| Trading Metrics calculated at close of trading on 24-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2017 |
24-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
11,973.0 |
12,065.5 |
92.5 |
0.8% |
12,074.5 |
| High |
12,075.0 |
12,130.5 |
55.5 |
0.5% |
12,142.0 |
| Low |
11,922.5 |
12,036.5 |
114.0 |
1.0% |
11,878.5 |
| Close |
12,072.0 |
12,094.0 |
22.0 |
0.2% |
12,094.0 |
| Range |
152.5 |
94.0 |
-58.5 |
-38.4% |
263.5 |
| ATR |
113.3 |
112.0 |
-1.4 |
-1.2% |
0.0 |
| Volume |
74,464 |
88,467 |
14,003 |
18.8% |
456,664 |
|
| Daily Pivots for day following 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,369.0 |
12,325.5 |
12,145.7 |
|
| R3 |
12,275.0 |
12,231.5 |
12,119.9 |
|
| R2 |
12,181.0 |
12,181.0 |
12,111.2 |
|
| R1 |
12,137.5 |
12,137.5 |
12,102.6 |
12,159.3 |
| PP |
12,087.0 |
12,087.0 |
12,087.0 |
12,097.9 |
| S1 |
12,043.5 |
12,043.5 |
12,085.4 |
12,065.3 |
| S2 |
11,993.0 |
11,993.0 |
12,076.8 |
|
| S3 |
11,899.0 |
11,949.5 |
12,068.2 |
|
| S4 |
11,805.0 |
11,855.5 |
12,042.3 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,828.7 |
12,724.8 |
12,238.9 |
|
| R3 |
12,565.2 |
12,461.3 |
12,166.5 |
|
| R2 |
12,301.7 |
12,301.7 |
12,142.3 |
|
| R1 |
12,197.8 |
12,197.8 |
12,118.2 |
12,249.8 |
| PP |
12,038.2 |
12,038.2 |
12,038.2 |
12,064.1 |
| S1 |
11,934.3 |
11,934.3 |
12,069.8 |
11,986.3 |
| S2 |
11,774.7 |
11,774.7 |
12,045.7 |
|
| S3 |
11,511.2 |
11,670.8 |
12,021.5 |
|
| S4 |
11,247.7 |
11,407.3 |
11,949.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,142.0 |
11,878.5 |
263.5 |
2.2% |
123.5 |
1.0% |
82% |
False |
False |
91,332 |
| 10 |
12,209.5 |
11,878.5 |
331.0 |
2.7% |
111.9 |
0.9% |
65% |
False |
False |
78,228 |
| 20 |
12,209.5 |
11,811.5 |
398.0 |
3.3% |
102.7 |
0.8% |
71% |
False |
False |
43,139 |
| 40 |
12,209.5 |
11,496.0 |
713.5 |
5.9% |
104.8 |
0.9% |
84% |
False |
False |
21,775 |
| 60 |
12,209.5 |
11,428.0 |
781.5 |
6.5% |
100.5 |
0.8% |
85% |
False |
False |
14,745 |
| 80 |
12,209.5 |
10,439.5 |
1,770.0 |
14.6% |
95.5 |
0.8% |
93% |
False |
False |
11,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,530.0 |
|
2.618 |
12,376.6 |
|
1.618 |
12,282.6 |
|
1.000 |
12,224.5 |
|
0.618 |
12,188.6 |
|
HIGH |
12,130.5 |
|
0.618 |
12,094.6 |
|
0.500 |
12,083.5 |
|
0.382 |
12,072.4 |
|
LOW |
12,036.5 |
|
0.618 |
11,978.4 |
|
1.000 |
11,942.5 |
|
1.618 |
11,884.4 |
|
2.618 |
11,790.4 |
|
4.250 |
11,637.0 |
|
|
| Fisher Pivots for day following 24-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,090.5 |
12,064.2 |
| PP |
12,087.0 |
12,034.3 |
| S1 |
12,083.5 |
12,004.5 |
|