| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2017 |
21-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
2,378.24 |
2,379.32 |
1.08 |
0.0% |
2,371.56 |
| High |
2,379.55 |
2,381.93 |
2.38 |
0.1% |
2,390.01 |
| Low |
2,369.66 |
2,341.90 |
-27.76 |
-1.2% |
2,358.18 |
| Close |
2,373.47 |
2,344.02 |
-29.45 |
-1.2% |
2,378.25 |
| Range |
9.89 |
40.03 |
30.14 |
304.8% |
31.83 |
| ATR |
13.41 |
15.31 |
1.90 |
14.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,476.04 |
2,450.06 |
2,366.04 |
|
| R3 |
2,436.01 |
2,410.03 |
2,355.03 |
|
| R2 |
2,395.98 |
2,395.98 |
2,351.36 |
|
| R1 |
2,370.00 |
2,370.00 |
2,347.69 |
2,362.98 |
| PP |
2,355.95 |
2,355.95 |
2,355.95 |
2,352.44 |
| S1 |
2,329.97 |
2,329.97 |
2,340.35 |
2,322.95 |
| S2 |
2,315.92 |
2,315.92 |
2,336.68 |
|
| S3 |
2,275.89 |
2,289.94 |
2,333.01 |
|
| S4 |
2,235.86 |
2,249.91 |
2,322.00 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,470.97 |
2,456.44 |
2,395.76 |
|
| R3 |
2,439.14 |
2,424.61 |
2,387.00 |
|
| R2 |
2,407.31 |
2,407.31 |
2,384.09 |
|
| R1 |
2,392.78 |
2,392.78 |
2,381.17 |
2,400.05 |
| PP |
2,375.48 |
2,375.48 |
2,375.48 |
2,379.11 |
| S1 |
2,360.95 |
2,360.95 |
2,375.33 |
2,368.22 |
| S2 |
2,343.65 |
2,343.65 |
2,372.41 |
|
| S3 |
2,311.82 |
2,329.12 |
2,369.50 |
|
| S4 |
2,279.99 |
2,297.29 |
2,360.74 |
|
|
| 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 |
2,341.90 |
48.11 |
2.1% |
18.00 |
0.8% |
4% |
False |
True |
|
| 10 |
2,390.01 |
2,341.90 |
48.11 |
2.1% |
14.67 |
0.6% |
4% |
False |
True |
|
| 20 |
2,400.98 |
2,341.90 |
59.08 |
2.5% |
13.18 |
0.6% |
4% |
False |
True |
|
| 40 |
2,400.98 |
2,266.68 |
134.30 |
5.7% |
12.59 |
0.5% |
58% |
False |
False |
|
| 60 |
2,400.98 |
2,233.62 |
167.36 |
7.1% |
12.58 |
0.5% |
66% |
False |
False |
|
| 80 |
2,400.98 |
2,187.44 |
213.54 |
9.1% |
12.75 |
0.5% |
73% |
False |
False |
|
| 100 |
2,400.98 |
2,083.79 |
317.19 |
13.5% |
13.86 |
0.6% |
82% |
False |
False |
|
| 120 |
2,400.98 |
2,083.79 |
317.19 |
13.5% |
14.13 |
0.6% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,552.06 |
|
2.618 |
2,486.73 |
|
1.618 |
2,446.70 |
|
1.000 |
2,421.96 |
|
0.618 |
2,406.67 |
|
HIGH |
2,381.93 |
|
0.618 |
2,366.64 |
|
0.500 |
2,361.92 |
|
0.382 |
2,357.19 |
|
LOW |
2,341.90 |
|
0.618 |
2,317.16 |
|
1.000 |
2,301.87 |
|
1.618 |
2,277.13 |
|
2.618 |
2,237.10 |
|
4.250 |
2,171.77 |
|
|