| Trading Metrics calculated at close of trading on 10-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2017 |
10-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
2,360.25 |
2,364.50 |
4.25 |
0.2% |
2,377.00 |
| High |
2,366.25 |
2,376.25 |
10.00 |
0.4% |
2,377.25 |
| Low |
2,351.00 |
2,359.00 |
8.00 |
0.3% |
2,351.00 |
| Close |
2,363.25 |
2,368.50 |
5.25 |
0.2% |
2,368.50 |
| Range |
15.25 |
17.25 |
2.00 |
13.1% |
26.25 |
| ATR |
15.12 |
15.27 |
0.15 |
1.0% |
0.00 |
| Volume |
816,870 |
1,865,954 |
1,049,084 |
128.4% |
3,144,432 |
|
| Daily Pivots for day following 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,419.75 |
2,411.25 |
2,378.00 |
|
| R3 |
2,402.50 |
2,394.00 |
2,373.25 |
|
| R2 |
2,385.25 |
2,385.25 |
2,371.75 |
|
| R1 |
2,376.75 |
2,376.75 |
2,370.00 |
2,381.00 |
| PP |
2,368.00 |
2,368.00 |
2,368.00 |
2,370.00 |
| S1 |
2,359.50 |
2,359.50 |
2,367.00 |
2,363.75 |
| S2 |
2,350.75 |
2,350.75 |
2,365.25 |
|
| S3 |
2,333.50 |
2,342.25 |
2,363.75 |
|
| S4 |
2,316.25 |
2,325.00 |
2,359.00 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,444.25 |
2,432.75 |
2,383.00 |
|
| R3 |
2,418.00 |
2,406.50 |
2,375.75 |
|
| R2 |
2,391.75 |
2,391.75 |
2,373.25 |
|
| R1 |
2,380.25 |
2,380.25 |
2,371.00 |
2,373.00 |
| PP |
2,365.50 |
2,365.50 |
2,365.50 |
2,362.00 |
| S1 |
2,354.00 |
2,354.00 |
2,366.00 |
2,346.50 |
| S2 |
2,339.25 |
2,339.25 |
2,363.75 |
|
| S3 |
2,313.00 |
2,327.75 |
2,361.25 |
|
| S4 |
2,286.75 |
2,301.50 |
2,354.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,377.25 |
2,351.00 |
26.25 |
1.1% |
14.00 |
0.6% |
67% |
False |
False |
628,886 |
| 10 |
2,397.25 |
2,351.00 |
46.25 |
2.0% |
15.25 |
0.6% |
38% |
False |
False |
329,103 |
| 20 |
2,397.25 |
2,297.75 |
99.50 |
4.2% |
15.25 |
0.6% |
71% |
False |
False |
170,440 |
| 40 |
2,397.25 |
2,243.00 |
154.25 |
6.5% |
15.25 |
0.6% |
81% |
False |
False |
87,016 |
| 60 |
2,397.25 |
2,222.50 |
174.75 |
7.4% |
15.25 |
0.6% |
84% |
False |
False |
58,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,449.50 |
|
2.618 |
2,421.50 |
|
1.618 |
2,404.25 |
|
1.000 |
2,393.50 |
|
0.618 |
2,387.00 |
|
HIGH |
2,376.25 |
|
0.618 |
2,369.75 |
|
0.500 |
2,367.50 |
|
0.382 |
2,365.50 |
|
LOW |
2,359.00 |
|
0.618 |
2,348.25 |
|
1.000 |
2,341.75 |
|
1.618 |
2,331.00 |
|
2.618 |
2,313.75 |
|
4.250 |
2,285.75 |
|
|
| Fisher Pivots for day following 10-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,368.25 |
2,367.00 |
| PP |
2,368.00 |
2,365.25 |
| S1 |
2,367.50 |
2,363.50 |
|