| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2018 |
13-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
2,790.54 |
2,792.31 |
1.77 |
0.1% |
2,681.06 |
| High |
2,796.98 |
2,801.90 |
4.92 |
0.2% |
2,786.57 |
| Low |
2,779.26 |
2,758.68 |
-20.58 |
-0.7% |
2,675.75 |
| Close |
2,783.02 |
2,765.31 |
-17.71 |
-0.6% |
2,786.57 |
| Range |
17.72 |
43.22 |
25.50 |
143.9% |
110.82 |
| ATR |
40.04 |
40.27 |
0.23 |
0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,904.96 |
2,878.35 |
2,789.08 |
|
| R3 |
2,861.74 |
2,835.13 |
2,777.20 |
|
| R2 |
2,818.52 |
2,818.52 |
2,773.23 |
|
| R1 |
2,791.91 |
2,791.91 |
2,769.27 |
2,783.61 |
| PP |
2,775.30 |
2,775.30 |
2,775.30 |
2,771.14 |
| S1 |
2,748.69 |
2,748.69 |
2,761.35 |
2,740.39 |
| S2 |
2,732.08 |
2,732.08 |
2,757.39 |
|
| S3 |
2,688.86 |
2,705.47 |
2,753.42 |
|
| S4 |
2,645.64 |
2,662.25 |
2,741.54 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,082.09 |
3,045.15 |
2,847.52 |
|
| R3 |
2,971.27 |
2,934.33 |
2,817.05 |
|
| R2 |
2,860.45 |
2,860.45 |
2,806.89 |
|
| R1 |
2,823.51 |
2,823.51 |
2,796.73 |
2,841.98 |
| PP |
2,749.63 |
2,749.63 |
2,749.63 |
2,758.87 |
| S1 |
2,712.69 |
2,712.69 |
2,776.41 |
2,731.16 |
| S2 |
2,638.81 |
2,638.81 |
2,766.25 |
|
| S3 |
2,527.99 |
2,601.87 |
2,756.09 |
|
| S4 |
2,417.17 |
2,491.05 |
2,725.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,801.90 |
2,701.74 |
100.16 |
3.6% |
28.53 |
1.0% |
63% |
True |
False |
|
| 10 |
2,801.90 |
2,647.32 |
154.58 |
5.6% |
38.39 |
1.4% |
76% |
True |
False |
|
| 20 |
2,801.90 |
2,637.08 |
164.82 |
6.0% |
37.83 |
1.4% |
78% |
True |
False |
|
| 40 |
2,872.87 |
2,532.69 |
340.18 |
12.3% |
40.90 |
1.5% |
68% |
False |
False |
|
| 60 |
2,872.87 |
2,532.69 |
340.18 |
12.3% |
31.48 |
1.1% |
68% |
False |
False |
|
| 80 |
2,872.87 |
2,532.69 |
340.18 |
12.3% |
27.18 |
1.0% |
68% |
False |
False |
|
| 100 |
2,872.87 |
2,532.69 |
340.18 |
12.3% |
24.13 |
0.9% |
68% |
False |
False |
|
| 120 |
2,872.87 |
2,488.38 |
384.49 |
13.9% |
21.59 |
0.8% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,985.59 |
|
2.618 |
2,915.05 |
|
1.618 |
2,871.83 |
|
1.000 |
2,845.12 |
|
0.618 |
2,828.61 |
|
HIGH |
2,801.90 |
|
0.618 |
2,785.39 |
|
0.500 |
2,780.29 |
|
0.382 |
2,775.19 |
|
LOW |
2,758.68 |
|
0.618 |
2,731.97 |
|
1.000 |
2,715.46 |
|
1.618 |
2,688.75 |
|
2.618 |
2,645.53 |
|
4.250 |
2,575.00 |
|
|