| Trading Metrics calculated at close of trading on 09-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2017 |
09-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
11,929.5 |
11,945.0 |
15.5 |
0.1% |
11,835.0 |
| High |
12,019.0 |
12,025.0 |
6.0 |
0.0% |
12,099.5 |
| Low |
11,912.0 |
11,915.5 |
3.5 |
0.0% |
11,776.5 |
| Close |
11,979.5 |
11,983.5 |
4.0 |
0.0% |
12,020.5 |
| Range |
107.0 |
109.5 |
2.5 |
2.3% |
323.0 |
| ATR |
113.9 |
113.6 |
-0.3 |
-0.3% |
0.0 |
| Volume |
89,304 |
99,912 |
10,608 |
11.9% |
356,886 |
|
| Daily Pivots for day following 09-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,303.2 |
12,252.8 |
12,043.7 |
|
| R3 |
12,193.7 |
12,143.3 |
12,013.6 |
|
| R2 |
12,084.2 |
12,084.2 |
12,003.6 |
|
| R1 |
12,033.8 |
12,033.8 |
11,993.5 |
12,059.0 |
| PP |
11,974.7 |
11,974.7 |
11,974.7 |
11,987.3 |
| S1 |
11,924.3 |
11,924.3 |
11,973.5 |
11,949.5 |
| S2 |
11,865.2 |
11,865.2 |
11,963.4 |
|
| S3 |
11,755.7 |
11,814.8 |
11,953.4 |
|
| S4 |
11,646.2 |
11,705.3 |
11,923.3 |
|
|
| 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 |
12,060.0 |
11,912.0 |
148.0 |
1.2% |
86.2 |
0.7% |
48% |
False |
False |
79,574 |
| 10 |
12,099.5 |
11,719.0 |
380.5 |
3.2% |
109.0 |
0.9% |
70% |
False |
False |
74,914 |
| 20 |
12,099.5 |
11,541.5 |
558.0 |
4.7% |
108.2 |
0.9% |
79% |
False |
False |
73,377 |
| 40 |
12,099.5 |
11,423.0 |
676.5 |
5.6% |
114.7 |
1.0% |
83% |
False |
False |
74,888 |
| 60 |
12,099.5 |
11,173.0 |
926.5 |
7.7% |
105.4 |
0.9% |
87% |
False |
False |
68,728 |
| 80 |
12,099.5 |
10,398.0 |
1,701.5 |
14.2% |
111.9 |
0.9% |
93% |
False |
False |
53,124 |
| 100 |
12,099.5 |
10,021.5 |
2,078.0 |
17.3% |
118.5 |
1.0% |
94% |
False |
False |
42,550 |
| 120 |
12,099.5 |
10,021.5 |
2,078.0 |
17.3% |
121.9 |
1.0% |
94% |
False |
False |
35,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,490.4 |
|
2.618 |
12,311.7 |
|
1.618 |
12,202.2 |
|
1.000 |
12,134.5 |
|
0.618 |
12,092.7 |
|
HIGH |
12,025.0 |
|
0.618 |
11,983.2 |
|
0.500 |
11,970.3 |
|
0.382 |
11,957.3 |
|
LOW |
11,915.5 |
|
0.618 |
11,847.8 |
|
1.000 |
11,806.0 |
|
1.618 |
11,738.3 |
|
2.618 |
11,628.8 |
|
4.250 |
11,450.1 |
|
|
| Fisher Pivots for day following 09-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,979.1 |
11,978.5 |
| PP |
11,974.7 |
11,973.5 |
| S1 |
11,970.3 |
11,968.5 |
|