| Trading Metrics calculated at close of trading on 28-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2017 |
28-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
12,027.5 |
12,090.0 |
62.5 |
0.5% |
12,074.5 |
| High |
12,062.0 |
12,215.0 |
153.0 |
1.3% |
12,142.0 |
| Low |
11,942.5 |
12,070.5 |
128.0 |
1.1% |
11,878.5 |
| Close |
12,020.5 |
12,185.5 |
165.0 |
1.4% |
12,094.0 |
| Range |
119.5 |
144.5 |
25.0 |
20.9% |
263.5 |
| ATR |
114.8 |
120.5 |
5.7 |
5.0% |
0.0 |
| Volume |
82,675 |
67,607 |
-15,068 |
-18.2% |
456,664 |
|
| Daily Pivots for day following 28-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,590.5 |
12,532.5 |
12,265.0 |
|
| R3 |
12,446.0 |
12,388.0 |
12,225.2 |
|
| R2 |
12,301.5 |
12,301.5 |
12,212.0 |
|
| R1 |
12,243.5 |
12,243.5 |
12,198.7 |
12,272.5 |
| PP |
12,157.0 |
12,157.0 |
12,157.0 |
12,171.5 |
| S1 |
12,099.0 |
12,099.0 |
12,172.3 |
12,128.0 |
| S2 |
12,012.5 |
12,012.5 |
12,159.0 |
|
| S3 |
11,868.0 |
11,954.5 |
12,145.8 |
|
| S4 |
11,723.5 |
11,810.0 |
12,106.0 |
|
|
| 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 |
12,215.0 |
11,878.5 |
336.5 |
2.8% |
121.9 |
1.0% |
91% |
True |
False |
80,996 |
| 10 |
12,215.0 |
11,878.5 |
336.5 |
2.8% |
122.4 |
1.0% |
91% |
True |
False |
78,971 |
| 20 |
12,215.0 |
11,878.5 |
336.5 |
2.8% |
109.3 |
0.9% |
91% |
True |
False |
50,503 |
| 40 |
12,215.0 |
11,496.0 |
719.0 |
5.9% |
104.1 |
0.9% |
96% |
True |
False |
25,522 |
| 60 |
12,215.0 |
11,456.0 |
759.0 |
6.2% |
99.9 |
0.8% |
96% |
True |
False |
17,244 |
| 80 |
12,215.0 |
10,695.5 |
1,519.5 |
12.5% |
94.4 |
0.8% |
98% |
True |
False |
12,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,829.1 |
|
2.618 |
12,593.3 |
|
1.618 |
12,448.8 |
|
1.000 |
12,359.5 |
|
0.618 |
12,304.3 |
|
HIGH |
12,215.0 |
|
0.618 |
12,159.8 |
|
0.500 |
12,142.8 |
|
0.382 |
12,125.7 |
|
LOW |
12,070.5 |
|
0.618 |
11,981.2 |
|
1.000 |
11,926.0 |
|
1.618 |
11,836.7 |
|
2.618 |
11,692.2 |
|
4.250 |
11,456.4 |
|
|
| Fisher Pivots for day following 28-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,171.3 |
12,149.9 |
| PP |
12,157.0 |
12,114.3 |
| S1 |
12,142.8 |
12,078.8 |
|