| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2017 |
24-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
2,345.97 |
2,350.42 |
4.45 |
0.2% |
2,378.24 |
| High |
2,358.92 |
2,356.22 |
-2.70 |
-0.1% |
2,381.93 |
| Low |
2,342.13 |
2,335.74 |
-6.39 |
-0.3% |
2,335.74 |
| Close |
2,345.96 |
2,343.98 |
-1.98 |
-0.1% |
2,343.98 |
| Range |
16.79 |
20.48 |
3.69 |
22.0% |
46.19 |
| ATR |
15.42 |
15.78 |
0.36 |
2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,406.75 |
2,395.85 |
2,355.24 |
|
| R3 |
2,386.27 |
2,375.37 |
2,349.61 |
|
| R2 |
2,365.79 |
2,365.79 |
2,347.73 |
|
| R1 |
2,354.89 |
2,354.89 |
2,345.86 |
2,350.10 |
| PP |
2,345.31 |
2,345.31 |
2,345.31 |
2,342.92 |
| S1 |
2,334.41 |
2,334.41 |
2,342.10 |
2,329.62 |
| S2 |
2,324.83 |
2,324.83 |
2,340.23 |
|
| S3 |
2,304.35 |
2,313.93 |
2,338.35 |
|
| S4 |
2,283.87 |
2,293.45 |
2,332.72 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,492.45 |
2,464.41 |
2,369.38 |
|
| R3 |
2,446.26 |
2,418.22 |
2,356.68 |
|
| R2 |
2,400.07 |
2,400.07 |
2,352.45 |
|
| R1 |
2,372.03 |
2,372.03 |
2,348.21 |
2,362.96 |
| PP |
2,353.88 |
2,353.88 |
2,353.88 |
2,349.35 |
| S1 |
2,325.84 |
2,325.84 |
2,339.75 |
2,316.77 |
| S2 |
2,307.69 |
2,307.69 |
2,335.51 |
|
| S3 |
2,261.50 |
2,279.65 |
2,331.28 |
|
| S4 |
2,215.31 |
2,233.46 |
2,318.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,381.93 |
2,335.74 |
46.19 |
2.0% |
20.51 |
0.9% |
18% |
False |
True |
|
| 10 |
2,390.01 |
2,335.74 |
54.27 |
2.3% |
15.89 |
0.7% |
15% |
False |
True |
|
| 20 |
2,400.98 |
2,335.74 |
65.24 |
2.8% |
14.11 |
0.6% |
13% |
False |
True |
|
| 40 |
2,400.98 |
2,267.21 |
133.77 |
5.7% |
13.02 |
0.6% |
57% |
False |
False |
|
| 60 |
2,400.98 |
2,233.62 |
167.36 |
7.1% |
13.13 |
0.6% |
66% |
False |
False |
|
| 80 |
2,400.98 |
2,187.44 |
213.54 |
9.1% |
13.06 |
0.6% |
73% |
False |
False |
|
| 100 |
2,400.98 |
2,083.79 |
317.19 |
13.5% |
13.89 |
0.6% |
82% |
False |
False |
|
| 120 |
2,400.98 |
2,083.79 |
317.19 |
13.5% |
14.01 |
0.6% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,443.26 |
|
2.618 |
2,409.84 |
|
1.618 |
2,389.36 |
|
1.000 |
2,376.70 |
|
0.618 |
2,368.88 |
|
HIGH |
2,356.22 |
|
0.618 |
2,348.40 |
|
0.500 |
2,345.98 |
|
0.382 |
2,343.56 |
|
LOW |
2,335.74 |
|
0.618 |
2,323.08 |
|
1.000 |
2,315.26 |
|
1.618 |
2,302.60 |
|
2.618 |
2,282.12 |
|
4.250 |
2,248.70 |
|
|