| Trading Metrics calculated at close of trading on 08-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2017 |
08-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
5,715.0 |
5,737.0 |
22.0 |
0.4% |
5,698.0 |
| High |
5,765.0 |
5,754.0 |
-11.0 |
-0.2% |
5,764.0 |
| Low |
5,708.0 |
5,728.0 |
20.0 |
0.4% |
5,654.0 |
| Close |
5,754.0 |
5,747.0 |
-7.0 |
-0.1% |
5,707.0 |
| Range |
57.0 |
26.0 |
-31.0 |
-54.4% |
110.0 |
| ATR |
49.2 |
47.5 |
-1.7 |
-3.4% |
0.0 |
| Volume |
28,231 |
27,983 |
-248 |
-0.9% |
174,989 |
|
| Daily Pivots for day following 08-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,821.0 |
5,810.0 |
5,761.3 |
|
| R3 |
5,795.0 |
5,784.0 |
5,754.2 |
|
| R2 |
5,769.0 |
5,769.0 |
5,751.8 |
|
| R1 |
5,758.0 |
5,758.0 |
5,749.4 |
5,763.5 |
| PP |
5,743.0 |
5,743.0 |
5,743.0 |
5,745.8 |
| S1 |
5,732.0 |
5,732.0 |
5,744.6 |
5,737.5 |
| S2 |
5,717.0 |
5,717.0 |
5,742.2 |
|
| S3 |
5,691.0 |
5,706.0 |
5,739.9 |
|
| S4 |
5,665.0 |
5,680.0 |
5,732.7 |
|
|
| 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 |
5,695.0 |
70.0 |
1.2% |
36.6 |
0.6% |
74% |
False |
False |
27,192 |
| 10 |
5,766.0 |
5,654.0 |
112.0 |
1.9% |
39.0 |
0.7% |
83% |
False |
False |
29,740 |
| 20 |
5,779.0 |
5,578.0 |
201.0 |
3.5% |
38.2 |
0.7% |
84% |
False |
False |
27,964 |
| 40 |
5,779.0 |
5,527.0 |
252.0 |
4.4% |
42.5 |
0.7% |
87% |
False |
False |
26,761 |
| 60 |
5,790.0 |
5,462.0 |
328.0 |
5.7% |
42.7 |
0.7% |
87% |
False |
False |
30,198 |
| 80 |
5,790.0 |
5,242.0 |
548.0 |
9.5% |
37.9 |
0.7% |
92% |
False |
False |
22,727 |
| 100 |
5,790.0 |
5,009.0 |
781.0 |
13.6% |
37.7 |
0.7% |
94% |
False |
False |
18,185 |
| 120 |
5,790.0 |
5,009.0 |
781.0 |
13.6% |
32.4 |
0.6% |
94% |
False |
False |
15,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,864.5 |
|
2.618 |
5,822.1 |
|
1.618 |
5,796.1 |
|
1.000 |
5,780.0 |
|
0.618 |
5,770.1 |
|
HIGH |
5,754.0 |
|
0.618 |
5,744.1 |
|
0.500 |
5,741.0 |
|
0.382 |
5,737.9 |
|
LOW |
5,728.0 |
|
0.618 |
5,711.9 |
|
1.000 |
5,702.0 |
|
1.618 |
5,685.9 |
|
2.618 |
5,659.9 |
|
4.250 |
5,617.5 |
|
|
| Fisher Pivots for day following 08-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
5,745.0 |
5,742.2 |
| PP |
5,743.0 |
5,737.3 |
| S1 |
5,741.0 |
5,732.5 |
|