| 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 |
11,989.0 |
11,929.5 |
-59.5 |
-0.5% |
11,835.0 |
| High |
11,989.0 |
12,019.0 |
30.0 |
0.3% |
12,099.5 |
| Low |
11,931.0 |
11,912.0 |
-19.0 |
-0.2% |
11,776.5 |
| Close |
11,955.5 |
11,979.5 |
24.0 |
0.2% |
12,020.5 |
| Range |
58.0 |
107.0 |
49.0 |
84.5% |
323.0 |
| ATR |
114.5 |
113.9 |
-0.5 |
-0.5% |
0.0 |
| Volume |
85,706 |
89,304 |
3,598 |
4.2% |
356,886 |
|
| Daily Pivots for day following 08-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,291.2 |
12,242.3 |
12,038.4 |
|
| R3 |
12,184.2 |
12,135.3 |
12,008.9 |
|
| R2 |
12,077.2 |
12,077.2 |
11,999.1 |
|
| R1 |
12,028.3 |
12,028.3 |
11,989.3 |
12,052.8 |
| PP |
11,970.2 |
11,970.2 |
11,970.2 |
11,982.4 |
| S1 |
11,921.3 |
11,921.3 |
11,969.7 |
11,945.8 |
| S2 |
11,863.2 |
11,863.2 |
11,959.9 |
|
| S3 |
11,756.2 |
11,814.3 |
11,950.1 |
|
| S4 |
11,649.2 |
11,707.3 |
11,920.7 |
|
|
| 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 |
12,089.0 |
11,912.0 |
177.0 |
1.5% |
74.5 |
0.6% |
38% |
False |
True |
74,138 |
| 10 |
12,099.5 |
11,719.0 |
380.5 |
3.2% |
107.1 |
0.9% |
68% |
False |
False |
75,562 |
| 20 |
12,099.5 |
11,475.0 |
624.5 |
5.2% |
108.4 |
0.9% |
81% |
False |
False |
72,675 |
| 40 |
12,099.5 |
11,423.0 |
676.5 |
5.6% |
113.5 |
0.9% |
82% |
False |
False |
75,100 |
| 60 |
12,099.5 |
11,139.0 |
960.5 |
8.0% |
105.4 |
0.9% |
88% |
False |
False |
68,383 |
| 80 |
12,099.5 |
10,398.0 |
1,701.5 |
14.2% |
112.1 |
0.9% |
93% |
False |
False |
51,877 |
| 100 |
12,099.5 |
10,021.5 |
2,078.0 |
17.3% |
118.2 |
1.0% |
94% |
False |
False |
41,552 |
| 120 |
12,099.5 |
10,021.5 |
2,078.0 |
17.3% |
121.4 |
1.0% |
94% |
False |
False |
34,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,473.8 |
|
2.618 |
12,299.1 |
|
1.618 |
12,192.1 |
|
1.000 |
12,126.0 |
|
0.618 |
12,085.1 |
|
HIGH |
12,019.0 |
|
0.618 |
11,978.1 |
|
0.500 |
11,965.5 |
|
0.382 |
11,952.9 |
|
LOW |
11,912.0 |
|
0.618 |
11,845.9 |
|
1.000 |
11,805.0 |
|
1.618 |
11,738.9 |
|
2.618 |
11,631.9 |
|
4.250 |
11,457.3 |
|
|
| Fisher Pivots for day following 08-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,974.8 |
11,974.8 |
| PP |
11,970.2 |
11,970.2 |
| S1 |
11,965.5 |
11,965.5 |
|