| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2016 |
28-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2,032.48 |
2,037.89 |
5.41 |
0.3% |
2,047.88 |
| High |
2,036.04 |
2,042.67 |
6.63 |
0.3% |
2,056.60 |
| Low |
2,022.49 |
2,031.96 |
9.47 |
0.5% |
2,022.49 |
| Close |
2,035.94 |
2,037.05 |
1.11 |
0.1% |
2,035.94 |
| Range |
13.55 |
10.71 |
-2.84 |
-21.0% |
34.11 |
| ATR |
22.21 |
21.38 |
-0.82 |
-3.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,069.36 |
2,063.91 |
2,042.94 |
|
| R3 |
2,058.65 |
2,053.20 |
2,040.00 |
|
| R2 |
2,047.94 |
2,047.94 |
2,039.01 |
|
| R1 |
2,042.49 |
2,042.49 |
2,038.03 |
2,039.86 |
| PP |
2,037.23 |
2,037.23 |
2,037.23 |
2,035.91 |
| S1 |
2,031.78 |
2,031.78 |
2,036.07 |
2,029.15 |
| S2 |
2,026.52 |
2,026.52 |
2,035.09 |
|
| S3 |
2,015.81 |
2,021.07 |
2,034.10 |
|
| S4 |
2,005.10 |
2,010.36 |
2,031.16 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,140.67 |
2,122.42 |
2,054.70 |
|
| R3 |
2,106.56 |
2,088.31 |
2,045.32 |
|
| R2 |
2,072.45 |
2,072.45 |
2,042.19 |
|
| R1 |
2,054.20 |
2,054.20 |
2,039.07 |
2,046.27 |
| PP |
2,038.34 |
2,038.34 |
2,038.34 |
2,034.38 |
| S1 |
2,020.09 |
2,020.09 |
2,032.81 |
2,012.16 |
| S2 |
2,004.23 |
2,004.23 |
2,029.69 |
|
| S3 |
1,970.12 |
1,985.98 |
2,026.56 |
|
| S4 |
1,936.01 |
1,951.87 |
2,017.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,056.60 |
2,022.49 |
34.11 |
1.7% |
12.95 |
0.6% |
43% |
False |
False |
|
| 10 |
2,056.60 |
2,005.23 |
51.37 |
2.5% |
14.52 |
0.7% |
62% |
False |
False |
|
| 20 |
2,056.60 |
1,931.81 |
124.79 |
6.1% |
19.09 |
0.9% |
84% |
False |
False |
|
| 40 |
2,056.60 |
1,810.10 |
246.50 |
12.1% |
25.02 |
1.2% |
92% |
False |
False |
|
| 60 |
2,077.34 |
1,810.10 |
267.24 |
13.1% |
29.53 |
1.4% |
85% |
False |
False |
|
| 80 |
2,104.27 |
1,810.10 |
294.17 |
14.4% |
29.02 |
1.4% |
77% |
False |
False |
|
| 100 |
2,116.48 |
1,810.10 |
306.38 |
15.0% |
27.01 |
1.3% |
74% |
False |
False |
|
| 120 |
2,116.48 |
1,810.10 |
306.38 |
15.0% |
25.67 |
1.3% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,088.19 |
|
2.618 |
2,070.71 |
|
1.618 |
2,060.00 |
|
1.000 |
2,053.38 |
|
0.618 |
2,049.29 |
|
HIGH |
2,042.67 |
|
0.618 |
2,038.58 |
|
0.500 |
2,037.32 |
|
0.382 |
2,036.05 |
|
LOW |
2,031.96 |
|
0.618 |
2,025.34 |
|
1.000 |
2,021.25 |
|
1.618 |
2,014.63 |
|
2.618 |
2,003.92 |
|
4.250 |
1,986.44 |
|
|