| Trading Metrics calculated at close of trading on 10-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2017 |
10-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
11,945.0 |
12,008.5 |
63.5 |
0.5% |
11,994.0 |
| High |
12,025.0 |
12,068.0 |
43.0 |
0.4% |
12,068.0 |
| Low |
11,915.5 |
11,931.0 |
15.5 |
0.1% |
11,912.0 |
| Close |
11,983.5 |
11,964.5 |
-19.0 |
-0.2% |
11,964.5 |
| Range |
109.5 |
137.0 |
27.5 |
25.1% |
156.0 |
| ATR |
113.6 |
115.3 |
1.7 |
1.5% |
0.0 |
| Volume |
99,912 |
92,824 |
-7,088 |
-7.1% |
422,742 |
|
| Daily Pivots for day following 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,398.8 |
12,318.7 |
12,039.9 |
|
| R3 |
12,261.8 |
12,181.7 |
12,002.2 |
|
| R2 |
12,124.8 |
12,124.8 |
11,989.6 |
|
| R1 |
12,044.7 |
12,044.7 |
11,977.1 |
12,016.3 |
| PP |
11,987.8 |
11,987.8 |
11,987.8 |
11,973.6 |
| S1 |
11,907.7 |
11,907.7 |
11,951.9 |
11,879.3 |
| S2 |
11,850.8 |
11,850.8 |
11,939.4 |
|
| S3 |
11,713.8 |
11,770.7 |
11,926.8 |
|
| S4 |
11,576.8 |
11,633.7 |
11,889.2 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,449.5 |
12,363.0 |
12,050.3 |
|
| R3 |
12,293.5 |
12,207.0 |
12,007.4 |
|
| R2 |
12,137.5 |
12,137.5 |
11,993.1 |
|
| R1 |
12,051.0 |
12,051.0 |
11,978.8 |
12,016.3 |
| PP |
11,981.5 |
11,981.5 |
11,981.5 |
11,964.1 |
| S1 |
11,895.0 |
11,895.0 |
11,950.2 |
11,860.3 |
| S2 |
11,825.5 |
11,825.5 |
11,935.9 |
|
| S3 |
11,669.5 |
11,739.0 |
11,921.6 |
|
| S4 |
11,513.5 |
11,583.0 |
11,878.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,068.0 |
11,912.0 |
156.0 |
1.3% |
99.1 |
0.8% |
34% |
True |
False |
84,548 |
| 10 |
12,099.5 |
11,776.5 |
323.0 |
2.7% |
101.1 |
0.8% |
58% |
False |
False |
77,962 |
| 20 |
12,099.5 |
11,639.5 |
460.0 |
3.8% |
109.2 |
0.9% |
71% |
False |
False |
74,430 |
| 40 |
12,099.5 |
11,423.0 |
676.5 |
5.7% |
113.8 |
1.0% |
80% |
False |
False |
75,043 |
| 60 |
12,099.5 |
11,221.0 |
878.5 |
7.3% |
105.5 |
0.9% |
85% |
False |
False |
69,306 |
| 80 |
12,099.5 |
10,398.0 |
1,701.5 |
14.2% |
112.5 |
0.9% |
92% |
False |
False |
54,281 |
| 100 |
12,099.5 |
10,021.5 |
2,078.0 |
17.4% |
118.8 |
1.0% |
94% |
False |
False |
43,477 |
| 120 |
12,099.5 |
10,021.5 |
2,078.0 |
17.4% |
122.7 |
1.0% |
94% |
False |
False |
36,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,650.3 |
|
2.618 |
12,426.7 |
|
1.618 |
12,289.7 |
|
1.000 |
12,205.0 |
|
0.618 |
12,152.7 |
|
HIGH |
12,068.0 |
|
0.618 |
12,015.7 |
|
0.500 |
11,999.5 |
|
0.382 |
11,983.3 |
|
LOW |
11,931.0 |
|
0.618 |
11,846.3 |
|
1.000 |
11,794.0 |
|
1.618 |
11,709.3 |
|
2.618 |
11,572.3 |
|
4.250 |
11,348.8 |
|
|
| Fisher Pivots for day following 10-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,999.5 |
11,990.0 |
| PP |
11,987.8 |
11,981.5 |
| S1 |
11,976.2 |
11,973.0 |
|