| Trading Metrics calculated at close of trading on 28-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2017 |
28-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
2,337.00 |
2,340.50 |
3.50 |
0.1% |
2,373.75 |
| High |
2,341.50 |
2,360.50 |
19.00 |
0.8% |
2,378.75 |
| Low |
2,317.75 |
2,333.50 |
15.75 |
0.7% |
2,331.75 |
| Close |
2,338.50 |
2,351.50 |
13.00 |
0.6% |
2,344.75 |
| Range |
23.75 |
27.00 |
3.25 |
13.7% |
47.00 |
| ATR |
17.73 |
18.39 |
0.66 |
3.7% |
0.00 |
| Volume |
1,614,233 |
1,623,900 |
9,667 |
0.6% |
8,759,290 |
|
| Daily Pivots for day following 28-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,429.50 |
2,417.50 |
2,366.25 |
|
| R3 |
2,402.50 |
2,390.50 |
2,359.00 |
|
| R2 |
2,375.50 |
2,375.50 |
2,356.50 |
|
| R1 |
2,363.50 |
2,363.50 |
2,354.00 |
2,369.50 |
| PP |
2,348.50 |
2,348.50 |
2,348.50 |
2,351.50 |
| S1 |
2,336.50 |
2,336.50 |
2,349.00 |
2,342.50 |
| S2 |
2,321.50 |
2,321.50 |
2,346.50 |
|
| S3 |
2,294.50 |
2,309.50 |
2,344.00 |
|
| S4 |
2,267.50 |
2,282.50 |
2,336.75 |
|
|
| 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 |
2,360.50 |
2,317.75 |
42.75 |
1.8% |
21.25 |
0.9% |
79% |
True |
False |
1,670,677 |
| 10 |
2,388.75 |
2,317.75 |
71.00 |
3.0% |
20.75 |
0.9% |
48% |
False |
False |
1,666,620 |
| 20 |
2,397.25 |
2,317.75 |
79.50 |
3.4% |
18.25 |
0.8% |
42% |
False |
False |
1,177,020 |
| 40 |
2,397.25 |
2,257.25 |
140.00 |
6.0% |
16.50 |
0.7% |
67% |
False |
False |
593,398 |
| 60 |
2,397.25 |
2,222.50 |
174.75 |
7.4% |
16.00 |
0.7% |
74% |
False |
False |
396,561 |
| 80 |
2,397.25 |
2,168.75 |
228.50 |
9.7% |
16.25 |
0.7% |
80% |
False |
False |
297,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,475.25 |
|
2.618 |
2,431.25 |
|
1.618 |
2,404.25 |
|
1.000 |
2,387.50 |
|
0.618 |
2,377.25 |
|
HIGH |
2,360.50 |
|
0.618 |
2,350.25 |
|
0.500 |
2,347.00 |
|
0.382 |
2,343.75 |
|
LOW |
2,333.50 |
|
0.618 |
2,316.75 |
|
1.000 |
2,306.50 |
|
1.618 |
2,289.75 |
|
2.618 |
2,262.75 |
|
4.250 |
2,218.75 |
|
|
| Fisher Pivots for day following 28-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,350.00 |
2,347.50 |
| PP |
2,348.50 |
2,343.25 |
| S1 |
2,347.00 |
2,339.00 |
|