| 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 |
1,200.2 |
1,205.0 |
4.8 |
0.4% |
1,233.9 |
| High |
1,206.2 |
1,210.9 |
4.7 |
0.4% |
1,237.3 |
| Low |
1,194.5 |
1,202.0 |
7.5 |
0.6% |
1,194.5 |
| Close |
1,201.4 |
1,203.1 |
1.7 |
0.1% |
1,201.4 |
| Range |
11.7 |
8.9 |
-2.8 |
-23.9% |
42.8 |
| ATR |
13.9 |
13.6 |
-0.3 |
-2.3% |
0.0 |
| Volume |
257,842 |
173,917 |
-83,925 |
-32.5% |
1,063,153 |
|
| Daily Pivots for day following 13-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,232.0 |
1,226.5 |
1,208.0 |
|
| R3 |
1,223.1 |
1,217.6 |
1,205.5 |
|
| R2 |
1,214.2 |
1,214.2 |
1,204.7 |
|
| R1 |
1,208.7 |
1,208.7 |
1,203.9 |
1,207.0 |
| PP |
1,205.3 |
1,205.3 |
1,205.3 |
1,204.5 |
| S1 |
1,199.8 |
1,199.8 |
1,202.3 |
1,198.1 |
| S2 |
1,196.4 |
1,196.4 |
1,201.5 |
|
| S3 |
1,187.5 |
1,190.9 |
1,200.7 |
|
| S4 |
1,178.6 |
1,182.0 |
1,198.2 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,339.5 |
1,313.2 |
1,224.9 |
|
| R3 |
1,296.7 |
1,270.4 |
1,213.2 |
|
| R2 |
1,253.9 |
1,253.9 |
1,209.2 |
|
| R1 |
1,227.6 |
1,227.6 |
1,205.3 |
1,219.4 |
| PP |
1,211.1 |
1,211.1 |
1,211.1 |
1,206.9 |
| S1 |
1,184.8 |
1,184.8 |
1,197.5 |
1,176.6 |
| S2 |
1,168.3 |
1,168.3 |
1,193.6 |
|
| S3 |
1,125.5 |
1,142.0 |
1,189.6 |
|
| S4 |
1,082.7 |
1,099.2 |
1,177.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,227.4 |
1,194.5 |
32.9 |
2.7% |
11.2 |
0.9% |
26% |
False |
False |
216,017 |
| 10 |
1,259.3 |
1,194.5 |
64.8 |
5.4% |
12.7 |
1.1% |
13% |
False |
False |
233,510 |
| 20 |
1,264.9 |
1,194.5 |
70.4 |
5.9% |
12.9 |
1.1% |
12% |
False |
False |
224,740 |
| 40 |
1,264.9 |
1,182.6 |
82.3 |
6.8% |
14.1 |
1.2% |
25% |
False |
False |
181,622 |
| 60 |
1,264.9 |
1,127.2 |
137.7 |
11.4% |
14.1 |
1.2% |
55% |
False |
False |
124,921 |
| 80 |
1,264.9 |
1,127.2 |
137.7 |
11.4% |
14.5 |
1.2% |
55% |
False |
False |
94,809 |
| 100 |
1,343.9 |
1,127.2 |
216.7 |
18.0% |
15.3 |
1.3% |
35% |
False |
False |
76,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,248.7 |
|
2.618 |
1,234.2 |
|
1.618 |
1,225.3 |
|
1.000 |
1,219.8 |
|
0.618 |
1,216.4 |
|
HIGH |
1,210.9 |
|
0.618 |
1,207.5 |
|
0.500 |
1,206.5 |
|
0.382 |
1,205.4 |
|
LOW |
1,202.0 |
|
0.618 |
1,196.5 |
|
1.000 |
1,193.1 |
|
1.618 |
1,187.6 |
|
2.618 |
1,178.7 |
|
4.250 |
1,164.2 |
|
|
| Fisher Pivots for day following 13-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,206.5 |
1,203.0 |
| PP |
1,205.3 |
1,202.8 |
| S1 |
1,204.2 |
1,202.7 |
|