| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2017 |
31-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
2,361.31 |
2,364.82 |
3.51 |
0.1% |
2,329.11 |
| High |
2,370.42 |
2,370.35 |
-0.07 |
0.0% |
2,370.42 |
| Low |
2,358.90 |
2,362.60 |
3.70 |
0.2% |
2,322.25 |
| Close |
2,368.06 |
2,362.72 |
-5.34 |
-0.2% |
2,362.72 |
| Range |
11.52 |
7.75 |
-3.77 |
-32.7% |
48.17 |
| ATR |
16.15 |
15.55 |
-0.60 |
-3.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,388.47 |
2,383.35 |
2,366.98 |
|
| R3 |
2,380.72 |
2,375.60 |
2,364.85 |
|
| R2 |
2,372.97 |
2,372.97 |
2,364.14 |
|
| R1 |
2,367.85 |
2,367.85 |
2,363.43 |
2,366.54 |
| PP |
2,365.22 |
2,365.22 |
2,365.22 |
2,364.57 |
| S1 |
2,360.10 |
2,360.10 |
2,362.01 |
2,358.79 |
| S2 |
2,357.47 |
2,357.47 |
2,361.30 |
|
| S3 |
2,349.72 |
2,352.35 |
2,360.59 |
|
| S4 |
2,341.97 |
2,344.60 |
2,358.46 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,496.31 |
2,477.68 |
2,389.21 |
|
| R3 |
2,448.14 |
2,429.51 |
2,375.97 |
|
| R2 |
2,399.97 |
2,399.97 |
2,371.55 |
|
| R1 |
2,381.34 |
2,381.34 |
2,367.14 |
2,390.66 |
| PP |
2,351.80 |
2,351.80 |
2,351.80 |
2,356.45 |
| S1 |
2,333.17 |
2,333.17 |
2,358.30 |
2,342.49 |
| S2 |
2,303.63 |
2,303.63 |
2,353.89 |
|
| S3 |
2,255.46 |
2,285.00 |
2,349.47 |
|
| S4 |
2,207.29 |
2,236.83 |
2,336.23 |
|
|
| 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% |
15.70 |
0.7% |
84% |
False |
False |
|
| 10 |
2,381.93 |
2,322.25 |
59.68 |
2.5% |
18.10 |
0.8% |
68% |
False |
False |
|
| 20 |
2,390.01 |
2,322.25 |
67.76 |
2.9% |
14.91 |
0.6% |
60% |
False |
False |
|
| 40 |
2,400.98 |
2,285.38 |
115.60 |
4.9% |
13.33 |
0.6% |
67% |
False |
False |
|
| 60 |
2,400.98 |
2,254.25 |
146.73 |
6.2% |
13.07 |
0.6% |
74% |
False |
False |
|
| 80 |
2,400.98 |
2,202.21 |
198.77 |
8.4% |
13.27 |
0.6% |
81% |
False |
False |
|
| 100 |
2,400.98 |
2,100.59 |
300.39 |
12.7% |
13.76 |
0.6% |
87% |
False |
False |
|
| 120 |
2,400.98 |
2,083.79 |
317.19 |
13.4% |
14.05 |
0.6% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,403.29 |
|
2.618 |
2,390.64 |
|
1.618 |
2,382.89 |
|
1.000 |
2,378.10 |
|
0.618 |
2,375.14 |
|
HIGH |
2,370.35 |
|
0.618 |
2,367.39 |
|
0.500 |
2,366.48 |
|
0.382 |
2,365.56 |
|
LOW |
2,362.60 |
|
0.618 |
2,357.81 |
|
1.000 |
2,354.85 |
|
1.618 |
2,350.06 |
|
2.618 |
2,342.31 |
|
4.250 |
2,329.66 |
|
|