| Trading Metrics calculated at close of trading on 09-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2017 |
09-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
3,302.0 |
3,304.0 |
2.0 |
0.1% |
3,233.0 |
| High |
3,323.0 |
3,339.0 |
16.0 |
0.5% |
3,336.0 |
| Low |
3,296.0 |
3,300.0 |
4.0 |
0.1% |
3,225.0 |
| Close |
3,315.0 |
3,332.0 |
17.0 |
0.5% |
3,326.0 |
| Range |
27.0 |
39.0 |
12.0 |
44.4% |
111.0 |
| ATR |
32.3 |
32.8 |
0.5 |
1.5% |
0.0 |
| Volume |
345,475 |
818,425 |
472,950 |
136.9% |
172,435 |
|
| Daily Pivots for day following 09-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,440.7 |
3,425.3 |
3,353.5 |
|
| R3 |
3,401.7 |
3,386.3 |
3,342.7 |
|
| R2 |
3,362.7 |
3,362.7 |
3,339.2 |
|
| R1 |
3,347.3 |
3,347.3 |
3,335.6 |
3,355.0 |
| PP |
3,323.7 |
3,323.7 |
3,323.7 |
3,327.5 |
| S1 |
3,308.3 |
3,308.3 |
3,328.4 |
3,316.0 |
| S2 |
3,284.7 |
3,284.7 |
3,324.9 |
|
| S3 |
3,245.7 |
3,269.3 |
3,321.3 |
|
| S4 |
3,206.7 |
3,230.3 |
3,310.6 |
|
|
| 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 |
3,339.0 |
3,292.0 |
47.0 |
1.4% |
31.2 |
0.9% |
85% |
True |
False |
327,793 |
| 10 |
3,339.0 |
3,200.0 |
139.0 |
4.2% |
33.4 |
1.0% |
95% |
True |
False |
177,869 |
| 20 |
3,339.0 |
3,186.0 |
153.0 |
4.6% |
31.3 |
0.9% |
95% |
True |
False |
101,317 |
| 40 |
3,339.0 |
3,135.0 |
204.0 |
6.1% |
30.7 |
0.9% |
97% |
True |
False |
55,788 |
| 60 |
3,339.0 |
3,125.0 |
214.0 |
6.4% |
27.5 |
0.8% |
97% |
True |
False |
38,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,504.8 |
|
2.618 |
3,441.1 |
|
1.618 |
3,402.1 |
|
1.000 |
3,378.0 |
|
0.618 |
3,363.1 |
|
HIGH |
3,339.0 |
|
0.618 |
3,324.1 |
|
0.500 |
3,319.5 |
|
0.382 |
3,314.9 |
|
LOW |
3,300.0 |
|
0.618 |
3,275.9 |
|
1.000 |
3,261.0 |
|
1.618 |
3,236.9 |
|
2.618 |
3,197.9 |
|
4.250 |
3,134.3 |
|
|
| Fisher Pivots for day following 09-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,327.8 |
3,327.0 |
| PP |
3,323.7 |
3,322.0 |
| S1 |
3,319.5 |
3,317.0 |
|