| 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 |
11,994.0 |
11,989.0 |
-5.0 |
0.0% |
11,835.0 |
| High |
12,001.0 |
11,989.0 |
-12.0 |
-0.1% |
12,099.5 |
| Low |
11,917.0 |
11,931.0 |
14.0 |
0.1% |
11,776.5 |
| Close |
11,959.5 |
11,955.5 |
-4.0 |
0.0% |
12,020.5 |
| Range |
84.0 |
58.0 |
-26.0 |
-31.0% |
323.0 |
| ATR |
118.8 |
114.5 |
-4.3 |
-3.7% |
0.0 |
| Volume |
54,996 |
85,706 |
30,710 |
55.8% |
356,886 |
|
| Daily Pivots for day following 07-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,132.5 |
12,102.0 |
11,987.4 |
|
| R3 |
12,074.5 |
12,044.0 |
11,971.5 |
|
| R2 |
12,016.5 |
12,016.5 |
11,966.1 |
|
| R1 |
11,986.0 |
11,986.0 |
11,960.8 |
11,972.3 |
| PP |
11,958.5 |
11,958.5 |
11,958.5 |
11,951.6 |
| S1 |
11,928.0 |
11,928.0 |
11,950.2 |
11,914.3 |
| S2 |
11,900.5 |
11,900.5 |
11,944.9 |
|
| S3 |
11,842.5 |
11,870.0 |
11,939.6 |
|
| S4 |
11,784.5 |
11,812.0 |
11,923.6 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,934.5 |
12,800.5 |
12,198.2 |
|
| R3 |
12,611.5 |
12,477.5 |
12,109.3 |
|
| R2 |
12,288.5 |
12,288.5 |
12,079.7 |
|
| R1 |
12,154.5 |
12,154.5 |
12,050.1 |
12,221.5 |
| PP |
11,965.5 |
11,965.5 |
11,965.5 |
11,999.0 |
| S1 |
11,831.5 |
11,831.5 |
11,990.9 |
11,898.5 |
| S2 |
11,642.5 |
11,642.5 |
11,961.3 |
|
| S3 |
11,319.5 |
11,508.5 |
11,931.7 |
|
| S4 |
10,996.5 |
11,185.5 |
11,842.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,099.5 |
11,857.0 |
242.5 |
2.0% |
101.6 |
0.8% |
41% |
False |
False |
67,362 |
| 10 |
12,099.5 |
11,719.0 |
380.5 |
3.2% |
103.0 |
0.9% |
62% |
False |
False |
73,086 |
| 20 |
12,099.5 |
11,460.0 |
639.5 |
5.3% |
110.2 |
0.9% |
77% |
False |
False |
72,714 |
| 40 |
12,099.5 |
11,423.0 |
676.5 |
5.7% |
113.6 |
1.0% |
79% |
False |
False |
74,410 |
| 60 |
12,099.5 |
11,139.0 |
960.5 |
8.0% |
105.1 |
0.9% |
85% |
False |
False |
67,393 |
| 80 |
12,099.5 |
10,398.0 |
1,701.5 |
14.2% |
112.2 |
0.9% |
92% |
False |
False |
50,763 |
| 100 |
12,099.5 |
10,021.5 |
2,078.0 |
17.4% |
118.8 |
1.0% |
93% |
False |
False |
40,659 |
| 120 |
12,099.5 |
10,021.5 |
2,078.0 |
17.4% |
121.3 |
1.0% |
93% |
False |
False |
33,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,235.5 |
|
2.618 |
12,140.8 |
|
1.618 |
12,082.8 |
|
1.000 |
12,047.0 |
|
0.618 |
12,024.8 |
|
HIGH |
11,989.0 |
|
0.618 |
11,966.8 |
|
0.500 |
11,960.0 |
|
0.382 |
11,953.2 |
|
LOW |
11,931.0 |
|
0.618 |
11,895.2 |
|
1.000 |
11,873.0 |
|
1.618 |
11,837.2 |
|
2.618 |
11,779.2 |
|
4.250 |
11,684.5 |
|
|
| Fisher Pivots for day following 07-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,960.0 |
11,988.5 |
| PP |
11,958.5 |
11,977.5 |
| S1 |
11,957.0 |
11,966.5 |
|