| Trading Metrics calculated at close of trading on 13-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2017 |
13-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
2,364.50 |
2,367.75 |
3.25 |
0.1% |
2,377.00 |
| High |
2,376.25 |
2,372.00 |
-4.25 |
-0.2% |
2,377.25 |
| Low |
2,359.00 |
2,364.75 |
5.75 |
0.2% |
2,351.00 |
| Close |
2,368.50 |
2,371.75 |
3.25 |
0.1% |
2,368.50 |
| Range |
17.25 |
7.25 |
-10.00 |
-58.0% |
26.25 |
| ATR |
15.27 |
14.70 |
-0.57 |
-3.8% |
0.00 |
| Volume |
1,865,954 |
1,612,837 |
-253,117 |
-13.6% |
3,144,432 |
|
| Daily Pivots for day following 13-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,391.25 |
2,388.75 |
2,375.75 |
|
| R3 |
2,384.00 |
2,381.50 |
2,373.75 |
|
| R2 |
2,376.75 |
2,376.75 |
2,373.00 |
|
| R1 |
2,374.25 |
2,374.25 |
2,372.50 |
2,375.50 |
| PP |
2,369.50 |
2,369.50 |
2,369.50 |
2,370.00 |
| S1 |
2,367.00 |
2,367.00 |
2,371.00 |
2,368.25 |
| S2 |
2,362.25 |
2,362.25 |
2,370.50 |
|
| S3 |
2,355.00 |
2,359.75 |
2,369.75 |
|
| S4 |
2,347.75 |
2,352.50 |
2,367.75 |
|
|
| 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 |
2,376.25 |
2,351.00 |
25.25 |
1.1% |
12.75 |
0.5% |
82% |
False |
False |
939,920 |
| 10 |
2,397.25 |
2,351.00 |
46.25 |
2.0% |
15.00 |
0.6% |
45% |
False |
False |
488,941 |
| 20 |
2,397.25 |
2,308.25 |
89.00 |
3.8% |
15.00 |
0.6% |
71% |
False |
False |
250,846 |
| 40 |
2,397.25 |
2,246.25 |
151.00 |
6.4% |
14.75 |
0.6% |
83% |
False |
False |
127,265 |
| 60 |
2,397.25 |
2,222.50 |
174.75 |
7.4% |
15.00 |
0.6% |
85% |
False |
False |
85,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,402.75 |
|
2.618 |
2,391.00 |
|
1.618 |
2,383.75 |
|
1.000 |
2,379.25 |
|
0.618 |
2,376.50 |
|
HIGH |
2,372.00 |
|
0.618 |
2,369.25 |
|
0.500 |
2,368.50 |
|
0.382 |
2,367.50 |
|
LOW |
2,364.75 |
|
0.618 |
2,360.25 |
|
1.000 |
2,357.50 |
|
1.618 |
2,353.00 |
|
2.618 |
2,345.75 |
|
4.250 |
2,334.00 |
|
|
| Fisher Pivots for day following 13-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,370.50 |
2,369.00 |
| PP |
2,369.50 |
2,366.25 |
| S1 |
2,368.50 |
2,363.50 |
|