| Trading Metrics calculated at close of trading on 07-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2017 |
07-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
5,725.0 |
5,715.0 |
-10.0 |
-0.2% |
5,698.0 |
| High |
5,736.0 |
5,765.0 |
29.0 |
0.5% |
5,764.0 |
| Low |
5,700.0 |
5,708.0 |
8.0 |
0.1% |
5,654.0 |
| Close |
5,728.0 |
5,754.0 |
26.0 |
0.5% |
5,707.0 |
| Range |
36.0 |
57.0 |
21.0 |
58.3% |
110.0 |
| ATR |
48.6 |
49.2 |
0.6 |
1.2% |
0.0 |
| Volume |
18,864 |
28,231 |
9,367 |
49.7% |
174,989 |
|
| Daily Pivots for day following 07-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,913.3 |
5,890.7 |
5,785.4 |
|
| R3 |
5,856.3 |
5,833.7 |
5,769.7 |
|
| R2 |
5,799.3 |
5,799.3 |
5,764.5 |
|
| R1 |
5,776.7 |
5,776.7 |
5,759.2 |
5,788.0 |
| PP |
5,742.3 |
5,742.3 |
5,742.3 |
5,748.0 |
| S1 |
5,719.7 |
5,719.7 |
5,748.8 |
5,731.0 |
| S2 |
5,685.3 |
5,685.3 |
5,743.6 |
|
| S3 |
5,628.3 |
5,662.7 |
5,738.3 |
|
| S4 |
5,571.3 |
5,605.7 |
5,722.7 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,038.3 |
5,982.7 |
5,767.5 |
|
| R3 |
5,928.3 |
5,872.7 |
5,737.3 |
|
| R2 |
5,818.3 |
5,818.3 |
5,727.2 |
|
| R1 |
5,762.7 |
5,762.7 |
5,717.1 |
5,790.5 |
| PP |
5,708.3 |
5,708.3 |
5,708.3 |
5,722.3 |
| S1 |
5,652.7 |
5,652.7 |
5,696.9 |
5,680.5 |
| S2 |
5,598.3 |
5,598.3 |
5,686.8 |
|
| S3 |
5,488.3 |
5,542.7 |
5,676.8 |
|
| S4 |
5,378.3 |
5,432.7 |
5,646.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,765.0 |
5,654.0 |
111.0 |
1.9% |
39.0 |
0.7% |
90% |
True |
False |
29,969 |
| 10 |
5,775.0 |
5,654.0 |
121.0 |
2.1% |
39.4 |
0.7% |
83% |
False |
False |
29,439 |
| 20 |
5,779.0 |
5,559.0 |
220.0 |
3.8% |
39.0 |
0.7% |
89% |
False |
False |
27,985 |
| 40 |
5,779.0 |
5,527.0 |
252.0 |
4.4% |
43.1 |
0.7% |
90% |
False |
False |
26,793 |
| 60 |
5,790.0 |
5,462.0 |
328.0 |
5.7% |
42.7 |
0.7% |
89% |
False |
False |
29,783 |
| 80 |
5,790.0 |
5,174.0 |
616.0 |
10.7% |
39.1 |
0.7% |
94% |
False |
False |
22,377 |
| 100 |
5,790.0 |
5,009.0 |
781.0 |
13.6% |
37.5 |
0.7% |
95% |
False |
False |
17,906 |
| 120 |
5,790.0 |
5,009.0 |
781.0 |
13.6% |
32.2 |
0.6% |
95% |
False |
False |
14,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,007.3 |
|
2.618 |
5,914.2 |
|
1.618 |
5,857.2 |
|
1.000 |
5,822.0 |
|
0.618 |
5,800.2 |
|
HIGH |
5,765.0 |
|
0.618 |
5,743.2 |
|
0.500 |
5,736.5 |
|
0.382 |
5,729.8 |
|
LOW |
5,708.0 |
|
0.618 |
5,672.8 |
|
1.000 |
5,651.0 |
|
1.618 |
5,615.8 |
|
2.618 |
5,558.8 |
|
4.250 |
5,465.8 |
|
|
| Fisher Pivots for day following 07-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
5,748.2 |
5,746.0 |
| PP |
5,742.3 |
5,738.0 |
| S1 |
5,736.5 |
5,730.0 |
|