-0.1% |
2,401.00 |
| Low |
2,373.75 |
2,367.00 |
-6.75 |
-0.3% |
2,357.50 |
| Close |
2,381.25 |
2,375.50 |
-5.75 |
-0.2% |
2,381.25 |
| Range |
9.50 |
13.75 |
4.25 |
44.7% |
43.50 |
| ATR |
15.96 |
15.84 |
-0.12 |
-0.8% |
0.00 |
| Volume |
1,357,594 |
1,376,883 |
19,289 |
1.4% |
8,041,264 |
|
| Daily Pivots for day following 06-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,415.75 |
2,409.25 |
2,383.00 |
|
| R3 |
2,402.00 |
2,395.50 |
2,379.25 |
|
| R2 |
2,388.25 |
2,388.25 |
2,378.00 |
|
| R1 |
2,381.75 |
2,381.75 |
2,376.75 |
2,378.00 |
| PP |
2,374.50 |
2,374.50 |
2,374.50 |
2,372.50 |
| S1 |
2,368.00 |
2,368.00 |
2,374.25 |
2,364.50 |
| S2 |
2,360.75 |
2,360.75 |
2,373.00 |
|
| S3 |
2,347.00 |
2,354.25 |
2,371.75 |
|
| S4 |
2,333.25 |
2,340.50 |
2,368.00 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,510.50 |
2,489.25 |
2,405.25 |
|
| R3 |
2,467.00 |
2,445.75 |
2,393.25 |
|
| R2 |
2,423.50 |
2,423.50 |
2,389.25 |
|
| R1 |
2,402.25 |
2,402.25 |
2,385.25 |
2,413.00 |
| PP |
2,380.00 |
2,380.00 |
2,380.00 |
2,385.25 |
| S1 |
2,358.75 |
2,358.75 |
2,377.25 |
2,369.50 |
| S2 |
2,336.50 |
2,336.50 |
2,373.25 |
|
| S3 |
2,293.00 |
2,315.25 |
2,369.25 |
|
| S4 |
2,249.50 |
2,271.75 |
2,357.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,401.00 |
2,357.50 |
43.50 |
1.8% |
17.75 |
0.7% |
41% |
False |
False |
1,652,314 |
| 10 |
2,401.00 |
2,346.00 |
55.00 |
2.3% |
15.75 |
0.7% |
54% |
False |
False |
1,548,152 |
| 20 |
2,401.00 |
2,281.00 |
120.00 |
5.1% |
15.00 |
0.6% |
79% |
False |
False |
1,446,675 |
| 40 |
2,401.00 |
2,248.50 |
152.50 |
6.4% |
15.50 |
0.7% |
83% |
False |
False |
1,434,513 |
| 60 |
2,401.00 |
2,201.50 |
199.50 |
8.4% |
16.00 |
0.7% |
87% |
False |
False |
1,366,041 |
| 80 |
2,401.00 |
2,023.00 |
378.00 |
15.9% |
17.75 |
0.7% |
93% |
False |
False |
1,029,035 |
| 100 |
2,401.00 |
2,023.00 |
378.00 |
15.9% |
18.25 |
0.8% |
93% |
False |
False |
823,843 |
| 120 |
2,401.00 |
2,023.00 |
378.00 |
15.9% |
18.75 |
0.8% |
93% |
False |
False |
686,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,439.25 |
|
2.618 |
2,416.75 |
|
1.618 |
2,403.00 |
|
1.000 |
2,394.50 |
|
0.618 |
2,389.25 |
|
HIGH |
2,380.75 |
|
0.618 |
2,375.50 |
|
0.500 |
2,374.00 |
|
0.382 |
2,372.25 |
|
LOW |
2,367.00 |
|
0.618 |
2,358.50 |
|
1.000 |
2,353.25 |
|
1.618 |
2,344.75 |
|
2.618 |
2,331.00 |
|
4.250 |
2,308.50 |
|
|
| Fisher Pivots for day following 06-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,375.00 |
2,380.50 |
| PP |
2,374.50 |
2,379.00 |
| S1 |
2,374.00 |
2,377.25 |
|