| Trading Metrics calculated at close of trading on 30-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2017 |
30-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
3,397.0 |
3,401.0 |
4.0 |
0.1% |
3,359.0 |
| High |
3,411.0 |
3,413.0 |
2.0 |
0.1% |
3,397.0 |
| Low |
3,388.0 |
3,392.0 |
4.0 |
0.1% |
3,321.0 |
| Close |
3,399.0 |
3,411.0 |
12.0 |
0.4% |
3,370.0 |
| Range |
23.0 |
21.0 |
-2.0 |
-8.7% |
76.0 |
| ATR |
33.3 |
32.4 |
-0.9 |
-2.6% |
0.0 |
| Volume |
821,392 |
624,112 |
-197,280 |
-24.0% |
5,178,202 |
|
| Daily Pivots for day following 30-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,468.3 |
3,460.7 |
3,422.6 |
|
| R3 |
3,447.3 |
3,439.7 |
3,416.8 |
|
| R2 |
3,426.3 |
3,426.3 |
3,414.9 |
|
| R1 |
3,418.7 |
3,418.7 |
3,412.9 |
3,422.5 |
| PP |
3,405.3 |
3,405.3 |
3,405.3 |
3,407.3 |
| S1 |
3,397.7 |
3,397.7 |
3,409.1 |
3,401.5 |
| S2 |
3,384.3 |
3,384.3 |
3,407.2 |
|
| S3 |
3,363.3 |
3,376.7 |
3,405.2 |
|
| S4 |
3,342.3 |
3,355.7 |
3,399.5 |
|
|
| 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 |
3,413.0 |
3,333.0 |
80.0 |
2.3% |
28.2 |
0.8% |
98% |
True |
False |
799,829 |
| 10 |
3,413.0 |
3,321.0 |
92.0 |
2.7% |
32.7 |
1.0% |
98% |
True |
False |
901,461 |
| 20 |
3,413.0 |
3,292.0 |
121.0 |
3.5% |
31.2 |
0.9% |
98% |
True |
False |
855,343 |
| 40 |
3,413.0 |
3,135.0 |
278.0 |
8.2% |
31.7 |
0.9% |
99% |
True |
False |
439,495 |
| 60 |
3,413.0 |
3,135.0 |
278.0 |
8.2% |
30.6 |
0.9% |
99% |
True |
False |
295,249 |
| 80 |
3,413.0 |
3,060.0 |
353.0 |
10.3% |
28.5 |
0.8% |
99% |
True |
False |
222,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,502.3 |
|
2.618 |
3,468.0 |
|
1.618 |
3,447.0 |
|
1.000 |
3,434.0 |
|
0.618 |
3,426.0 |
|
HIGH |
3,413.0 |
|
0.618 |
3,405.0 |
|
0.500 |
3,402.5 |
|
0.382 |
3,400.0 |
|
LOW |
3,392.0 |
|
0.618 |
3,379.0 |
|
1.000 |
3,371.0 |
|
1.618 |
3,358.0 |
|
2.618 |
3,337.0 |
|
4.250 |
3,302.8 |
|
|
| Fisher Pivots for day following 30-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,408.2 |
3,403.3 |
| PP |
3,405.3 |
3,395.7 |
| S1 |
3,402.5 |
3,388.0 |
|