| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2017 |
27-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
2,350.42 |
2,329.11 |
-21.31 |
-0.9% |
2,378.24 |
| High |
2,356.22 |
2,344.90 |
-11.32 |
-0.5% |
2,381.93 |
| Low |
2,335.74 |
2,322.25 |
-13.49 |
-0.6% |
2,335.74 |
| Close |
2,343.98 |
2,341.59 |
-2.39 |
-0.1% |
2,343.98 |
| Range |
20.48 |
22.65 |
2.17 |
10.6% |
46.19 |
| ATR |
15.78 |
16.27 |
0.49 |
3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,404.20 |
2,395.54 |
2,354.05 |
|
| R3 |
2,381.55 |
2,372.89 |
2,347.82 |
|
| R2 |
2,358.90 |
2,358.90 |
2,345.74 |
|
| R1 |
2,350.24 |
2,350.24 |
2,343.67 |
2,354.57 |
| PP |
2,336.25 |
2,336.25 |
2,336.25 |
2,338.41 |
| S1 |
2,327.59 |
2,327.59 |
2,339.51 |
2,331.92 |
| S2 |
2,313.60 |
2,313.60 |
2,337.44 |
|
| S3 |
2,290.95 |
2,304.94 |
2,335.36 |
|
| S4 |
2,268.30 |
2,282.29 |
2,329.13 |
|
|
| 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 |
2,322.25 |
59.68 |
2.5% |
23.06 |
1.0% |
32% |
False |
True |
|
| 10 |
2,390.01 |
2,322.25 |
67.76 |
2.9% |
17.56 |
0.8% |
29% |
False |
True |
|
| 20 |
2,400.98 |
2,322.25 |
78.73 |
3.4% |
14.76 |
0.6% |
25% |
False |
True |
|
| 40 |
2,400.98 |
2,267.21 |
133.77 |
5.7% |
13.40 |
0.6% |
56% |
False |
False |
|
| 60 |
2,400.98 |
2,233.62 |
167.36 |
7.1% |
13.14 |
0.6% |
65% |
False |
False |
|
| 80 |
2,400.98 |
2,187.44 |
213.54 |
9.1% |
13.19 |
0.6% |
72% |
False |
False |
|
| 100 |
2,400.98 |
2,083.79 |
317.19 |
13.5% |
14.04 |
0.6% |
81% |
False |
False |
|
| 120 |
2,400.98 |
2,083.79 |
317.19 |
13.5% |
14.12 |
0.6% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,441.16 |
|
2.618 |
2,404.20 |
|
1.618 |
2,381.55 |
|
1.000 |
2,367.55 |
|
0.618 |
2,358.90 |
|
HIGH |
2,344.90 |
|
0.618 |
2,336.25 |
|
0.500 |
2,333.58 |
|
0.382 |
2,330.90 |
|
LOW |
2,322.25 |
|
0.618 |
2,308.25 |
|
1.000 |
2,299.60 |
|
1.618 |
2,285.60 |
|
2.618 |
2,262.95 |
|
4.250 |
2,225.99 |
|
|