| Trading Metrics calculated at close of trading on 07-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2017 |
07-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
2,380.25 |
2,371.25 |
-9.00 |
-0.4% |
2,362.75 |
| High |
2,380.75 |
2,375.50 |
-5.25 |
-0.2% |
2,401.00 |
| Low |
2,367.00 |
2,364.50 |
-2.50 |
-0.1% |
2,357.50 |
| Close |
2,375.50 |
2,366.50 |
-9.00 |
-0.4% |
2,381.25 |
| Range |
13.75 |
11.00 |
-2.75 |
-20.0% |
43.50 |
| ATR |
15.84 |
15.49 |
-0.35 |
-2.2% |
0.00 |
| Volume |
1,376,883 |
1,303,962 |
-72,921 |
-5.3% |
8,041,264 |
|
| Daily Pivots for day following 07-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,401.75 |
2,395.25 |
2,372.50 |
|
| R3 |
2,390.75 |
2,384.25 |
2,369.50 |
|
| R2 |
2,379.75 |
2,379.75 |
2,368.50 |
|
| R1 |
2,373.25 |
2,373.25 |
2,367.50 |
2,371.00 |
| PP |
2,368.75 |
2,368.75 |
2,368.75 |
2,367.75 |
| S1 |
2,362.25 |
2,362.25 |
2,365.50 |
2,360.00 |
| S2 |
2,357.75 |
2,357.75 |
2,364.50 |
|
| S3 |
2,346.75 |
2,351.25 |
2,363.50 |
|
| S4 |
2,335.75 |
2,340.25 |
2,360.50 |
|
|
| 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 |
2,363.25 |
37.75 |
1.6% |
17.75 |
0.7% |
9% |
False |
False |
1,590,964 |
| 10 |
2,401.00 |
2,349.50 |
51.50 |
2.2% |
14.75 |
0.6% |
33% |
False |
False |
1,513,193 |
| 20 |
2,401.00 |
2,281.00 |
120.00 |
5.1% |
15.00 |
0.6% |
71% |
False |
False |
1,453,627 |
| 40 |
2,401.00 |
2,248.50 |
152.50 |
6.4% |
15.25 |
0.6% |
77% |
False |
False |
1,428,337 |
| 60 |
2,401.00 |
2,227.75 |
173.25 |
7.3% |
15.75 |
0.7% |
80% |
False |
False |
1,382,388 |
| 80 |
2,401.00 |
2,023.00 |
378.00 |
16.0% |
17.50 |
0.7% |
91% |
False |
False |
1,045,283 |
| 100 |
2,401.00 |
2,023.00 |
378.00 |
16.0% |
18.00 |
0.8% |
91% |
False |
False |
836,842 |
| 120 |
2,401.00 |
2,023.00 |
378.00 |
16.0% |
18.50 |
0.8% |
91% |
False |
False |
697,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,422.25 |
|
2.618 |
2,404.25 |
|
1.618 |
2,393.25 |
|
1.000 |
2,386.50 |
|
0.618 |
2,382.25 |
|
HIGH |
2,375.50 |
|
0.618 |
2,371.25 |
|
0.500 |
2,370.00 |
|
0.382 |
2,368.75 |
|
LOW |
2,364.50 |
|
0.618 |
2,357.75 |
|
1.000 |
2,353.50 |
|
1.618 |
2,346.75 |
|
2.618 |
2,335.75 |
|
4.250 |
2,317.75 |
|
|
| Fisher Pivots for day following 07-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,370.00 |
2,374.00 |
| PP |
2,368.75 |
2,371.50 |
| S1 |
2,367.75 |
2,369.00 |
|