| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2017 |
30-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
2,356.54 |
2,361.31 |
4.77 |
0.2% |
2,378.24 |
| High |
2,363.36 |
2,370.42 |
7.06 |
0.3% |
2,381.93 |
| Low |
2,352.94 |
2,358.90 |
5.96 |
0.3% |
2,335.74 |
| Close |
2,361.13 |
2,368.06 |
6.93 |
0.3% |
2,343.98 |
| Range |
10.42 |
11.52 |
1.10 |
10.6% |
46.19 |
| ATR |
16.51 |
16.15 |
-0.36 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,400.35 |
2,395.73 |
2,374.40 |
|
| R3 |
2,388.83 |
2,384.21 |
2,371.23 |
|
| R2 |
2,377.31 |
2,377.31 |
2,370.17 |
|
| R1 |
2,372.69 |
2,372.69 |
2,369.12 |
2,375.00 |
| PP |
2,365.79 |
2,365.79 |
2,365.79 |
2,366.95 |
| S1 |
2,361.17 |
2,361.17 |
2,367.00 |
2,363.48 |
| S2 |
2,354.27 |
2,354.27 |
2,365.95 |
|
| S3 |
2,342.75 |
2,349.65 |
2,364.89 |
|
| S4 |
2,331.23 |
2,338.13 |
2,361.72 |
|
|
| 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 |
2,370.42 |
2,322.25 |
48.17 |
2.0% |
18.24 |
0.8% |
95% |
True |
False |
|
| 10 |
2,385.71 |
2,322.25 |
63.46 |
2.7% |
18.14 |
0.8% |
72% |
False |
False |
|
| 20 |
2,390.01 |
2,322.25 |
67.76 |
2.9% |
14.95 |
0.6% |
68% |
False |
False |
|
| 40 |
2,400.98 |
2,271.65 |
129.33 |
5.5% |
13.44 |
0.6% |
75% |
False |
False |
|
| 60 |
2,400.98 |
2,254.25 |
146.73 |
6.2% |
13.13 |
0.6% |
78% |
False |
False |
|
| 80 |
2,400.98 |
2,199.97 |
201.01 |
8.5% |
13.29 |
0.6% |
84% |
False |
False |
|
| 100 |
2,400.98 |
2,083.79 |
317.19 |
13.4% |
13.83 |
0.6% |
90% |
False |
False |
|
| 120 |
2,400.98 |
2,083.79 |
317.19 |
13.4% |
14.16 |
0.6% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,419.38 |
|
2.618 |
2,400.58 |
|
1.618 |
2,389.06 |
|
1.000 |
2,381.94 |
|
0.618 |
2,377.54 |
|
HIGH |
2,370.42 |
|
0.618 |
2,366.02 |
|
0.500 |
2,364.66 |
|
0.382 |
2,363.30 |
|
LOW |
2,358.90 |
|
0.618 |
2,351.78 |
|
1.000 |
2,347.38 |
|
1.618 |
2,340.26 |
|
2.618 |
2,328.74 |
|
4.250 |
2,309.94 |
|
|