| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2016 |
31-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2,935.0 |
2,942.0 |
7.0 |
0.2% |
2,957.0 |
| High |
2,976.0 |
2,942.0 |
-34.0 |
-1.1% |
3,000.0 |
| Low |
2,933.0 |
2,913.0 |
-20.0 |
-0.7% |
2,897.0 |
| Close |
2,957.0 |
2,920.0 |
-37.0 |
-1.3% |
2,905.0 |
| Range |
43.0 |
29.0 |
-14.0 |
-32.6% |
103.0 |
| ATR |
53.1 |
52.4 |
-0.6 |
-1.2% |
0.0 |
| Volume |
43 |
476 |
433 |
1,007.0% |
50,252 |
|
| Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,012.0 |
2,995.0 |
2,936.0 |
|
| R3 |
2,983.0 |
2,966.0 |
2,928.0 |
|
| R2 |
2,954.0 |
2,954.0 |
2,925.3 |
|
| R1 |
2,937.0 |
2,937.0 |
2,922.7 |
2,931.0 |
| PP |
2,925.0 |
2,925.0 |
2,925.0 |
2,922.0 |
| S1 |
2,908.0 |
2,908.0 |
2,917.3 |
2,902.0 |
| S2 |
2,896.0 |
2,896.0 |
2,914.7 |
|
| S3 |
2,867.0 |
2,879.0 |
2,912.0 |
|
| S4 |
2,838.0 |
2,850.0 |
2,904.1 |
|
|
| 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% |
40.4 |
1.4% |
26% |
False |
False |
9,899 |
| 10 |
3,000.0 |
2,896.0 |
104.0 |
3.6% |
42.4 |
1.5% |
23% |
False |
False |
19,015 |
| 20 |
3,034.0 |
2,850.0 |
184.0 |
6.3% |
39.5 |
1.4% |
38% |
False |
False |
14,506 |
| 40 |
3,034.0 |
2,603.0 |
431.0 |
14.8% |
32.2 |
1.1% |
74% |
False |
False |
7,695 |
| 60 |
3,051.0 |
2,603.0 |
448.0 |
15.3% |
32.2 |
1.1% |
71% |
False |
False |
5,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,065.3 |
|
2.618 |
3,017.9 |
|
1.618 |
2,988.9 |
|
1.000 |
2,971.0 |
|
0.618 |
2,959.9 |
|
HIGH |
2,942.0 |
|
0.618 |
2,930.9 |
|
0.500 |
2,927.5 |
|
0.382 |
2,924.1 |
|
LOW |
2,913.0 |
|
0.618 |
2,895.1 |
|
1.000 |
2,884.0 |
|
1.618 |
2,866.1 |
|
2.618 |
2,837.1 |
|
4.250 |
2,789.8 |
|
|