| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2017 |
28-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
2,329.11 |
2,339.79 |
10.68 |
0.5% |
2,378.24 |
| High |
2,344.90 |
2,363.78 |
18.88 |
0.8% |
2,381.93 |
| Low |
2,322.25 |
2,337.63 |
15.38 |
0.7% |
2,335.74 |
| Close |
2,341.59 |
2,358.57 |
16.98 |
0.7% |
2,343.98 |
| Range |
22.65 |
26.15 |
3.50 |
15.5% |
46.19 |
| ATR |
16.27 |
16.98 |
0.71 |
4.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,431.78 |
2,421.32 |
2,372.95 |
|
| R3 |
2,405.63 |
2,395.17 |
2,365.76 |
|
| R2 |
2,379.48 |
2,379.48 |
2,363.36 |
|
| R1 |
2,369.02 |
2,369.02 |
2,360.97 |
2,374.25 |
| PP |
2,353.33 |
2,353.33 |
2,353.33 |
2,355.94 |
| S1 |
2,342.87 |
2,342.87 |
2,356.17 |
2,348.10 |
| S2 |
2,327.18 |
2,327.18 |
2,353.78 |
|
| S3 |
2,301.03 |
2,316.72 |
2,351.38 |
|
| S4 |
2,274.88 |
2,290.57 |
2,344.19 |
|
|
| 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 |
2,363.78 |
2,322.25 |
41.53 |
1.8% |
20.29 |
0.9% |
87% |
True |
False |
|
| 10 |
2,390.01 |
2,322.25 |
67.76 |
2.9% |
19.14 |
0.8% |
54% |
False |
False |
|
| 20 |
2,400.98 |
2,322.25 |
78.73 |
3.3% |
15.62 |
0.7% |
46% |
False |
False |
|
| 40 |
2,400.98 |
2,267.21 |
133.77 |
5.7% |
13.61 |
0.6% |
68% |
False |
False |
|
| 60 |
2,400.98 |
2,233.62 |
167.36 |
7.1% |
13.41 |
0.6% |
75% |
False |
False |
|
| 80 |
2,400.98 |
2,187.44 |
213.54 |
9.1% |
13.33 |
0.6% |
80% |
False |
False |
|
| 100 |
2,400.98 |
2,083.79 |
317.19 |
13.4% |
13.96 |
0.6% |
87% |
False |
False |
|
| 120 |
2,400.98 |
2,083.79 |
317.19 |
13.4% |
14.15 |
0.6% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,474.92 |
|
2.618 |
2,432.24 |
|
1.618 |
2,406.09 |
|
1.000 |
2,389.93 |
|
0.618 |
2,379.94 |
|
HIGH |
2,363.78 |
|
0.618 |
2,353.79 |
|
0.500 |
2,350.71 |
|
0.382 |
2,347.62 |
|
LOW |
2,337.63 |
|
0.618 |
2,321.47 |
|
1.000 |
2,311.48 |
|
1.618 |
2,295.32 |
|
2.618 |
2,269.17 |
|
4.250 |
2,226.49 |
|
|