| Trading Metrics calculated at close of trading on 13-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2017 |
13-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
2,367.50 |
2,370.75 |
3.25 |
0.1% |
2,380.25 |
| High |
2,379.75 |
2,375.25 |
-4.50 |
-0.2% |
2,380.75 |
| Low |
2,362.25 |
2,368.00 |
5.75 |
0.2% |
2,354.00 |
| Close |
2,371.75 |
2,375.00 |
3.25 |
0.1% |
2,371.75 |
| Range |
17.50 |
7.25 |
-10.25 |
-58.6% |
26.75 |
| ATR |
15.50 |
14.91 |
-0.59 |
-3.8% |
0.00 |
| Volume |
1,361,113 |
1,042,690 |
-318,423 |
-23.4% |
7,482,204 |
|
| Daily Pivots for day following 13-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,394.50 |
2,392.00 |
2,379.00 |
|
| R3 |
2,387.25 |
2,384.75 |
2,377.00 |
|
| R2 |
2,380.00 |
2,380.00 |
2,376.25 |
|
| R1 |
2,377.50 |
2,377.50 |
2,375.75 |
2,378.75 |
| PP |
2,372.75 |
2,372.75 |
2,372.75 |
2,373.50 |
| S1 |
2,370.25 |
2,370.25 |
2,374.25 |
2,371.50 |
| S2 |
2,365.50 |
2,365.50 |
2,373.75 |
|
| S3 |
2,358.25 |
2,363.00 |
2,373.00 |
|
| S4 |
2,351.00 |
2,355.75 |
2,371.00 |
|
|
| 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 |
2,379.75 |
2,354.00 |
25.75 |
1.1% |
13.00 |
0.5% |
82% |
False |
False |
1,429,602 |
| 10 |
2,401.00 |
2,354.00 |
47.00 |
2.0% |
15.25 |
0.6% |
45% |
False |
False |
1,540,958 |
| 20 |
2,401.00 |
2,313.25 |
87.75 |
3.7% |
15.00 |
0.6% |
70% |
False |
False |
1,494,945 |
| 40 |
2,401.00 |
2,251.75 |
149.25 |
6.3% |
15.00 |
0.6% |
83% |
False |
False |
1,429,028 |
| 60 |
2,401.00 |
2,228.00 |
173.00 |
7.3% |
15.25 |
0.6% |
85% |
False |
False |
1,367,945 |
| 80 |
2,401.00 |
2,154.00 |
247.00 |
10.4% |
15.75 |
0.7% |
89% |
False |
False |
1,117,826 |
| 100 |
2,401.00 |
2,023.00 |
378.00 |
15.9% |
17.75 |
0.7% |
93% |
False |
False |
895,193 |
| 120 |
2,401.00 |
2,023.00 |
378.00 |
15.9% |
18.25 |
0.8% |
93% |
False |
False |
746,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,406.00 |
|
2.618 |
2,394.25 |
|
1.618 |
2,387.00 |
|
1.000 |
2,382.50 |
|
0.618 |
2,379.75 |
|
HIGH |
2,375.25 |
|
0.618 |
2,372.50 |
|
0.500 |
2,371.50 |
|
0.382 |
2,370.75 |
|
LOW |
2,368.00 |
|
0.618 |
2,363.50 |
|
1.000 |
2,360.75 |
|
1.618 |
2,356.25 |
|
2.618 |
2,349.00 |
|
4.250 |
2,337.25 |
|
|
| Fisher Pivots for day following 13-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,374.00 |
2,372.25 |
| PP |
2,372.75 |
2,369.50 |
| S1 |
2,371.50 |
2,367.00 |
|