| Trading Metrics calculated at close of trading on 08-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2017 |
08-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
3,320.0 |
3,302.0 |
-18.0 |
-0.5% |
3,233.0 |
| High |
3,320.0 |
3,323.0 |
3.0 |
0.1% |
3,336.0 |
| Low |
3,295.0 |
3,296.0 |
1.0 |
0.0% |
3,225.0 |
| Close |
3,302.0 |
3,315.0 |
13.0 |
0.4% |
3,326.0 |
| Range |
25.0 |
27.0 |
2.0 |
8.0% |
111.0 |
| ATR |
32.8 |
32.3 |
-0.4 |
-1.3% |
0.0 |
| Volume |
404,629 |
345,475 |
-59,154 |
-14.6% |
172,435 |
|
| Daily Pivots for day following 08-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,392.3 |
3,380.7 |
3,329.9 |
|
| R3 |
3,365.3 |
3,353.7 |
3,322.4 |
|
| R2 |
3,338.3 |
3,338.3 |
3,320.0 |
|
| R1 |
3,326.7 |
3,326.7 |
3,317.5 |
3,332.5 |
| PP |
3,311.3 |
3,311.3 |
3,311.3 |
3,314.3 |
| S1 |
3,299.7 |
3,299.7 |
3,312.5 |
3,305.5 |
| S2 |
3,284.3 |
3,284.3 |
3,310.1 |
|
| S3 |
3,257.3 |
3,272.7 |
3,307.6 |
|
| S4 |
3,230.3 |
3,245.7 |
3,300.2 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,628.7 |
3,588.3 |
3,387.1 |
|
| R3 |
3,517.7 |
3,477.3 |
3,356.5 |
|
| R2 |
3,406.7 |
3,406.7 |
3,346.4 |
|
| R1 |
3,366.3 |
3,366.3 |
3,336.2 |
3,386.5 |
| PP |
3,295.7 |
3,295.7 |
3,295.7 |
3,305.8 |
| S1 |
3,255.3 |
3,255.3 |
3,315.8 |
3,275.5 |
| S2 |
3,184.7 |
3,184.7 |
3,305.7 |
|
| S3 |
3,073.7 |
3,144.3 |
3,295.5 |
|
| S4 |
2,962.7 |
3,033.3 |
3,265.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,336.0 |
3,292.0 |
44.0 |
1.3% |
26.6 |
0.8% |
52% |
False |
False |
169,313 |
| 10 |
3,336.0 |
3,200.0 |
136.0 |
4.1% |
32.0 |
1.0% |
85% |
False |
False |
98,345 |
| 20 |
3,336.0 |
3,165.0 |
171.0 |
5.2% |
31.1 |
0.9% |
88% |
False |
False |
61,765 |
| 40 |
3,336.0 |
3,135.0 |
201.0 |
6.1% |
30.2 |
0.9% |
90% |
False |
False |
35,578 |
| 60 |
3,336.0 |
3,116.0 |
220.0 |
6.6% |
27.3 |
0.8% |
90% |
False |
False |
24,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,437.8 |
|
2.618 |
3,393.7 |
|
1.618 |
3,366.7 |
|
1.000 |
3,350.0 |
|
0.618 |
3,339.7 |
|
HIGH |
3,323.0 |
|
0.618 |
3,312.7 |
|
0.500 |
3,309.5 |
|
0.382 |
3,306.3 |
|
LOW |
3,296.0 |
|
0.618 |
3,279.3 |
|
1.000 |
3,269.0 |
|
1.618 |
3,252.3 |
|
2.618 |
3,225.3 |
|
4.250 |
3,181.3 |
|
|
| Fisher Pivots for day following 08-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,313.2 |
3,313.0 |
| PP |
3,311.3 |
3,311.0 |
| S1 |
3,309.5 |
3,309.0 |
|