| Trading Metrics calculated at close of trading on 16-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2017 |
16-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
2,363.50 |
2,379.25 |
15.75 |
0.7% |
2,377.00 |
| High |
2,387.75 |
2,388.75 |
1.00 |
0.0% |
2,377.25 |
| Low |
2,363.00 |
2,373.50 |
10.50 |
0.4% |
2,351.00 |
| Close |
2,380.50 |
2,379.00 |
-1.50 |
-0.1% |
2,368.50 |
| Range |
24.75 |
15.25 |
-9.50 |
-38.4% |
26.25 |
| ATR |
15.57 |
15.55 |
-0.02 |
-0.1% |
0.00 |
| Volume |
1,775,343 |
1,616,078 |
-159,265 |
-9.0% |
3,144,432 |
|
| Daily Pivots for day following 16-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,426.25 |
2,417.75 |
2,387.50 |
|
| R3 |
2,411.00 |
2,402.50 |
2,383.25 |
|
| R2 |
2,395.75 |
2,395.75 |
2,381.75 |
|
| R1 |
2,387.25 |
2,387.25 |
2,380.50 |
2,384.00 |
| PP |
2,380.50 |
2,380.50 |
2,380.50 |
2,378.75 |
| S1 |
2,372.00 |
2,372.00 |
2,377.50 |
2,368.50 |
| S2 |
2,365.25 |
2,365.25 |
2,376.25 |
|
| S3 |
2,350.00 |
2,356.75 |
2,374.75 |
|
| S4 |
2,334.75 |
2,341.50 |
2,370.50 |
|
|
| 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 |
2,388.75 |
2,354.75 |
34.00 |
1.4% |
16.25 |
0.7% |
71% |
True |
False |
1,776,990 |
| 10 |
2,388.75 |
2,351.00 |
37.75 |
1.6% |
14.25 |
0.6% |
74% |
True |
False |
1,019,249 |
| 20 |
2,397.25 |
2,332.00 |
65.25 |
2.7% |
15.00 |
0.6% |
72% |
False |
False |
518,631 |
| 40 |
2,397.25 |
2,246.25 |
151.00 |
6.3% |
15.25 |
0.6% |
88% |
False |
False |
262,306 |
| 60 |
2,397.25 |
2,222.50 |
174.75 |
7.3% |
14.75 |
0.6% |
90% |
False |
False |
175,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,453.50 |
|
2.618 |
2,428.75 |
|
1.618 |
2,413.50 |
|
1.000 |
2,404.00 |
|
0.618 |
2,398.25 |
|
HIGH |
2,388.75 |
|
0.618 |
2,383.00 |
|
0.500 |
2,381.00 |
|
0.382 |
2,379.25 |
|
LOW |
2,373.50 |
|
0.618 |
2,364.00 |
|
1.000 |
2,358.25 |
|
1.618 |
2,348.75 |
|
2.618 |
2,333.50 |
|
4.250 |
2,308.75 |
|
|
| Fisher Pivots for day following 16-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,381.00 |
2,376.50 |
| PP |
2,380.50 |
2,374.25 |
| S1 |
2,379.75 |
2,371.75 |
|