| Trading Metrics calculated at close of trading on 17-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2017 |
17-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
2,379.25 |
2,379.25 |
0.00 |
0.0% |
2,367.75 |
| High |
2,388.75 |
2,382.25 |
-6.50 |
-0.3% |
2,388.75 |
| Low |
2,373.50 |
2,372.75 |
-0.75 |
0.0% |
2,354.75 |
| Close |
2,379.00 |
2,375.25 |
-3.75 |
-0.2% |
2,375.25 |
| Range |
15.25 |
9.50 |
-5.75 |
-37.7% |
34.00 |
| ATR |
15.55 |
15.11 |
-0.43 |
-2.8% |
0.00 |
| Volume |
1,616,078 |
1,277,357 |
-338,721 |
-21.0% |
8,296,355 |
|
| Daily Pivots for day following 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,405.25 |
2,399.75 |
2,380.50 |
|
| R3 |
2,395.75 |
2,390.25 |
2,377.75 |
|
| R2 |
2,386.25 |
2,386.25 |
2,377.00 |
|
| R1 |
2,380.75 |
2,380.75 |
2,376.00 |
2,378.75 |
| PP |
2,376.75 |
2,376.75 |
2,376.75 |
2,375.75 |
| S1 |
2,371.25 |
2,371.25 |
2,374.50 |
2,369.25 |
| S2 |
2,367.25 |
2,367.25 |
2,373.50 |
|
| S3 |
2,357.75 |
2,361.75 |
2,372.75 |
|
| S4 |
2,348.25 |
2,352.25 |
2,370.00 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,475.00 |
2,459.00 |
2,394.00 |
|
| R3 |
2,441.00 |
2,425.00 |
2,384.50 |
|
| R2 |
2,407.00 |
2,407.00 |
2,381.50 |
|
| R1 |
2,391.00 |
2,391.00 |
2,378.25 |
2,399.00 |
| PP |
2,373.00 |
2,373.00 |
2,373.00 |
2,377.00 |
| S1 |
2,357.00 |
2,357.00 |
2,372.25 |
2,365.00 |
| S2 |
2,339.00 |
2,339.00 |
2,369.00 |
|
| S3 |
2,305.00 |
2,323.00 |
2,366.00 |
|
| S4 |
2,271.00 |
2,289.00 |
2,356.50 |
|
|
| 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% |
14.75 |
0.6% |
60% |
False |
False |
1,659,271 |
| 10 |
2,388.75 |
2,351.00 |
37.75 |
1.6% |
14.50 |
0.6% |
64% |
False |
False |
1,144,078 |
| 20 |
2,397.25 |
2,332.00 |
65.25 |
2.7% |
14.75 |
0.6% |
66% |
False |
False |
582,003 |
| 40 |
2,397.25 |
2,246.25 |
151.00 |
6.4% |
15.25 |
0.6% |
85% |
False |
False |
294,195 |
| 60 |
2,397.25 |
2,222.50 |
174.75 |
7.4% |
14.75 |
0.6% |
87% |
False |
False |
196,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,422.50 |
|
2.618 |
2,407.00 |
|
1.618 |
2,397.50 |
|
1.000 |
2,391.75 |
|
0.618 |
2,388.00 |
|
HIGH |
2,382.25 |
|
0.618 |
2,378.50 |
|
0.500 |
2,377.50 |
|
0.382 |
2,376.50 |
|
LOW |
2,372.75 |
|
0.618 |
2,367.00 |
|
1.000 |
2,363.25 |
|
1.618 |
2,357.50 |
|
2.618 |
2,348.00 |
|
4.250 |
2,332.50 |
|
|
| Fisher Pivots for day following 17-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,377.50 |
2,376.00 |
| PP |
2,376.75 |
2,375.75 |
| S1 |
2,376.00 |
2,375.50 |
|