| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2016 |
30-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2,922.0 |
2,935.0 |
13.0 |
0.4% |
2,957.0 |
| High |
2,935.0 |
2,976.0 |
41.0 |
1.4% |
3,000.0 |
| Low |
2,896.0 |
2,933.0 |
37.0 |
1.3% |
2,897.0 |
| Close |
2,916.0 |
2,957.0 |
41.0 |
1.4% |
2,905.0 |
| Range |
39.0 |
43.0 |
4.0 |
10.3% |
103.0 |
| ATR |
52.6 |
53.1 |
0.5 |
1.0% |
0.0 |
| Volume |
5,101 |
43 |
-5,058 |
-99.2% |
50,252 |
|
| Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,084.3 |
3,063.7 |
2,980.7 |
|
| R3 |
3,041.3 |
3,020.7 |
2,968.8 |
|
| R2 |
2,998.3 |
2,998.3 |
2,964.9 |
|
| R1 |
2,977.7 |
2,977.7 |
2,960.9 |
2,988.0 |
| PP |
2,955.3 |
2,955.3 |
2,955.3 |
2,960.5 |
| S1 |
2,934.7 |
2,934.7 |
2,953.1 |
2,945.0 |
| S2 |
2,912.3 |
2,912.3 |
2,949.1 |
|
| S3 |
2,869.3 |
2,891.7 |
2,945.2 |
|
| S4 |
2,826.3 |
2,848.7 |
2,933.4 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,243.0 |
3,177.0 |
2,961.7 |
|
| R3 |
3,140.0 |
3,074.0 |
2,933.3 |
|
| R2 |
3,037.0 |
3,037.0 |
2,923.9 |
|
| R1 |
2,971.0 |
2,971.0 |
2,914.4 |
2,952.5 |
| PP |
2,934.0 |
2,934.0 |
2,934.0 |
2,924.8 |
| S1 |
2,868.0 |
2,868.0 |
2,895.6 |
2,849.5 |
| S2 |
2,831.0 |
2,831.0 |
2,886.1 |
|
| S3 |
2,728.0 |
2,765.0 |
2,876.7 |
|
| S4 |
2,625.0 |
2,662.0 |
2,848.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,987.0 |
2,896.0 |
91.0 |
3.1% |
45.0 |
1.5% |
67% |
False |
False |
10,845 |
| 10 |
3,000.0 |
2,896.0 |
104.0 |
3.5% |
40.2 |
1.4% |
59% |
False |
False |
19,015 |
| 20 |
3,034.0 |
2,850.0 |
184.0 |
6.2% |
39.8 |
1.3% |
58% |
False |
False |
14,769 |
| 40 |
3,034.0 |
2,603.0 |
431.0 |
14.6% |
31.5 |
1.1% |
82% |
False |
False |
7,683 |
| 60 |
3,081.0 |
2,603.0 |
478.0 |
16.2% |
32.2 |
1.1% |
74% |
False |
False |
5,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,158.8 |
|
2.618 |
3,088.6 |
|
1.618 |
3,045.6 |
|
1.000 |
3,019.0 |
|
0.618 |
3,002.6 |
|
HIGH |
2,976.0 |
|
0.618 |
2,959.6 |
|
0.500 |
2,954.5 |
|
0.382 |
2,949.4 |
|
LOW |
2,933.0 |
|
0.618 |
2,906.4 |
|
1.000 |
2,890.0 |
|
1.618 |
2,863.4 |
|
2.618 |
2,820.4 |
|
4.250 |
2,750.3 |
|
|