| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2016 |
11-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2,927.0 |
2,943.0 |
16.0 |
0.5% |
2,934.0 |
| High |
3,034.0 |
2,989.0 |
-45.0 |
-1.5% |
3,034.0 |
| Low |
2,850.0 |
2,943.0 |
93.0 |
3.3% |
2,850.0 |
| Close |
2,890.0 |
2,983.0 |
93.0 |
3.2% |
2,983.0 |
| Range |
184.0 |
46.0 |
-138.0 |
-75.0% |
184.0 |
| ATR |
57.1 |
60.1 |
3.0 |
5.2% |
0.0 |
| Volume |
114 |
25 |
-89 |
-78.1% |
42,156 |
|
| Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,109.7 |
3,092.3 |
3,008.3 |
|
| R3 |
3,063.7 |
3,046.3 |
2,995.7 |
|
| R2 |
3,017.7 |
3,017.7 |
2,991.4 |
|
| R1 |
3,000.3 |
3,000.3 |
2,987.2 |
3,009.0 |
| PP |
2,971.7 |
2,971.7 |
2,971.7 |
2,976.0 |
| S1 |
2,954.3 |
2,954.3 |
2,978.8 |
2,963.0 |
| S2 |
2,925.7 |
2,925.7 |
2,974.6 |
|
| S3 |
2,879.7 |
2,908.3 |
2,970.4 |
|
| S4 |
2,833.7 |
2,862.3 |
2,957.7 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,507.7 |
3,429.3 |
3,084.2 |
|
| R3 |
3,323.7 |
3,245.3 |
3,033.6 |
|
| R2 |
3,139.7 |
3,139.7 |
3,016.7 |
|
| R1 |
3,061.3 |
3,061.3 |
2,999.9 |
3,100.5 |
| PP |
2,955.7 |
2,955.7 |
2,955.7 |
2,975.3 |
| S1 |
2,877.3 |
2,877.3 |
2,966.1 |
2,916.5 |
| S2 |
2,771.7 |
2,771.7 |
2,949.3 |
|
| S3 |
2,587.7 |
2,693.3 |
2,932.4 |
|
| S4 |
2,403.7 |
2,509.3 |
2,881.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,034.0 |
2,850.0 |
184.0 |
6.2% |
56.4 |
1.9% |
72% |
False |
False |
8,431 |
| 10 |
3,034.0 |
2,800.0 |
234.0 |
7.8% |
41.6 |
1.4% |
78% |
False |
False |
11,076 |
| 20 |
3,034.0 |
2,726.0 |
308.0 |
10.3% |
28.2 |
0.9% |
83% |
False |
False |
5,560 |
| 40 |
3,034.0 |
2,603.0 |
431.0 |
14.4% |
28.5 |
1.0% |
88% |
False |
False |
2,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,184.5 |
|
2.618 |
3,109.4 |
|
1.618 |
3,063.4 |
|
1.000 |
3,035.0 |
|
0.618 |
3,017.4 |
|
HIGH |
2,989.0 |
|
0.618 |
2,971.4 |
|
0.500 |
2,966.0 |
|
0.382 |
2,960.6 |
|
LOW |
2,943.0 |
|
0.618 |
2,914.6 |
|
1.000 |
2,897.0 |
|
1.618 |
2,868.6 |
|
2.618 |
2,822.6 |
|
4.250 |
2,747.5 |
|
|