| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2016 |
04-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2,923.0 |
2,936.0 |
13.0 |
0.4% |
2,800.0 |
| High |
2,923.0 |
2,957.0 |
34.0 |
1.2% |
2,957.0 |
| Low |
2,917.0 |
2,936.0 |
19.0 |
0.7% |
2,800.0 |
| Close |
2,917.0 |
2,945.0 |
28.0 |
1.0% |
2,945.0 |
| Range |
6.0 |
21.0 |
15.0 |
250.0% |
157.0 |
| ATR |
53.0 |
52.1 |
-0.9 |
-1.8% |
0.0 |
| Volume |
33,298 |
23,651 |
-9,647 |
-29.0% |
68,611 |
|
| Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,009.0 |
2,998.0 |
2,956.6 |
|
| R3 |
2,988.0 |
2,977.0 |
2,950.8 |
|
| R2 |
2,967.0 |
2,967.0 |
2,948.9 |
|
| R1 |
2,956.0 |
2,956.0 |
2,946.9 |
2,961.5 |
| PP |
2,946.0 |
2,946.0 |
2,946.0 |
2,948.8 |
| S1 |
2,935.0 |
2,935.0 |
2,943.1 |
2,940.5 |
| S2 |
2,925.0 |
2,925.0 |
2,941.2 |
|
| S3 |
2,904.0 |
2,914.0 |
2,939.2 |
|
| S4 |
2,883.0 |
2,893.0 |
2,933.5 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,371.7 |
3,315.3 |
3,031.4 |
|
| R3 |
3,214.7 |
3,158.3 |
2,988.2 |
|
| R2 |
3,057.7 |
3,057.7 |
2,973.8 |
|
| R1 |
3,001.3 |
3,001.3 |
2,959.4 |
3,029.5 |
| PP |
2,900.7 |
2,900.7 |
2,900.7 |
2,914.8 |
| S1 |
2,844.3 |
2,844.3 |
2,930.6 |
2,872.5 |
| S2 |
2,743.7 |
2,743.7 |
2,916.2 |
|
| S3 |
2,586.7 |
2,687.3 |
2,901.8 |
|
| S4 |
2,429.7 |
2,530.3 |
2,858.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,957.0 |
2,800.0 |
157.0 |
5.3% |
26.8 |
0.9% |
92% |
True |
False |
13,722 |
| 10 |
2,957.0 |
2,726.0 |
231.0 |
7.8% |
25.4 |
0.9% |
95% |
True |
False |
6,884 |
| 20 |
2,957.0 |
2,603.0 |
354.0 |
12.0% |
22.9 |
0.8% |
97% |
True |
False |
3,717 |
| 40 |
3,032.0 |
2,603.0 |
429.0 |
14.6% |
27.5 |
0.9% |
80% |
False |
False |
1,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,046.3 |
|
2.618 |
3,012.0 |
|
1.618 |
2,991.0 |
|
1.000 |
2,978.0 |
|
0.618 |
2,970.0 |
|
HIGH |
2,957.0 |
|
0.618 |
2,949.0 |
|
0.500 |
2,946.5 |
|
0.382 |
2,944.0 |
|
LOW |
2,936.0 |
|
0.618 |
2,923.0 |
|
1.000 |
2,915.0 |
|
1.618 |
2,902.0 |
|
2.618 |
2,881.0 |
|
4.250 |
2,846.8 |
|
|