| Trading Metrics calculated at close of trading on 23-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2017 |
23-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
11,905.0 |
11,973.0 |
68.0 |
0.6% |
11,990.5 |
| High |
11,977.5 |
12,075.0 |
97.5 |
0.8% |
12,209.5 |
| Low |
11,878.5 |
11,922.5 |
44.0 |
0.4% |
11,959.0 |
| Close |
11,943.5 |
12,072.0 |
128.5 |
1.1% |
12,106.5 |
| Range |
99.0 |
152.5 |
53.5 |
54.0% |
250.5 |
| ATR |
110.3 |
113.3 |
3.0 |
2.7% |
0.0 |
| Volume |
91,768 |
74,464 |
-17,304 |
-18.9% |
325,617 |
|
| Daily Pivots for day following 23-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,480.7 |
12,428.8 |
12,155.9 |
|
| R3 |
12,328.2 |
12,276.3 |
12,113.9 |
|
| R2 |
12,175.7 |
12,175.7 |
12,100.0 |
|
| R1 |
12,123.8 |
12,123.8 |
12,086.0 |
12,149.8 |
| PP |
12,023.2 |
12,023.2 |
12,023.2 |
12,036.1 |
| S1 |
11,971.3 |
11,971.3 |
12,058.0 |
11,997.3 |
| S2 |
11,870.7 |
11,870.7 |
12,044.0 |
|
| S3 |
11,718.2 |
11,818.8 |
12,030.1 |
|
| S4 |
11,565.7 |
11,666.3 |
11,988.1 |
|
|
| 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 |
12,149.5 |
11,878.5 |
271.0 |
2.2% |
124.9 |
1.0% |
71% |
False |
False |
83,547 |
| 10 |
12,209.5 |
11,878.5 |
331.0 |
2.7% |
115.4 |
1.0% |
58% |
False |
False |
73,685 |
| 20 |
12,209.5 |
11,751.0 |
458.5 |
3.8% |
108.4 |
0.9% |
70% |
False |
False |
38,738 |
| 40 |
12,209.5 |
11,496.0 |
713.5 |
5.9% |
103.7 |
0.9% |
81% |
False |
False |
19,574 |
| 60 |
12,209.5 |
11,428.0 |
781.5 |
6.5% |
100.0 |
0.8% |
82% |
False |
False |
13,273 |
| 80 |
12,209.5 |
10,439.5 |
1,770.0 |
14.7% |
95.9 |
0.8% |
92% |
False |
False |
9,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,723.1 |
|
2.618 |
12,474.2 |
|
1.618 |
12,321.7 |
|
1.000 |
12,227.5 |
|
0.618 |
12,169.2 |
|
HIGH |
12,075.0 |
|
0.618 |
12,016.7 |
|
0.500 |
11,998.8 |
|
0.382 |
11,980.8 |
|
LOW |
11,922.5 |
|
0.618 |
11,828.3 |
|
1.000 |
11,770.0 |
|
1.618 |
11,675.8 |
|
2.618 |
11,523.3 |
|
4.250 |
11,274.4 |
|
|
| Fisher Pivots for day following 23-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,047.6 |
12,051.4 |
| PP |
12,023.2 |
12,030.8 |
| S1 |
11,998.8 |
12,010.3 |
|