| Trading Metrics calculated at close of trading on 07-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2017 |
07-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
2,377.00 |
2,368.00 |
-9.00 |
-0.4% |
2,358.75 |
| High |
2,377.25 |
2,372.00 |
-5.25 |
-0.2% |
2,397.25 |
| Low |
2,363.75 |
2,361.25 |
-2.50 |
-0.1% |
2,353.50 |
| Close |
2,372.00 |
2,363.00 |
-9.00 |
-0.4% |
2,377.75 |
| Range |
13.50 |
10.75 |
-2.75 |
-20.4% |
43.75 |
| ATR |
15.58 |
15.23 |
-0.34 |
-2.2% |
0.00 |
| Volume |
57,669 |
96,753 |
39,084 |
67.8% |
146,602 |
|
| Daily Pivots for day following 07-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,397.75 |
2,391.00 |
2,369.00 |
|
| R3 |
2,387.00 |
2,380.25 |
2,366.00 |
|
| R2 |
2,376.25 |
2,376.25 |
2,365.00 |
|
| R1 |
2,369.50 |
2,369.50 |
2,364.00 |
2,367.50 |
| PP |
2,365.50 |
2,365.50 |
2,365.50 |
2,364.50 |
| S1 |
2,358.75 |
2,358.75 |
2,362.00 |
2,356.75 |
| S2 |
2,354.75 |
2,354.75 |
2,361.00 |
|
| S3 |
2,344.00 |
2,348.00 |
2,360.00 |
|
| S4 |
2,333.25 |
2,337.25 |
2,357.00 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,507.50 |
2,486.25 |
2,401.75 |
|
| R3 |
2,463.75 |
2,442.50 |
2,389.75 |
|
| R2 |
2,420.00 |
2,420.00 |
2,385.75 |
|
| R1 |
2,398.75 |
2,398.75 |
2,381.75 |
2,409.50 |
| PP |
2,376.25 |
2,376.25 |
2,376.25 |
2,381.50 |
| S1 |
2,355.00 |
2,355.00 |
2,373.75 |
2,365.50 |
| S2 |
2,332.50 |
2,332.50 |
2,369.75 |
|
| S3 |
2,288.75 |
2,311.25 |
2,365.75 |
|
| S4 |
2,245.00 |
2,267.50 |
2,353.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,397.25 |
2,359.25 |
38.00 |
1.6% |
17.50 |
0.7% |
10% |
False |
False |
51,323 |
| 10 |
2,397.25 |
2,345.25 |
52.00 |
2.2% |
14.75 |
0.6% |
34% |
False |
False |
33,291 |
| 20 |
2,397.25 |
2,276.00 |
121.25 |
5.1% |
15.00 |
0.6% |
72% |
False |
False |
21,727 |
| 40 |
2,397.25 |
2,243.00 |
154.25 |
6.5% |
15.00 |
0.6% |
78% |
False |
False |
12,367 |
| 60 |
2,397.25 |
2,222.50 |
174.75 |
7.4% |
15.25 |
0.6% |
80% |
False |
False |
8,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,417.75 |
|
2.618 |
2,400.25 |
|
1.618 |
2,389.50 |
|
1.000 |
2,382.75 |
|
0.618 |
2,378.75 |
|
HIGH |
2,372.00 |
|
0.618 |
2,368.00 |
|
0.500 |
2,366.50 |
|
0.382 |
2,365.25 |
|
LOW |
2,361.25 |
|
0.618 |
2,354.50 |
|
1.000 |
2,350.50 |
|
1.618 |
2,343.75 |
|
2.618 |
2,333.00 |
|
4.250 |
2,315.50 |
|
|
| Fisher Pivots for day following 07-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,366.50 |
2,370.50 |
| PP |
2,365.50 |
2,368.00 |
| S1 |
2,364.25 |
2,365.50 |
|