| Trading Metrics calculated at close of trading on 17-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2017 |
17-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
12,125.0 |
12,083.0 |
-42.0 |
-0.3% |
11,990.5 |
| High |
12,209.5 |
12,149.5 |
-60.0 |
-0.5% |
12,209.5 |
| Low |
12,074.5 |
12,048.5 |
-26.0 |
-0.2% |
11,959.0 |
| Close |
12,115.0 |
12,106.5 |
-8.5 |
-0.1% |
12,106.5 |
| Range |
135.0 |
101.0 |
-34.0 |
-25.2% |
250.5 |
| ATR |
106.3 |
105.9 |
-0.4 |
-0.4% |
0.0 |
| Volume |
63,887 |
49,538 |
-14,349 |
-22.5% |
325,617 |
|
| Daily Pivots for day following 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,404.5 |
12,356.5 |
12,162.1 |
|
| R3 |
12,303.5 |
12,255.5 |
12,134.3 |
|
| R2 |
12,202.5 |
12,202.5 |
12,125.0 |
|
| R1 |
12,154.5 |
12,154.5 |
12,115.8 |
12,178.5 |
| PP |
12,101.5 |
12,101.5 |
12,101.5 |
12,113.5 |
| S1 |
12,053.5 |
12,053.5 |
12,097.2 |
12,077.5 |
| S2 |
12,000.5 |
12,000.5 |
12,088.0 |
|
| S3 |
11,899.5 |
11,952.5 |
12,078.7 |
|
| S4 |
11,798.5 |
11,851.5 |
12,051.0 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,843.2 |
12,725.3 |
12,244.3 |
|
| R3 |
12,592.7 |
12,474.8 |
12,175.4 |
|
| R2 |
12,342.2 |
12,342.2 |
12,152.4 |
|
| R1 |
12,224.3 |
12,224.3 |
12,129.5 |
12,283.3 |
| PP |
12,091.7 |
12,091.7 |
12,091.7 |
12,121.1 |
| S1 |
11,973.8 |
11,973.8 |
12,083.5 |
12,032.8 |
| S2 |
11,841.2 |
11,841.2 |
12,060.6 |
|
| S3 |
11,590.7 |
11,723.3 |
12,037.6 |
|
| S4 |
11,340.2 |
11,472.8 |
11,968.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,209.5 |
11,959.0 |
250.5 |
2.1% |
100.2 |
0.8% |
59% |
False |
False |
65,123 |
| 10 |
12,209.5 |
11,946.0 |
263.5 |
2.2% |
96.2 |
0.8% |
61% |
False |
False |
39,887 |
| 20 |
12,209.5 |
11,751.0 |
458.5 |
3.8% |
101.1 |
0.8% |
78% |
False |
False |
20,439 |
| 40 |
12,209.5 |
11,496.0 |
713.5 |
5.9% |
100.9 |
0.8% |
86% |
False |
False |
10,477 |
| 60 |
12,209.5 |
11,428.0 |
781.5 |
6.5% |
94.0 |
0.8% |
87% |
False |
False |
7,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,578.8 |
|
2.618 |
12,413.9 |
|
1.618 |
12,312.9 |
|
1.000 |
12,250.5 |
|
0.618 |
12,211.9 |
|
HIGH |
12,149.5 |
|
0.618 |
12,110.9 |
|
0.500 |
12,099.0 |
|
0.382 |
12,087.1 |
|
LOW |
12,048.5 |
|
0.618 |
11,986.1 |
|
1.000 |
11,947.5 |
|
1.618 |
11,885.1 |
|
2.618 |
11,784.1 |
|
4.250 |
11,619.3 |
|
|
| Fisher Pivots for day following 17-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,104.0 |
12,103.9 |
| PP |
12,101.5 |
12,101.3 |
| S1 |
12,099.0 |
12,098.8 |
|