| Trading Metrics calculated at close of trading on 30-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2017 |
30-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
12,195.0 |
12,234.0 |
39.0 |
0.3% |
12,074.5 |
| High |
12,265.5 |
12,286.0 |
20.5 |
0.2% |
12,142.0 |
| Low |
12,191.5 |
12,223.5 |
32.0 |
0.3% |
11,878.5 |
| Close |
12,232.5 |
12,280.5 |
48.0 |
0.4% |
12,094.0 |
| Range |
74.0 |
62.5 |
-11.5 |
-15.5% |
263.5 |
| ATR |
117.6 |
113.7 |
-3.9 |
-3.3% |
0.0 |
| Volume |
58,294 |
68,443 |
10,149 |
17.4% |
456,664 |
|
| Daily Pivots for day following 30-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,450.8 |
12,428.2 |
12,314.9 |
|
| R3 |
12,388.3 |
12,365.7 |
12,297.7 |
|
| R2 |
12,325.8 |
12,325.8 |
12,292.0 |
|
| R1 |
12,303.2 |
12,303.2 |
12,286.2 |
12,314.5 |
| PP |
12,263.3 |
12,263.3 |
12,263.3 |
12,269.0 |
| S1 |
12,240.7 |
12,240.7 |
12,274.8 |
12,252.0 |
| S2 |
12,200.8 |
12,200.8 |
12,269.0 |
|
| S3 |
12,138.3 |
12,178.2 |
12,263.3 |
|
| S4 |
12,075.8 |
12,115.7 |
12,246.1 |
|
|
| 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 |
12,286.0 |
11,942.5 |
343.5 |
2.8% |
98.9 |
0.8% |
98% |
True |
False |
73,097 |
| 10 |
12,286.0 |
11,878.5 |
407.5 |
3.3% |
111.9 |
0.9% |
99% |
True |
False |
78,322 |
| 20 |
12,286.0 |
11,878.5 |
407.5 |
3.3% |
101.9 |
0.8% |
99% |
True |
False |
56,685 |
| 40 |
12,286.0 |
11,496.0 |
790.0 |
6.4% |
103.5 |
0.8% |
99% |
True |
False |
28,673 |
| 60 |
12,286.0 |
11,456.0 |
830.0 |
6.8% |
99.9 |
0.8% |
99% |
True |
False |
19,351 |
| 80 |
12,286.0 |
11,050.0 |
1,236.0 |
10.1% |
92.7 |
0.8% |
100% |
True |
False |
14,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,551.6 |
|
2.618 |
12,449.6 |
|
1.618 |
12,387.1 |
|
1.000 |
12,348.5 |
|
0.618 |
12,324.6 |
|
HIGH |
12,286.0 |
|
0.618 |
12,262.1 |
|
0.500 |
12,254.8 |
|
0.382 |
12,247.4 |
|
LOW |
12,223.5 |
|
0.618 |
12,184.9 |
|
1.000 |
12,161.0 |
|
1.618 |
12,122.4 |
|
2.618 |
12,059.9 |
|
4.250 |
11,957.9 |
|
|
| Fisher Pivots for day following 30-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,271.9 |
12,246.4 |
| PP |
12,263.3 |
12,212.3 |
| S1 |
12,254.8 |
12,178.3 |
|