| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2017 |
16-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
2,370.34 |
2,387.71 |
17.37 |
0.7% |
2,375.23 |
| High |
2,390.01 |
2,388.10 |
-1.91 |
-0.1% |
2,378.80 |
| Low |
2,368.94 |
2,377.18 |
8.24 |
0.3% |
2,354.54 |
| Close |
2,385.26 |
2,381.38 |
-3.88 |
-0.2% |
2,372.60 |
| Range |
21.07 |
10.92 |
-10.15 |
-48.2% |
24.26 |
| ATR |
14.36 |
14.12 |
-0.25 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,414.98 |
2,409.10 |
2,387.39 |
|
| R3 |
2,404.06 |
2,398.18 |
2,384.38 |
|
| R2 |
2,393.14 |
2,393.14 |
2,383.38 |
|
| R1 |
2,387.26 |
2,387.26 |
2,382.38 |
2,384.74 |
| PP |
2,382.22 |
2,382.22 |
2,382.22 |
2,380.96 |
| S1 |
2,376.34 |
2,376.34 |
2,380.38 |
2,373.82 |
| S2 |
2,371.30 |
2,371.30 |
2,379.38 |
|
| S3 |
2,360.38 |
2,365.42 |
2,378.38 |
|
| S4 |
2,349.46 |
2,354.50 |
2,375.37 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,441.43 |
2,431.27 |
2,385.94 |
|
| R3 |
2,417.17 |
2,407.01 |
2,379.27 |
|
| R2 |
2,392.91 |
2,392.91 |
2,377.05 |
|
| R1 |
2,382.75 |
2,382.75 |
2,374.82 |
2,375.70 |
| PP |
2,368.65 |
2,368.65 |
2,368.65 |
2,365.12 |
| S1 |
2,358.49 |
2,358.49 |
2,370.38 |
2,351.44 |
| S2 |
2,344.39 |
2,344.39 |
2,368.15 |
|
| S3 |
2,320.13 |
2,334.23 |
2,365.93 |
|
| S4 |
2,295.87 |
2,309.97 |
2,359.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,390.01 |
2,358.18 |
31.83 |
1.3% |
12.42 |
0.5% |
73% |
False |
False |
|
| 10 |
2,390.01 |
2,354.54 |
35.47 |
1.5% |
11.76 |
0.5% |
76% |
False |
False |
|
| 20 |
2,400.98 |
2,338.87 |
62.11 |
2.6% |
12.08 |
0.5% |
68% |
False |
False |
|
| 40 |
2,400.98 |
2,257.02 |
143.96 |
6.0% |
12.21 |
0.5% |
86% |
False |
False |
|
| 60 |
2,400.98 |
2,233.62 |
167.36 |
7.0% |
11.98 |
0.5% |
88% |
False |
False |
|
| 80 |
2,400.98 |
2,180.38 |
220.60 |
9.3% |
12.43 |
0.5% |
91% |
False |
False |
|
| 100 |
2,400.98 |
2,083.79 |
317.19 |
13.3% |
13.58 |
0.6% |
94% |
False |
False |
|
| 120 |
2,400.98 |
2,083.79 |
317.19 |
13.3% |
14.00 |
0.6% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,434.51 |
|
2.618 |
2,416.69 |
|
1.618 |
2,405.77 |
|
1.000 |
2,399.02 |
|
0.618 |
2,394.85 |
|
HIGH |
2,388.10 |
|
0.618 |
2,383.93 |
|
0.500 |
2,382.64 |
|
0.382 |
2,381.35 |
|
LOW |
2,377.18 |
|
0.618 |
2,370.43 |
|
1.000 |
2,366.26 |
|
1.618 |
2,359.51 |
|
2.618 |
2,348.59 |
|
4.250 |
2,330.77 |
|
|