| Trading Metrics calculated at close of trading on 20-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2017 |
20-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1,229.3 |
1,232.6 |
3.3 |
0.3% |
1,208.9 |
| High |
1,234.4 |
1,238.3 |
3.9 |
0.3% |
1,236.9 |
| Low |
1,227.3 |
1,232.0 |
4.7 |
0.4% |
1,200.0 |
| Close |
1,233.2 |
1,237.2 |
4.0 |
0.3% |
1,233.2 |
| Range |
7.1 |
6.3 |
-0.8 |
-11.3% |
36.9 |
| ATR |
14.7 |
14.1 |
-0.6 |
-4.1% |
0.0 |
| Volume |
22,005 |
15,488 |
-6,517 |
-29.6% |
109,924 |
|
| Daily Pivots for day following 20-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,254.7 |
1,252.3 |
1,240.7 |
|
| R3 |
1,248.4 |
1,246.0 |
1,238.9 |
|
| R2 |
1,242.1 |
1,242.1 |
1,238.4 |
|
| R1 |
1,239.7 |
1,239.7 |
1,237.8 |
1,240.9 |
| PP |
1,235.8 |
1,235.8 |
1,235.8 |
1,236.5 |
| S1 |
1,233.4 |
1,233.4 |
1,236.6 |
1,234.6 |
| S2 |
1,229.5 |
1,229.5 |
1,236.0 |
|
| S3 |
1,223.2 |
1,227.1 |
1,235.5 |
|
| S4 |
1,216.9 |
1,220.8 |
1,233.7 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,334.1 |
1,320.5 |
1,253.5 |
|
| R3 |
1,297.2 |
1,283.6 |
1,243.3 |
|
| R2 |
1,260.3 |
1,260.3 |
1,240.0 |
|
| R1 |
1,246.7 |
1,246.7 |
1,236.6 |
1,253.5 |
| PP |
1,223.4 |
1,223.4 |
1,223.4 |
1,226.8 |
| S1 |
1,209.8 |
1,209.8 |
1,229.8 |
1,216.6 |
| S2 |
1,186.5 |
1,186.5 |
1,226.4 |
|
| S3 |
1,149.6 |
1,172.9 |
1,223.1 |
|
| S4 |
1,112.7 |
1,136.0 |
1,212.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,238.3 |
1,200.0 |
38.3 |
3.1% |
12.9 |
1.0% |
97% |
True |
False |
20,559 |
| 10 |
1,238.3 |
1,198.0 |
40.3 |
3.3% |
12.0 |
1.0% |
97% |
True |
False |
21,081 |
| 20 |
1,268.1 |
1,198.0 |
70.1 |
5.7% |
12.6 |
1.0% |
56% |
False |
False |
16,046 |
| 40 |
1,268.1 |
1,186.0 |
82.1 |
6.6% |
13.4 |
1.1% |
62% |
False |
False |
10,849 |
| 60 |
1,268.1 |
1,134.6 |
133.5 |
10.8% |
13.4 |
1.1% |
77% |
False |
False |
8,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,265.1 |
|
2.618 |
1,254.8 |
|
1.618 |
1,248.5 |
|
1.000 |
1,244.6 |
|
0.618 |
1,242.2 |
|
HIGH |
1,238.3 |
|
0.618 |
1,235.9 |
|
0.500 |
1,235.2 |
|
0.382 |
1,234.4 |
|
LOW |
1,232.0 |
|
0.618 |
1,228.1 |
|
1.000 |
1,225.7 |
|
1.618 |
1,221.8 |
|
2.618 |
1,215.5 |
|
4.250 |
1,205.2 |
|
|
| Fisher Pivots for day following 20-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,236.5 |
1,234.7 |
| PP |
1,235.8 |
1,232.3 |
| S1 |
1,235.2 |
1,229.8 |
|