| Trading Metrics calculated at close of trading on 08-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2017 |
08-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
2,368.00 |
2,363.75 |
-4.25 |
-0.2% |
2,358.75 |
| High |
2,372.00 |
2,370.00 |
-2.00 |
-0.1% |
2,397.25 |
| Low |
2,361.25 |
2,356.50 |
-4.75 |
-0.2% |
2,353.50 |
| Close |
2,363.00 |
2,361.00 |
-2.00 |
-0.1% |
2,377.75 |
| Range |
10.75 |
13.50 |
2.75 |
25.6% |
43.75 |
| ATR |
15.23 |
15.11 |
-0.12 |
-0.8% |
0.00 |
| Volume |
96,753 |
307,186 |
210,433 |
217.5% |
146,602 |
|
| Daily Pivots for day following 08-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,403.00 |
2,395.50 |
2,368.50 |
|
| R3 |
2,389.50 |
2,382.00 |
2,364.75 |
|
| R2 |
2,376.00 |
2,376.00 |
2,363.50 |
|
| R1 |
2,368.50 |
2,368.50 |
2,362.25 |
2,365.50 |
| PP |
2,362.50 |
2,362.50 |
2,362.50 |
2,361.00 |
| S1 |
2,355.00 |
2,355.00 |
2,359.75 |
2,352.00 |
| S2 |
2,349.00 |
2,349.00 |
2,358.50 |
|
| S3 |
2,335.50 |
2,341.50 |
2,357.25 |
|
| S4 |
2,322.00 |
2,328.00 |
2,353.50 |
|
|
| 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 |
2,390.75 |
2,356.50 |
34.25 |
1.5% |
12.50 |
0.5% |
13% |
False |
True |
103,117 |
| 10 |
2,397.25 |
2,345.25 |
52.00 |
2.2% |
15.25 |
0.6% |
30% |
False |
False |
63,238 |
| 20 |
2,397.25 |
2,276.00 |
121.25 |
5.1% |
15.00 |
0.6% |
70% |
False |
False |
36,973 |
| 40 |
2,397.25 |
2,243.00 |
154.25 |
6.5% |
15.00 |
0.6% |
76% |
False |
False |
20,020 |
| 60 |
2,397.25 |
2,222.50 |
174.75 |
7.4% |
15.25 |
0.6% |
79% |
False |
False |
13,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,427.50 |
|
2.618 |
2,405.25 |
|
1.618 |
2,391.75 |
|
1.000 |
2,383.50 |
|
0.618 |
2,378.25 |
|
HIGH |
2,370.00 |
|
0.618 |
2,364.75 |
|
0.500 |
2,363.25 |
|
0.382 |
2,361.75 |
|
LOW |
2,356.50 |
|
0.618 |
2,348.25 |
|
1.000 |
2,343.00 |
|
1.618 |
2,334.75 |
|
2.618 |
2,321.25 |
|
4.250 |
2,299.00 |
|
|
| Fisher Pivots for day following 08-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,363.25 |
2,367.00 |
| PP |
2,362.50 |
2,365.00 |
| S1 |
2,361.75 |
2,363.00 |
|