| Trading Metrics calculated at close of trading on 27-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2017 |
27-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
2,341.00 |
2,337.00 |
-4.00 |
-0.2% |
2,373.75 |
| High |
2,352.75 |
2,341.50 |
-11.25 |
-0.5% |
2,378.75 |
| Low |
2,331.75 |
2,317.75 |
-14.00 |
-0.6% |
2,331.75 |
| Close |
2,344.75 |
2,338.50 |
-6.25 |
-0.3% |
2,344.75 |
| Range |
21.00 |
23.75 |
2.75 |
13.1% |
47.00 |
| ATR |
17.02 |
17.73 |
0.71 |
4.2% |
0.00 |
| Volume |
1,600,274 |
1,614,233 |
13,959 |
0.9% |
8,759,290 |
|
| Daily Pivots for day following 27-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,403.75 |
2,395.00 |
2,351.50 |
|
| R3 |
2,380.00 |
2,371.25 |
2,345.00 |
|
| R2 |
2,356.25 |
2,356.25 |
2,342.75 |
|
| R1 |
2,347.50 |
2,347.50 |
2,340.75 |
2,352.00 |
| PP |
2,332.50 |
2,332.50 |
2,332.50 |
2,334.75 |
| S1 |
2,323.75 |
2,323.75 |
2,336.25 |
2,328.00 |
| S2 |
2,308.75 |
2,308.75 |
2,334.25 |
|
| S3 |
2,285.00 |
2,300.00 |
2,332.00 |
|
| S4 |
2,261.25 |
2,276.25 |
2,325.50 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,492.75 |
2,465.75 |
2,370.50 |
|
| R3 |
2,445.75 |
2,418.75 |
2,357.75 |
|
| R2 |
2,398.75 |
2,398.75 |
2,353.25 |
|
| R1 |
2,371.75 |
2,371.75 |
2,349.00 |
2,361.75 |
| PP |
2,351.75 |
2,351.75 |
2,351.75 |
2,346.75 |
| S1 |
2,324.75 |
2,324.75 |
2,340.50 |
2,314.75 |
| S2 |
2,304.75 |
2,304.75 |
2,336.25 |
|
| S3 |
2,257.75 |
2,277.75 |
2,331.75 |
|
| S4 |
2,210.75 |
2,230.75 |
2,319.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,378.75 |
2,317.75 |
61.00 |
2.6% |
24.00 |
1.0% |
34% |
False |
True |
1,859,484 |
| 10 |
2,388.75 |
2,317.75 |
71.00 |
3.0% |
19.75 |
0.8% |
29% |
False |
True |
1,705,704 |
| 20 |
2,397.25 |
2,317.75 |
79.50 |
3.4% |
17.50 |
0.7% |
26% |
False |
True |
1,097,322 |
| 40 |
2,397.25 |
2,257.25 |
140.00 |
6.0% |
16.25 |
0.7% |
58% |
False |
False |
553,028 |
| 60 |
2,397.25 |
2,222.50 |
174.75 |
7.5% |
15.75 |
0.7% |
66% |
False |
False |
369,512 |
| 80 |
2,397.25 |
2,168.75 |
228.50 |
9.8% |
16.00 |
0.7% |
74% |
False |
False |
277,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,442.50 |
|
2.618 |
2,403.75 |
|
1.618 |
2,380.00 |
|
1.000 |
2,365.25 |
|
0.618 |
2,356.25 |
|
HIGH |
2,341.50 |
|
0.618 |
2,332.50 |
|
0.500 |
2,329.50 |
|
0.382 |
2,326.75 |
|
LOW |
2,317.75 |
|
0.618 |
2,303.00 |
|
1.000 |
2,294.00 |
|
1.618 |
2,279.25 |
|
2.618 |
2,255.50 |
|
4.250 |
2,216.75 |
|
|
| Fisher Pivots for day following 27-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,335.50 |
2,338.00 |
| PP |
2,332.50 |
2,337.50 |
| S1 |
2,329.50 |
2,337.00 |
|