| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2,996.0 |
2,924.0 |
-72.0 |
-2.4% |
2,934.0 |
| High |
2,996.0 |
2,956.0 |
-40.0 |
-1.3% |
3,034.0 |
| Low |
2,966.0 |
2,912.0 |
-54.0 |
-1.8% |
2,850.0 |
| Close |
2,973.0 |
2,945.0 |
-28.0 |
-0.9% |
2,983.0 |
| Range |
30.0 |
44.0 |
14.0 |
46.7% |
184.0 |
| ATR |
54.2 |
54.7 |
0.5 |
0.9% |
0.0 |
| Volume |
10,400 |
33,301 |
22,901 |
220.2% |
42,156 |
|
| Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,069.7 |
3,051.3 |
2,969.2 |
|
| R3 |
3,025.7 |
3,007.3 |
2,957.1 |
|
| R2 |
2,981.7 |
2,981.7 |
2,953.1 |
|
| R1 |
2,963.3 |
2,963.3 |
2,949.0 |
2,972.5 |
| PP |
2,937.7 |
2,937.7 |
2,937.7 |
2,942.3 |
| S1 |
2,919.3 |
2,919.3 |
2,941.0 |
2,928.5 |
| S2 |
2,893.7 |
2,893.7 |
2,936.9 |
|
| S3 |
2,849.7 |
2,875.3 |
2,932.9 |
|
| S4 |
2,805.7 |
2,831.3 |
2,920.8 |
|
|
| 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 |
3,020.0 |
2,912.0 |
108.0 |
3.7% |
30.2 |
1.0% |
31% |
False |
True |
8,919 |
| 10 |
3,034.0 |
2,850.0 |
184.0 |
6.2% |
40.8 |
1.4% |
52% |
False |
False |
11,037 |
| 20 |
3,034.0 |
2,726.0 |
308.0 |
10.5% |
32.9 |
1.1% |
71% |
False |
False |
7,778 |
| 40 |
3,034.0 |
2,603.0 |
431.0 |
14.6% |
28.5 |
1.0% |
79% |
False |
False |
4,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,143.0 |
|
2.618 |
3,071.2 |
|
1.618 |
3,027.2 |
|
1.000 |
3,000.0 |
|
0.618 |
2,983.2 |
|
HIGH |
2,956.0 |
|
0.618 |
2,939.2 |
|
0.500 |
2,934.0 |
|
0.382 |
2,928.8 |
|
LOW |
2,912.0 |
|
0.618 |
2,884.8 |
|
1.000 |
2,868.0 |
|
1.618 |
2,840.8 |
|
2.618 |
2,796.8 |
|
4.250 |
2,725.0 |
|
|