| 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 |
2,371.25 |
2,365.75 |
-5.50 |
-0.2% |
2,362.75 |
| High |
2,375.50 |
2,373.00 |
-2.50 |
-0.1% |
2,401.00 |
| Low |
2,364.50 |
2,359.50 |
-5.00 |
-0.2% |
2,357.50 |
| Close |
2,366.50 |
2,364.00 |
-2.50 |
-0.1% |
2,381.25 |
| Range |
11.00 |
13.50 |
2.50 |
22.7% |
43.50 |
| ATR |
15.49 |
15.35 |
-0.14 |
-0.9% |
0.00 |
| Volume |
1,303,962 |
1,651,698 |
347,736 |
26.7% |
8,041,264 |
|
| Daily Pivots for day following 08-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,406.00 |
2,398.50 |
2,371.50 |
|
| R3 |
2,392.50 |
2,385.00 |
2,367.75 |
|
| R2 |
2,379.00 |
2,379.00 |
2,366.50 |
|
| R1 |
2,371.50 |
2,371.50 |
2,365.25 |
2,368.50 |
| PP |
2,365.50 |
2,365.50 |
2,365.50 |
2,364.00 |
| S1 |
2,358.00 |
2,358.00 |
2,362.75 |
2,355.00 |
| S2 |
2,352.00 |
2,352.00 |
2,361.50 |
|
| S3 |
2,338.50 |
2,344.50 |
2,360.25 |
|
| S4 |
2,325.00 |
2,331.00 |
2,356.50 |
|
|
| 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 |
2,394.25 |
2,359.50 |
34.75 |
1.5% |
12.75 |
0.5% |
13% |
False |
True |
1,486,994 |
| 10 |
2,401.00 |
2,349.50 |
51.50 |
2.2% |
15.25 |
0.6% |
28% |
False |
False |
1,548,212 |
| 20 |
2,401.00 |
2,281.00 |
120.00 |
5.1% |
15.25 |
0.6% |
69% |
False |
False |
1,476,109 |
| 40 |
2,401.00 |
2,248.50 |
152.50 |
6.5% |
15.25 |
0.7% |
76% |
False |
False |
1,444,000 |
| 60 |
2,401.00 |
2,228.00 |
173.00 |
7.3% |
15.50 |
0.7% |
79% |
False |
False |
1,396,527 |
| 80 |
2,401.00 |
2,142.25 |
258.75 |
10.9% |
16.00 |
0.7% |
86% |
False |
False |
1,065,685 |
| 100 |
2,401.00 |
2,023.00 |
378.00 |
16.0% |
18.00 |
0.8% |
90% |
False |
False |
853,345 |
| 120 |
2,401.00 |
2,023.00 |
378.00 |
16.0% |
18.50 |
0.8% |
90% |
False |
False |
711,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,430.50 |
|
2.618 |
2,408.25 |
|
1.618 |
2,394.75 |
|
1.000 |
2,386.50 |
|
0.618 |
2,381.25 |
|
HIGH |
2,373.00 |
|
0.618 |
2,367.75 |
|
0.500 |
2,366.25 |
|
0.382 |
2,364.75 |
|
LOW |
2,359.50 |
|
0.618 |
2,351.25 |
|
1.000 |
2,346.00 |
|
1.618 |
2,337.75 |
|
2.618 |
2,324.25 |
|
4.250 |
2,302.00 |
|
|
| Fisher Pivots for day following 08-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,366.25 |
2,370.00 |
| PP |
2,365.50 |
2,368.00 |
| S1 |
2,364.75 |
2,366.00 |
|