| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2016 |
24-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2,963.0 |
2,941.0 |
-22.0 |
-0.7% |
3,020.0 |
| High |
2,987.0 |
2,941.0 |
-46.0 |
-1.5% |
3,020.0 |
| Low |
2,940.0 |
2,897.0 |
-43.0 |
-1.5% |
2,912.0 |
| Close |
2,956.0 |
2,905.0 |
-51.0 |
-1.7% |
2,971.0 |
| Range |
47.0 |
44.0 |
-3.0 |
-6.4% |
108.0 |
| ATR |
53.2 |
53.6 |
0.4 |
0.8% |
0.0 |
| Volume |
43,788 |
88 |
-43,700 |
-99.8% |
135,152 |
|
| Daily Pivots for day following 24-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,046.3 |
3,019.7 |
2,929.2 |
|
| R3 |
3,002.3 |
2,975.7 |
2,917.1 |
|
| R2 |
2,958.3 |
2,958.3 |
2,913.1 |
|
| R1 |
2,931.7 |
2,931.7 |
2,909.0 |
2,923.0 |
| PP |
2,914.3 |
2,914.3 |
2,914.3 |
2,910.0 |
| S1 |
2,887.7 |
2,887.7 |
2,901.0 |
2,879.0 |
| S2 |
2,870.3 |
2,870.3 |
2,896.9 |
|
| S3 |
2,826.3 |
2,843.7 |
2,892.9 |
|
| S4 |
2,782.3 |
2,799.7 |
2,880.8 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,291.7 |
3,239.3 |
3,030.4 |
|
| R3 |
3,183.7 |
3,131.3 |
3,000.7 |
|
| R2 |
3,075.7 |
3,075.7 |
2,990.8 |
|
| R1 |
3,023.3 |
3,023.3 |
2,980.9 |
2,995.5 |
| PP |
2,967.7 |
2,967.7 |
2,967.7 |
2,953.8 |
| S1 |
2,915.3 |
2,915.3 |
2,961.1 |
2,887.5 |
| S2 |
2,859.7 |
2,859.7 |
2,951.2 |
|
| S3 |
2,751.7 |
2,807.3 |
2,941.3 |
|
| S4 |
2,643.7 |
2,699.3 |
2,911.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,000.0 |
2,897.0 |
103.0 |
3.5% |
47.8 |
1.6% |
8% |
False |
True |
28,166 |
| 10 |
3,020.0 |
2,897.0 |
123.0 |
4.2% |
39.0 |
1.3% |
7% |
False |
True |
18,542 |
| 20 |
3,034.0 |
2,800.0 |
234.0 |
8.1% |
38.6 |
1.3% |
45% |
False |
False |
14,808 |
| 40 |
3,034.0 |
2,603.0 |
431.0 |
14.8% |
30.8 |
1.1% |
70% |
False |
False |
7,557 |
| 60 |
3,209.0 |
2,603.0 |
606.0 |
20.9% |
30.9 |
1.1% |
50% |
False |
False |
5,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,128.0 |
|
2.618 |
3,056.2 |
|
1.618 |
3,012.2 |
|
1.000 |
2,985.0 |
|
0.618 |
2,968.2 |
|
HIGH |
2,941.0 |
|
0.618 |
2,924.2 |
|
0.500 |
2,919.0 |
|
0.382 |
2,913.8 |
|
LOW |
2,897.0 |
|
0.618 |
2,869.8 |
|
1.000 |
2,853.0 |
|
1.618 |
2,825.8 |
|
2.618 |
2,781.8 |
|
4.250 |
2,710.0 |
|
|