| Trading Metrics calculated at close of trading on 31-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2017 |
31-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
12,234.0 |
12,250.0 |
16.0 |
0.1% |
12,027.5 |
| High |
12,286.0 |
12,367.0 |
81.0 |
0.7% |
12,367.0 |
| Low |
12,223.5 |
12,241.5 |
18.0 |
0.1% |
11,942.5 |
| Close |
12,280.5 |
12,329.5 |
49.0 |
0.4% |
12,329.5 |
| Range |
62.5 |
125.5 |
63.0 |
100.8% |
424.5 |
| ATR |
113.7 |
114.5 |
0.8 |
0.7% |
0.0 |
| Volume |
68,443 |
86,697 |
18,254 |
26.7% |
363,716 |
|
| Daily Pivots for day following 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,689.2 |
12,634.8 |
12,398.5 |
|
| R3 |
12,563.7 |
12,509.3 |
12,364.0 |
|
| R2 |
12,438.2 |
12,438.2 |
12,352.5 |
|
| R1 |
12,383.8 |
12,383.8 |
12,341.0 |
12,411.0 |
| PP |
12,312.7 |
12,312.7 |
12,312.7 |
12,326.3 |
| S1 |
12,258.3 |
12,258.3 |
12,318.0 |
12,285.5 |
| S2 |
12,187.2 |
12,187.2 |
12,306.5 |
|
| S3 |
12,061.7 |
12,132.8 |
12,295.0 |
|
| S4 |
11,936.2 |
12,007.3 |
12,260.5 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,486.5 |
13,332.5 |
12,563.0 |
|
| R3 |
13,062.0 |
12,908.0 |
12,446.2 |
|
| R2 |
12,637.5 |
12,637.5 |
12,407.3 |
|
| R1 |
12,483.5 |
12,483.5 |
12,368.4 |
12,560.5 |
| PP |
12,213.0 |
12,213.0 |
12,213.0 |
12,251.5 |
| S1 |
12,059.0 |
12,059.0 |
12,290.6 |
12,136.0 |
| S2 |
11,788.5 |
11,788.5 |
12,251.7 |
|
| S3 |
11,364.0 |
11,634.5 |
12,212.8 |
|
| S4 |
10,939.5 |
11,210.0 |
12,096.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,367.0 |
11,942.5 |
424.5 |
3.4% |
105.2 |
0.9% |
91% |
True |
False |
72,743 |
| 10 |
12,367.0 |
11,878.5 |
488.5 |
4.0% |
114.4 |
0.9% |
92% |
True |
False |
82,038 |
| 20 |
12,367.0 |
11,878.5 |
488.5 |
4.0% |
105.3 |
0.9% |
92% |
True |
False |
60,962 |
| 40 |
12,367.0 |
11,496.0 |
871.0 |
7.1% |
105.3 |
0.9% |
96% |
True |
False |
30,838 |
| 60 |
12,367.0 |
11,456.0 |
911.0 |
7.4% |
100.9 |
0.8% |
96% |
True |
False |
20,793 |
| 80 |
12,367.0 |
11,178.0 |
1,189.0 |
9.6% |
92.3 |
0.7% |
97% |
True |
False |
15,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,900.4 |
|
2.618 |
12,695.6 |
|
1.618 |
12,570.1 |
|
1.000 |
12,492.5 |
|
0.618 |
12,444.6 |
|
HIGH |
12,367.0 |
|
0.618 |
12,319.1 |
|
0.500 |
12,304.3 |
|
0.382 |
12,289.4 |
|
LOW |
12,241.5 |
|
0.618 |
12,163.9 |
|
1.000 |
12,116.0 |
|
1.618 |
12,038.4 |
|
2.618 |
11,912.9 |
|
4.250 |
11,708.1 |
|
|
| Fisher Pivots for day following 31-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,321.1 |
12,312.8 |
| PP |
12,312.7 |
12,296.0 |
| S1 |
12,304.3 |
12,279.3 |
|