| Trading Metrics calculated at close of trading on 29-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2017 |
29-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
3,376.0 |
3,397.0 |
21.0 |
0.6% |
3,359.0 |
| High |
3,402.0 |
3,411.0 |
9.0 |
0.3% |
3,397.0 |
| Low |
3,363.0 |
3,388.0 |
25.0 |
0.7% |
3,321.0 |
| Close |
3,391.0 |
3,399.0 |
8.0 |
0.2% |
3,370.0 |
| Range |
39.0 |
23.0 |
-16.0 |
-41.0% |
76.0 |
| ATR |
34.1 |
33.3 |
-0.8 |
-2.3% |
0.0 |
| Volume |
935,636 |
821,392 |
-114,244 |
-12.2% |
5,178,202 |
|
| Daily Pivots for day following 29-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,468.3 |
3,456.7 |
3,411.7 |
|
| R3 |
3,445.3 |
3,433.7 |
3,405.3 |
|
| R2 |
3,422.3 |
3,422.3 |
3,403.2 |
|
| R1 |
3,410.7 |
3,410.7 |
3,401.1 |
3,416.5 |
| PP |
3,399.3 |
3,399.3 |
3,399.3 |
3,402.3 |
| S1 |
3,387.7 |
3,387.7 |
3,396.9 |
3,393.5 |
| S2 |
3,376.3 |
3,376.3 |
3,394.8 |
|
| S3 |
3,353.3 |
3,364.7 |
3,392.7 |
|
| S4 |
3,330.3 |
3,341.7 |
3,386.4 |
|
|
| 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 |
3,411.0 |
3,333.0 |
78.0 |
2.3% |
32.2 |
0.9% |
85% |
True |
False |
840,962 |
| 10 |
3,411.0 |
3,321.0 |
90.0 |
2.6% |
32.9 |
1.0% |
87% |
True |
False |
952,623 |
| 20 |
3,411.0 |
3,292.0 |
119.0 |
3.5% |
31.0 |
0.9% |
90% |
True |
False |
825,439 |
| 40 |
3,411.0 |
3,135.0 |
276.0 |
8.1% |
31.7 |
0.9% |
96% |
True |
False |
423,952 |
| 60 |
3,411.0 |
3,135.0 |
276.0 |
8.1% |
30.5 |
0.9% |
96% |
True |
False |
285,081 |
| 80 |
3,411.0 |
3,037.0 |
374.0 |
11.0% |
28.6 |
0.8% |
97% |
True |
False |
214,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,508.8 |
|
2.618 |
3,471.2 |
|
1.618 |
3,448.2 |
|
1.000 |
3,434.0 |
|
0.618 |
3,425.2 |
|
HIGH |
3,411.0 |
|
0.618 |
3,402.2 |
|
0.500 |
3,399.5 |
|
0.382 |
3,396.8 |
|
LOW |
3,388.0 |
|
0.618 |
3,373.8 |
|
1.000 |
3,365.0 |
|
1.618 |
3,350.8 |
|
2.618 |
3,327.8 |
|
4.250 |
3,290.3 |
|
|
| Fisher Pivots for day following 29-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,399.5 |
3,390.0 |
| PP |
3,399.3 |
3,381.0 |
| S1 |
3,399.2 |
3,372.0 |
|