| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2016 |
15-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
3,020.0 |
2,981.0 |
-39.0 |
-1.3% |
2,934.0 |
| High |
3,020.0 |
2,983.0 |
-37.0 |
-1.2% |
3,034.0 |
| Low |
2,996.0 |
2,976.0 |
-20.0 |
-0.7% |
2,850.0 |
| Close |
3,001.0 |
2,978.0 |
-23.0 |
-0.8% |
2,983.0 |
| Range |
24.0 |
7.0 |
-17.0 |
-70.8% |
184.0 |
| ATR |
58.4 |
56.0 |
-2.4 |
-4.1% |
0.0 |
| Volume |
395 |
476 |
81 |
20.5% |
42,156 |
|
| Daily Pivots for day following 15-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,000.0 |
2,996.0 |
2,981.9 |
|
| R3 |
2,993.0 |
2,989.0 |
2,979.9 |
|
| R2 |
2,986.0 |
2,986.0 |
2,979.3 |
|
| R1 |
2,982.0 |
2,982.0 |
2,978.6 |
2,980.5 |
| PP |
2,979.0 |
2,979.0 |
2,979.0 |
2,978.3 |
| S1 |
2,975.0 |
2,975.0 |
2,977.4 |
2,973.5 |
| S2 |
2,972.0 |
2,972.0 |
2,976.7 |
|
| S3 |
2,965.0 |
2,968.0 |
2,976.1 |
|
| S4 |
2,958.0 |
2,961.0 |
2,974.2 |
|
|
| 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% |
58.6 |
2.0% |
70% |
False |
False |
248 |
| 10 |
3,034.0 |
2,850.0 |
184.0 |
6.2% |
36.5 |
1.2% |
70% |
False |
False |
9,997 |
| 20 |
3,034.0 |
2,726.0 |
308.0 |
10.3% |
29.4 |
1.0% |
82% |
False |
False |
5,594 |
| 40 |
3,034.0 |
2,603.0 |
431.0 |
14.5% |
28.5 |
1.0% |
87% |
False |
False |
2,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,012.8 |
|
2.618 |
3,001.3 |
|
1.618 |
2,994.3 |
|
1.000 |
2,990.0 |
|
0.618 |
2,987.3 |
|
HIGH |
2,983.0 |
|
0.618 |
2,980.3 |
|
0.500 |
2,979.5 |
|
0.382 |
2,978.7 |
|
LOW |
2,976.0 |
|
0.618 |
2,971.7 |
|
1.000 |
2,969.0 |
|
1.618 |
2,964.7 |
|
2.618 |
2,957.7 |
|
4.250 |
2,946.3 |
|
|