| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2018 |
27-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
2,619.35 |
2,667.57 |
48.22 |
1.8% |
2,741.38 |
| High |
2,661.36 |
2,674.78 |
13.42 |
0.5% |
2,741.38 |
| Low |
2,601.81 |
2,596.12 |
-5.69 |
-0.2% |
2,585.89 |
| Close |
2,658.55 |
2,612.62 |
-45.93 |
-1.7% |
2,588.26 |
| Range |
59.55 |
78.66 |
19.11 |
32.1% |
155.49 |
| ATR |
43.12 |
45.66 |
2.54 |
5.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,863.82 |
2,816.88 |
2,655.88 |
|
| R3 |
2,785.16 |
2,738.22 |
2,634.25 |
|
| R2 |
2,706.50 |
2,706.50 |
2,627.04 |
|
| R1 |
2,659.56 |
2,659.56 |
2,619.83 |
2,643.70 |
| PP |
2,627.84 |
2,627.84 |
2,627.84 |
2,619.91 |
| S1 |
2,580.90 |
2,580.90 |
2,605.41 |
2,565.04 |
| S2 |
2,549.18 |
2,549.18 |
2,598.20 |
|
| S3 |
2,470.52 |
2,502.24 |
2,590.99 |
|
| S4 |
2,391.86 |
2,423.58 |
2,569.36 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,104.98 |
3,002.11 |
2,673.78 |
|
| R3 |
2,949.49 |
2,846.62 |
2,631.02 |
|
| R2 |
2,794.00 |
2,794.00 |
2,616.77 |
|
| R1 |
2,691.13 |
2,691.13 |
2,602.51 |
2,664.82 |
| PP |
2,638.51 |
2,638.51 |
2,638.51 |
2,625.36 |
| S1 |
2,535.64 |
2,535.64 |
2,574.01 |
2,509.33 |
| S2 |
2,483.02 |
2,483.02 |
2,559.75 |
|
| S3 |
2,327.53 |
2,380.15 |
2,545.50 |
|
| S4 |
2,172.04 |
2,224.66 |
2,502.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,739.14 |
2,585.89 |
153.25 |
5.9% |
58.69 |
2.2% |
17% |
False |
False |
|
| 10 |
2,777.11 |
2,585.89 |
191.22 |
7.3% |
42.06 |
1.6% |
14% |
False |
False |
|
| 20 |
2,801.90 |
2,585.89 |
216.01 |
8.3% |
40.23 |
1.5% |
12% |
False |
False |
|
| 40 |
2,839.26 |
2,532.69 |
306.57 |
11.7% |
45.88 |
1.8% |
26% |
False |
False |
|
| 60 |
2,872.87 |
2,532.69 |
340.18 |
13.0% |
36.68 |
1.4% |
23% |
False |
False |
|
| 80 |
2,872.87 |
2,532.69 |
340.18 |
13.0% |
31.05 |
1.2% |
23% |
False |
False |
|
| 100 |
2,872.87 |
2,532.69 |
340.18 |
13.0% |
27.21 |
1.0% |
23% |
False |
False |
|
| 120 |
2,872.87 |
2,531.80 |
341.07 |
13.1% |
24.27 |
0.9% |
24% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,009.09 |
|
2.618 |
2,880.71 |
|
1.618 |
2,802.05 |
|
1.000 |
2,753.44 |
|
0.618 |
2,723.39 |
|
HIGH |
2,674.78 |
|
0.618 |
2,644.73 |
|
0.500 |
2,635.45 |
|
0.382 |
2,626.17 |
|
LOW |
2,596.12 |
|
0.618 |
2,547.51 |
|
1.000 |
2,517.46 |
|
1.618 |
2,468.85 |
|
2.618 |
2,390.19 |
|
4.250 |
2,261.82 |
|
|