| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2,014.24 |
2,026.90 |
12.66 |
0.6% |
1,996.11 |
| High |
2,032.02 |
2,046.24 |
14.22 |
0.7% |
2,022.37 |
| Low |
2,010.04 |
2,022.16 |
12.12 |
0.6% |
1,969.25 |
| Close |
2,027.22 |
2,040.59 |
13.37 |
0.7% |
2,022.19 |
| Range |
21.98 |
24.08 |
2.10 |
9.6% |
53.12 |
| ATR |
26.18 |
26.03 |
-0.15 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,108.57 |
2,098.66 |
2,053.83 |
|
| R3 |
2,084.49 |
2,074.58 |
2,047.21 |
|
| R2 |
2,060.41 |
2,060.41 |
2,045.00 |
|
| R1 |
2,050.50 |
2,050.50 |
2,042.80 |
2,055.46 |
| PP |
2,036.33 |
2,036.33 |
2,036.33 |
2,038.81 |
| S1 |
2,026.42 |
2,026.42 |
2,038.38 |
2,031.38 |
| S2 |
2,012.25 |
2,012.25 |
2,036.18 |
|
| S3 |
1,988.17 |
2,002.34 |
2,033.97 |
|
| S4 |
1,964.09 |
1,978.26 |
2,027.35 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,163.96 |
2,146.20 |
2,051.41 |
|
| R3 |
2,110.84 |
2,093.08 |
2,036.80 |
|
| R2 |
2,057.72 |
2,057.72 |
2,031.93 |
|
| R1 |
2,039.96 |
2,039.96 |
2,027.06 |
2,048.84 |
| PP |
2,004.60 |
2,004.60 |
2,004.60 |
2,009.05 |
| S1 |
1,986.84 |
1,986.84 |
2,017.32 |
1,995.72 |
| S2 |
1,951.48 |
1,951.48 |
2,012.45 |
|
| S3 |
1,898.36 |
1,933.72 |
2,007.58 |
|
| S4 |
1,845.24 |
1,880.60 |
1,992.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,046.24 |
1,994.71 |
51.53 |
2.5% |
19.39 |
1.0% |
89% |
True |
False |
|
| 10 |
2,046.24 |
1,969.25 |
76.99 |
3.8% |
20.42 |
1.0% |
93% |
True |
False |
|
| 20 |
2,046.24 |
1,891.00 |
155.24 |
7.6% |
22.62 |
1.1% |
96% |
True |
False |
|
| 40 |
2,046.24 |
1,810.10 |
236.14 |
11.6% |
28.21 |
1.4% |
98% |
True |
False |
|
| 60 |
2,081.56 |
1,810.10 |
271.46 |
13.3% |
30.01 |
1.5% |
85% |
False |
False |
|
| 80 |
2,104.27 |
1,810.10 |
294.17 |
14.4% |
29.09 |
1.4% |
78% |
False |
False |
|
| 100 |
2,116.48 |
1,810.10 |
306.38 |
15.0% |
27.19 |
1.3% |
75% |
False |
False |
|
| 120 |
2,116.48 |
1,810.10 |
306.38 |
15.0% |
26.92 |
1.3% |
75% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,148.58 |
|
2.618 |
2,109.28 |
|
1.618 |
2,085.20 |
|
1.000 |
2,070.32 |
|
0.618 |
2,061.12 |
|
HIGH |
2,046.24 |
|
0.618 |
2,037.04 |
|
0.500 |
2,034.20 |
|
0.382 |
2,031.36 |
|
LOW |
2,022.16 |
|
0.618 |
2,007.28 |
|
1.000 |
1,998.08 |
|
1.618 |
1,983.20 |
|
2.618 |
1,959.12 |
|
4.250 |
1,919.82 |
|
|