| Trading Metrics calculated at close of trading on 28-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2017 |
28-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
3,350.0 |
3,376.0 |
26.0 |
0.8% |
3,359.0 |
| High |
3,372.0 |
3,402.0 |
30.0 |
0.9% |
3,397.0 |
| Low |
3,333.0 |
3,363.0 |
30.0 |
0.9% |
3,321.0 |
| Close |
3,362.0 |
3,391.0 |
29.0 |
0.9% |
3,370.0 |
| Range |
39.0 |
39.0 |
0.0 |
0.0% |
76.0 |
| ATR |
33.6 |
34.1 |
0.5 |
1.4% |
0.0 |
| Volume |
854,603 |
935,636 |
81,033 |
9.5% |
5,178,202 |
|
| Daily Pivots for day following 28-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,502.3 |
3,485.7 |
3,412.5 |
|
| R3 |
3,463.3 |
3,446.7 |
3,401.7 |
|
| R2 |
3,424.3 |
3,424.3 |
3,398.2 |
|
| R1 |
3,407.7 |
3,407.7 |
3,394.6 |
3,416.0 |
| PP |
3,385.3 |
3,385.3 |
3,385.3 |
3,389.5 |
| S1 |
3,368.7 |
3,368.7 |
3,387.4 |
3,377.0 |
| S2 |
3,346.3 |
3,346.3 |
3,383.9 |
|
| S3 |
3,307.3 |
3,329.7 |
3,380.3 |
|
| S4 |
3,268.3 |
3,290.7 |
3,369.6 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,590.7 |
3,556.3 |
3,411.8 |
|
| R3 |
3,514.7 |
3,480.3 |
3,390.9 |
|
| R2 |
3,438.7 |
3,438.7 |
3,383.9 |
|
| R1 |
3,404.3 |
3,404.3 |
3,377.0 |
3,421.5 |
| PP |
3,362.7 |
3,362.7 |
3,362.7 |
3,371.3 |
| S1 |
3,328.3 |
3,328.3 |
3,363.0 |
3,345.5 |
| S2 |
3,286.7 |
3,286.7 |
3,356.1 |
|
| S3 |
3,210.7 |
3,252.3 |
3,349.1 |
|
| S4 |
3,134.7 |
3,176.3 |
3,328.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,402.0 |
3,321.0 |
81.0 |
2.4% |
34.4 |
1.0% |
86% |
True |
False |
895,875 |
| 10 |
3,402.0 |
3,320.0 |
82.0 |
2.4% |
33.6 |
1.0% |
87% |
True |
False |
990,060 |
| 20 |
3,402.0 |
3,250.0 |
152.0 |
4.5% |
33.3 |
1.0% |
93% |
True |
False |
788,601 |
| 40 |
3,402.0 |
3,135.0 |
267.0 |
7.9% |
31.6 |
0.9% |
96% |
True |
False |
403,454 |
| 60 |
3,402.0 |
3,135.0 |
267.0 |
7.9% |
30.3 |
0.9% |
96% |
True |
False |
271,392 |
| 80 |
3,402.0 |
2,958.0 |
444.0 |
13.1% |
29.2 |
0.9% |
98% |
True |
False |
204,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,567.8 |
|
2.618 |
3,504.1 |
|
1.618 |
3,465.1 |
|
1.000 |
3,441.0 |
|
0.618 |
3,426.1 |
|
HIGH |
3,402.0 |
|
0.618 |
3,387.1 |
|
0.500 |
3,382.5 |
|
0.382 |
3,377.9 |
|
LOW |
3,363.0 |
|
0.618 |
3,338.9 |
|
1.000 |
3,324.0 |
|
1.618 |
3,299.9 |
|
2.618 |
3,260.9 |
|
4.250 |
3,197.3 |
|
|
| Fisher Pivots for day following 28-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,388.2 |
3,383.2 |
| PP |
3,385.3 |
3,375.3 |
| S1 |
3,382.5 |
3,367.5 |
|