| Trading Metrics calculated at close of trading on 16-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2017 |
16-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1,202.1 |
1,222.4 |
20.3 |
1.7% |
1,236.1 |
| High |
1,225.0 |
1,236.9 |
11.9 |
1.0% |
1,240.2 |
| Low |
1,200.0 |
1,221.3 |
21.3 |
1.8% |
1,198.0 |
| Close |
1,203.8 |
1,230.2 |
26.4 |
2.2% |
1,204.7 |
| Range |
25.0 |
15.6 |
-9.4 |
-37.6% |
42.2 |
| ATR |
13.9 |
15.3 |
1.4 |
9.8% |
0.0 |
| Volume |
20,153 |
17,730 |
-2,423 |
-12.0% |
92,555 |
|
| Daily Pivots for day following 16-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,276.3 |
1,268.8 |
1,238.8 |
|
| R3 |
1,260.7 |
1,253.2 |
1,234.5 |
|
| R2 |
1,245.1 |
1,245.1 |
1,233.1 |
|
| R1 |
1,237.6 |
1,237.6 |
1,231.6 |
1,241.4 |
| PP |
1,229.5 |
1,229.5 |
1,229.5 |
1,231.3 |
| S1 |
1,222.0 |
1,222.0 |
1,228.8 |
1,225.8 |
| S2 |
1,213.9 |
1,213.9 |
1,227.3 |
|
| S3 |
1,198.3 |
1,206.4 |
1,225.9 |
|
| S4 |
1,182.7 |
1,190.8 |
1,221.6 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,340.9 |
1,315.0 |
1,227.9 |
|
| R3 |
1,298.7 |
1,272.8 |
1,216.3 |
|
| R2 |
1,256.5 |
1,256.5 |
1,212.4 |
|
| R1 |
1,230.6 |
1,230.6 |
1,208.6 |
1,222.5 |
| PP |
1,214.3 |
1,214.3 |
1,214.3 |
1,210.2 |
| S1 |
1,188.4 |
1,188.4 |
1,200.8 |
1,180.3 |
| S2 |
1,172.1 |
1,172.1 |
1,197.0 |
|
| S3 |
1,129.9 |
1,146.2 |
1,193.1 |
|
| S4 |
1,087.7 |
1,104.0 |
1,181.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,236.9 |
1,198.0 |
38.9 |
3.2% |
14.2 |
1.2% |
83% |
True |
False |
21,345 |
| 10 |
1,240.2 |
1,198.0 |
42.2 |
3.4% |
13.2 |
1.1% |
76% |
False |
False |
20,094 |
| 20 |
1,268.1 |
1,198.0 |
70.1 |
5.7% |
12.9 |
1.1% |
46% |
False |
False |
14,589 |
| 40 |
1,268.1 |
1,186.0 |
82.1 |
6.7% |
13.7 |
1.1% |
54% |
False |
False |
10,177 |
| 60 |
1,268.1 |
1,133.5 |
134.6 |
10.9% |
13.5 |
1.1% |
72% |
False |
False |
8,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,303.2 |
|
2.618 |
1,277.7 |
|
1.618 |
1,262.1 |
|
1.000 |
1,252.5 |
|
0.618 |
1,246.5 |
|
HIGH |
1,236.9 |
|
0.618 |
1,230.9 |
|
0.500 |
1,229.1 |
|
0.382 |
1,227.3 |
|
LOW |
1,221.3 |
|
0.618 |
1,211.7 |
|
1.000 |
1,205.7 |
|
1.618 |
1,196.1 |
|
2.618 |
1,180.5 |
|
4.250 |
1,155.0 |
|
|
| Fisher Pivots for day following 16-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,229.8 |
1,226.3 |
| PP |
1,229.5 |
1,222.4 |
| S1 |
1,229.1 |
1,218.5 |
|