| 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 |
2,363.75 |
2,367.50 |
3.75 |
0.2% |
2,380.25 |
| High |
2,369.25 |
2,379.75 |
10.50 |
0.4% |
2,380.75 |
| Low |
2,354.00 |
2,362.25 |
8.25 |
0.4% |
2,354.00 |
| Close |
2,366.25 |
2,371.75 |
5.50 |
0.2% |
2,371.75 |
| Range |
15.25 |
17.50 |
2.25 |
14.8% |
26.75 |
| ATR |
15.34 |
15.50 |
0.15 |
1.0% |
0.00 |
| Volume |
1,788,548 |
1,361,113 |
-427,435 |
-23.9% |
7,482,204 |
|
| Daily Pivots for day following 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,423.75 |
2,415.25 |
2,381.50 |
|
| R3 |
2,406.25 |
2,397.75 |
2,376.50 |
|
| R2 |
2,388.75 |
2,388.75 |
2,375.00 |
|
| R1 |
2,380.25 |
2,380.25 |
2,373.25 |
2,384.50 |
| PP |
2,371.25 |
2,371.25 |
2,371.25 |
2,373.50 |
| S1 |
2,362.75 |
2,362.75 |
2,370.25 |
2,367.00 |
| S2 |
2,353.75 |
2,353.75 |
2,368.50 |
|
| S3 |
2,336.25 |
2,345.25 |
2,367.00 |
|
| S4 |
2,318.75 |
2,327.75 |
2,362.00 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,449.00 |
2,437.25 |
2,386.50 |
|
| R3 |
2,422.25 |
2,410.50 |
2,379.00 |
|
| R2 |
2,395.50 |
2,395.50 |
2,376.75 |
|
| R1 |
2,383.75 |
2,383.75 |
2,374.25 |
2,376.25 |
| PP |
2,368.75 |
2,368.75 |
2,368.75 |
2,365.00 |
| S1 |
2,357.00 |
2,357.00 |
2,369.25 |
2,349.50 |
| S2 |
2,342.00 |
2,342.00 |
2,366.75 |
|
| S3 |
2,315.25 |
2,330.25 |
2,364.50 |
|
| S4 |
2,288.50 |
2,303.50 |
2,357.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,380.75 |
2,354.00 |
26.75 |
1.1% |
14.25 |
0.6% |
66% |
False |
False |
1,496,440 |
| 10 |
2,401.00 |
2,354.00 |
47.00 |
2.0% |
15.50 |
0.7% |
38% |
False |
False |
1,552,346 |
| 20 |
2,401.00 |
2,303.00 |
98.00 |
4.1% |
15.25 |
0.6% |
70% |
False |
False |
1,501,687 |
| 40 |
2,401.00 |
2,248.50 |
152.50 |
6.4% |
15.50 |
0.6% |
81% |
False |
False |
1,446,785 |
| 60 |
2,401.00 |
2,228.00 |
173.00 |
7.3% |
15.50 |
0.7% |
83% |
False |
False |
1,389,317 |
| 80 |
2,401.00 |
2,147.50 |
253.50 |
10.7% |
15.75 |
0.7% |
88% |
False |
False |
1,104,872 |
| 100 |
2,401.00 |
2,023.00 |
378.00 |
15.9% |
17.75 |
0.7% |
92% |
False |
False |
884,780 |
| 120 |
2,401.00 |
2,023.00 |
378.00 |
15.9% |
18.25 |
0.8% |
92% |
False |
False |
737,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,454.00 |
|
2.618 |
2,425.50 |
|
1.618 |
2,408.00 |
|
1.000 |
2,397.25 |
|
0.618 |
2,390.50 |
|
HIGH |
2,379.75 |
|
0.618 |
2,373.00 |
|
0.500 |
2,371.00 |
|
0.382 |
2,369.00 |
|
LOW |
2,362.25 |
|
0.618 |
2,351.50 |
|
1.000 |
2,344.75 |
|
1.618 |
2,334.00 |
|
2.618 |
2,316.50 |
|
4.250 |
2,288.00 |
|
|
| Fisher Pivots for day following 10-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,371.50 |
2,370.00 |
| PP |
2,371.25 |
2,368.50 |
| S1 |
2,371.00 |
2,367.00 |
|