| Trading Metrics calculated at close of trading on 15-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2017 |
15-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
2,374.00 |
2,367.00 |
-7.00 |
-0.3% |
2,380.25 |
| High |
2,374.75 |
2,390.50 |
15.75 |
0.7% |
2,380.75 |
| Low |
2,358.00 |
2,366.50 |
8.50 |
0.4% |
2,354.00 |
| Close |
2,366.50 |
2,383.75 |
17.25 |
0.7% |
2,371.75 |
| Range |
16.75 |
24.00 |
7.25 |
43.3% |
26.75 |
| ATR |
15.06 |
15.70 |
0.64 |
4.2% |
0.00 |
| Volume |
952,366 |
621,381 |
-330,985 |
-34.8% |
7,482,204 |
|
| Daily Pivots for day following 15-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,452.25 |
2,442.00 |
2,397.00 |
|
| R3 |
2,428.25 |
2,418.00 |
2,390.25 |
|
| R2 |
2,404.25 |
2,404.25 |
2,388.25 |
|
| R1 |
2,394.00 |
2,394.00 |
2,386.00 |
2,399.00 |
| PP |
2,380.25 |
2,380.25 |
2,380.25 |
2,382.75 |
| S1 |
2,370.00 |
2,370.00 |
2,381.50 |
2,375.00 |
| S2 |
2,356.25 |
2,356.25 |
2,379.25 |
|
| S3 |
2,332.25 |
2,346.00 |
2,377.25 |
|
| S4 |
2,308.25 |
2,322.00 |
2,370.50 |
|
|
| 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 |
2,390.50 |
2,354.00 |
36.50 |
1.5% |
16.25 |
0.7% |
82% |
True |
False |
1,153,219 |
| 10 |
2,394.25 |
2,354.00 |
40.25 |
1.7% |
14.50 |
0.6% |
74% |
False |
False |
1,320,106 |
| 20 |
2,401.00 |
2,331.25 |
69.75 |
2.9% |
15.50 |
0.6% |
75% |
False |
False |
1,443,607 |
| 40 |
2,401.00 |
2,251.75 |
149.25 |
6.3% |
15.50 |
0.6% |
88% |
False |
False |
1,400,050 |
| 60 |
2,401.00 |
2,228.00 |
173.00 |
7.3% |
15.00 |
0.6% |
90% |
False |
False |
1,323,432 |
| 80 |
2,401.00 |
2,167.25 |
233.75 |
9.8% |
15.75 |
0.7% |
93% |
False |
False |
1,137,311 |
| 100 |
2,401.00 |
2,023.00 |
378.00 |
15.9% |
17.75 |
0.7% |
95% |
False |
False |
910,896 |
| 120 |
2,401.00 |
2,023.00 |
378.00 |
15.9% |
18.25 |
0.8% |
95% |
False |
False |
759,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,492.50 |
|
2.618 |
2,453.25 |
|
1.618 |
2,429.25 |
|
1.000 |
2,414.50 |
|
0.618 |
2,405.25 |
|
HIGH |
2,390.50 |
|
0.618 |
2,381.25 |
|
0.500 |
2,378.50 |
|
0.382 |
2,375.75 |
|
LOW |
2,366.50 |
|
0.618 |
2,351.75 |
|
1.000 |
2,342.50 |
|
1.618 |
2,327.75 |
|
2.618 |
2,303.75 |
|
4.250 |
2,264.50 |
|
|
| Fisher Pivots for day following 15-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,382.00 |
2,380.50 |
| PP |
2,380.25 |
2,377.50 |
| S1 |
2,378.50 |
2,374.25 |
|