| Trading Metrics calculated at close of trading on 23-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2017 |
23-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1,247.7 |
1,251.5 |
3.8 |
0.3% |
1,208.9 |
| High |
1,254.6 |
1,256.4 |
1.8 |
0.1% |
1,236.9 |
| Low |
1,246.9 |
1,245.6 |
-1.3 |
-0.1% |
1,200.0 |
| Close |
1,252.8 |
1,250.1 |
-2.7 |
-0.2% |
1,233.2 |
| Range |
7.7 |
10.8 |
3.1 |
40.3% |
36.9 |
| ATR |
14.1 |
13.9 |
-0.2 |
-1.7% |
0.0 |
| Volume |
31,663 |
39,791 |
8,128 |
25.7% |
109,924 |
|
| Daily Pivots for day following 23-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,283.1 |
1,277.4 |
1,256.0 |
|
| R3 |
1,272.3 |
1,266.6 |
1,253.1 |
|
| R2 |
1,261.5 |
1,261.5 |
1,252.1 |
|
| R1 |
1,255.8 |
1,255.8 |
1,251.1 |
1,253.3 |
| PP |
1,250.7 |
1,250.7 |
1,250.7 |
1,249.4 |
| S1 |
1,245.0 |
1,245.0 |
1,249.1 |
1,242.5 |
| S2 |
1,239.9 |
1,239.9 |
1,248.1 |
|
| S3 |
1,229.1 |
1,234.2 |
1,247.1 |
|
| S4 |
1,218.3 |
1,223.4 |
1,244.2 |
|
|
| 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 |
1,256.4 |
1,227.3 |
29.1 |
2.3% |
10.6 |
0.8% |
78% |
True |
False |
32,031 |
| 10 |
1,256.4 |
1,198.0 |
58.4 |
4.7% |
12.4 |
1.0% |
89% |
True |
False |
26,688 |
| 20 |
1,268.1 |
1,198.0 |
70.1 |
5.6% |
12.7 |
1.0% |
74% |
False |
False |
21,060 |
| 40 |
1,268.1 |
1,186.0 |
82.1 |
6.6% |
13.4 |
1.1% |
78% |
False |
False |
13,325 |
| 60 |
1,268.1 |
1,138.9 |
129.2 |
10.3% |
13.7 |
1.1% |
86% |
False |
False |
10,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,302.3 |
|
2.618 |
1,284.7 |
|
1.618 |
1,273.9 |
|
1.000 |
1,267.2 |
|
0.618 |
1,263.1 |
|
HIGH |
1,256.4 |
|
0.618 |
1,252.3 |
|
0.500 |
1,251.0 |
|
0.382 |
1,249.7 |
|
LOW |
1,245.6 |
|
0.618 |
1,238.9 |
|
1.000 |
1,234.8 |
|
1.618 |
1,228.1 |
|
2.618 |
1,217.3 |
|
4.250 |
1,199.7 |
|
|
| Fisher Pivots for day following 23-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,251.0 |
1,247.8 |
| PP |
1,250.7 |
1,245.4 |
| S1 |
1,250.4 |
1,243.1 |
|