| Trading Metrics calculated at close of trading on 13-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2017 |
13-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
12,008.5 |
11,955.0 |
-53.5 |
-0.4% |
11,994.0 |
| High |
12,068.0 |
12,017.0 |
-51.0 |
-0.4% |
12,068.0 |
| Low |
11,931.0 |
11,944.5 |
13.5 |
0.1% |
11,912.0 |
| Close |
11,964.5 |
11,996.5 |
32.0 |
0.3% |
11,964.5 |
| Range |
137.0 |
72.5 |
-64.5 |
-47.1% |
156.0 |
| ATR |
115.3 |
112.2 |
-3.1 |
-2.7% |
0.0 |
| Volume |
92,824 |
88,595 |
-4,229 |
-4.6% |
422,742 |
|
| Daily Pivots for day following 13-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,203.5 |
12,172.5 |
12,036.4 |
|
| R3 |
12,131.0 |
12,100.0 |
12,016.4 |
|
| R2 |
12,058.5 |
12,058.5 |
12,009.8 |
|
| R1 |
12,027.5 |
12,027.5 |
12,003.1 |
12,043.0 |
| PP |
11,986.0 |
11,986.0 |
11,986.0 |
11,993.8 |
| S1 |
11,955.0 |
11,955.0 |
11,989.9 |
11,970.5 |
| S2 |
11,913.5 |
11,913.5 |
11,983.2 |
|
| S3 |
11,841.0 |
11,882.5 |
11,976.6 |
|
| S4 |
11,768.5 |
11,810.0 |
11,956.6 |
|
|
| 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% |
96.8 |
0.8% |
54% |
False |
False |
91,268 |
| 10 |
12,099.5 |
11,776.5 |
323.0 |
2.7% |
101.0 |
0.8% |
68% |
False |
False |
80,322 |
| 20 |
12,099.5 |
11,664.0 |
435.5 |
3.6% |
109.0 |
0.9% |
76% |
False |
False |
75,320 |
| 40 |
12,099.5 |
11,423.0 |
676.5 |
5.6% |
112.1 |
0.9% |
85% |
False |
False |
75,650 |
| 60 |
12,099.5 |
11,256.5 |
843.0 |
7.0% |
105.0 |
0.9% |
88% |
False |
False |
69,895 |
| 80 |
12,099.5 |
10,398.0 |
1,701.5 |
14.2% |
111.3 |
0.9% |
94% |
False |
False |
55,387 |
| 100 |
12,099.5 |
10,021.5 |
2,078.0 |
17.3% |
118.7 |
1.0% |
95% |
False |
False |
44,362 |
| 120 |
12,099.5 |
10,021.5 |
2,078.0 |
17.3% |
122.6 |
1.0% |
95% |
False |
False |
36,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,325.1 |
|
2.618 |
12,206.8 |
|
1.618 |
12,134.3 |
|
1.000 |
12,089.5 |
|
0.618 |
12,061.8 |
|
HIGH |
12,017.0 |
|
0.618 |
11,989.3 |
|
0.500 |
11,980.8 |
|
0.382 |
11,972.2 |
|
LOW |
11,944.5 |
|
0.618 |
11,899.7 |
|
1.000 |
11,872.0 |
|
1.618 |
11,827.2 |
|
2.618 |
11,754.7 |
|
4.250 |
11,636.4 |
|
|
| Fisher Pivots for day following 13-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,991.3 |
11,994.9 |
| PP |
11,986.0 |
11,993.3 |
| S1 |
11,980.8 |
11,991.8 |
|