| Trading Metrics calculated at close of trading on 27-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2017 |
27-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
12,065.5 |
12,027.5 |
-38.0 |
-0.3% |
12,074.5 |
| High |
12,130.5 |
12,062.0 |
-68.5 |
-0.6% |
12,142.0 |
| Low |
12,036.5 |
11,942.5 |
-94.0 |
-0.8% |
11,878.5 |
| Close |
12,094.0 |
12,020.5 |
-73.5 |
-0.6% |
12,094.0 |
| Range |
94.0 |
119.5 |
25.5 |
27.1% |
263.5 |
| ATR |
112.0 |
114.8 |
2.8 |
2.5% |
0.0 |
| Volume |
88,467 |
82,675 |
-5,792 |
-6.5% |
456,664 |
|
| Daily Pivots for day following 27-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,366.8 |
12,313.2 |
12,086.2 |
|
| R3 |
12,247.3 |
12,193.7 |
12,053.4 |
|
| R2 |
12,127.8 |
12,127.8 |
12,042.4 |
|
| R1 |
12,074.2 |
12,074.2 |
12,031.5 |
12,041.3 |
| PP |
12,008.3 |
12,008.3 |
12,008.3 |
11,991.9 |
| S1 |
11,954.7 |
11,954.7 |
12,009.5 |
11,921.8 |
| S2 |
11,888.8 |
11,888.8 |
11,998.6 |
|
| S3 |
11,769.3 |
11,835.2 |
11,987.6 |
|
| S4 |
11,649.8 |
11,715.7 |
11,954.8 |
|
|
| 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% |
136.7 |
1.1% |
54% |
False |
False |
85,253 |
| 10 |
12,209.5 |
11,878.5 |
331.0 |
2.8% |
116.9 |
1.0% |
43% |
False |
False |
79,147 |
| 20 |
12,209.5 |
11,811.5 |
398.0 |
3.3% |
105.5 |
0.9% |
53% |
False |
False |
47,268 |
| 40 |
12,209.5 |
11,496.0 |
713.5 |
5.9% |
104.8 |
0.9% |
74% |
False |
False |
23,837 |
| 60 |
12,209.5 |
11,456.0 |
753.5 |
6.3% |
99.0 |
0.8% |
75% |
False |
False |
16,118 |
| 80 |
12,209.5 |
10,495.0 |
1,714.5 |
14.3% |
95.6 |
0.8% |
89% |
False |
False |
12,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,569.9 |
|
2.618 |
12,374.9 |
|
1.618 |
12,255.4 |
|
1.000 |
12,181.5 |
|
0.618 |
12,135.9 |
|
HIGH |
12,062.0 |
|
0.618 |
12,016.4 |
|
0.500 |
12,002.3 |
|
0.382 |
11,988.1 |
|
LOW |
11,942.5 |
|
0.618 |
11,868.6 |
|
1.000 |
11,823.0 |
|
1.618 |
11,749.1 |
|
2.618 |
11,629.6 |
|
4.250 |
11,434.6 |
|
|
| Fisher Pivots for day following 27-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,014.4 |
12,026.5 |
| PP |
12,008.3 |
12,024.5 |
| S1 |
12,002.3 |
12,022.5 |
|