| Trading Metrics calculated at close of trading on 21-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2017 |
21-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
2,373.75 |
2,369.00 |
-4.75 |
-0.2% |
2,367.75 |
| High |
2,376.00 |
2,378.75 |
2.75 |
0.1% |
2,388.75 |
| Low |
2,365.50 |
2,338.00 |
-27.50 |
-1.2% |
2,354.75 |
| Close |
2,370.25 |
2,342.25 |
-28.00 |
-1.2% |
2,375.25 |
| Range |
10.50 |
40.75 |
30.25 |
288.1% |
34.00 |
| ATR |
14.78 |
16.64 |
1.85 |
12.5% |
0.00 |
| Volume |
1,076,099 |
2,567,939 |
1,491,840 |
138.6% |
8,296,355 |
|
| Daily Pivots for day following 21-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,475.25 |
2,449.50 |
2,364.75 |
|
| R3 |
2,434.50 |
2,408.75 |
2,353.50 |
|
| R2 |
2,393.75 |
2,393.75 |
2,349.75 |
|
| R1 |
2,368.00 |
2,368.00 |
2,346.00 |
2,360.50 |
| PP |
2,353.00 |
2,353.00 |
2,353.00 |
2,349.25 |
| S1 |
2,327.25 |
2,327.25 |
2,338.50 |
2,319.75 |
| S2 |
2,312.25 |
2,312.25 |
2,334.75 |
|
| S3 |
2,271.50 |
2,286.50 |
2,331.00 |
|
| S4 |
2,230.75 |
2,245.75 |
2,319.75 |
|
|
| 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 |
2,338.00 |
50.75 |
2.2% |
20.25 |
0.9% |
8% |
False |
True |
1,662,563 |
| 10 |
2,388.75 |
2,338.00 |
50.75 |
2.2% |
17.00 |
0.7% |
8% |
False |
True |
1,493,040 |
| 20 |
2,397.25 |
2,338.00 |
59.25 |
2.5% |
16.00 |
0.7% |
7% |
False |
True |
763,166 |
| 40 |
2,397.25 |
2,254.25 |
143.00 |
6.1% |
15.75 |
0.7% |
62% |
False |
False |
385,168 |
| 60 |
2,397.25 |
2,222.50 |
174.75 |
7.5% |
15.25 |
0.7% |
69% |
False |
False |
257,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,552.00 |
|
2.618 |
2,485.50 |
|
1.618 |
2,444.75 |
|
1.000 |
2,419.50 |
|
0.618 |
2,404.00 |
|
HIGH |
2,378.75 |
|
0.618 |
2,363.25 |
|
0.500 |
2,358.50 |
|
0.382 |
2,353.50 |
|
LOW |
2,338.00 |
|
0.618 |
2,312.75 |
|
1.000 |
2,297.25 |
|
1.618 |
2,272.00 |
|
2.618 |
2,231.25 |
|
4.250 |
2,164.75 |
|
|
| Fisher Pivots for day following 21-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,358.50 |
2,360.00 |
| PP |
2,353.00 |
2,354.25 |
| S1 |
2,347.50 |
2,348.25 |
|