| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2016 |
28-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2,019.75 |
2,023.00 |
3.25 |
0.2% |
2,029.00 |
| High |
2,022.25 |
2,031.75 |
9.50 |
0.5% |
2,039.50 |
| Low |
2,004.50 |
2,014.50 |
10.00 |
0.5% |
2,004.50 |
| Close |
2,020.75 |
2,020.00 |
-0.75 |
0.0% |
2,020.75 |
| Range |
17.75 |
17.25 |
-0.50 |
-2.8% |
35.00 |
| ATR |
25.54 |
24.94 |
-0.59 |
-2.3% |
0.00 |
| Volume |
995 |
907 |
-88 |
-8.8% |
5,486 |
|
| Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,073.75 |
2,064.25 |
2,029.50 |
|
| R3 |
2,056.50 |
2,047.00 |
2,024.75 |
|
| R2 |
2,039.25 |
2,039.25 |
2,023.25 |
|
| R1 |
2,029.75 |
2,029.75 |
2,021.50 |
2,026.00 |
| PP |
2,022.00 |
2,022.00 |
2,022.00 |
2,020.25 |
| S1 |
2,012.50 |
2,012.50 |
2,018.50 |
2,008.50 |
| S2 |
2,004.75 |
2,004.75 |
2,016.75 |
|
| S3 |
1,987.50 |
1,995.25 |
2,015.25 |
|
| S4 |
1,970.25 |
1,978.00 |
2,010.50 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,126.50 |
2,108.75 |
2,040.00 |
|
| R3 |
2,091.50 |
2,073.75 |
2,030.50 |
|
| R2 |
2,056.50 |
2,056.50 |
2,027.25 |
|
| R1 |
2,038.75 |
2,038.75 |
2,024.00 |
2,030.00 |
| PP |
2,021.50 |
2,021.50 |
2,021.50 |
2,017.25 |
| S1 |
2,003.75 |
2,003.75 |
2,017.50 |
1,995.00 |
| S2 |
1,986.50 |
1,986.50 |
2,014.25 |
|
| S3 |
1,951.50 |
1,968.75 |
2,011.00 |
|
| S4 |
1,916.50 |
1,933.75 |
2,001.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,039.50 |
2,004.50 |
35.00 |
1.7% |
17.25 |
0.9% |
44% |
False |
False |
1,278 |
| 10 |
2,039.50 |
1,988.00 |
51.50 |
2.5% |
18.50 |
0.9% |
62% |
False |
False |
1,011 |
| 20 |
2,039.50 |
1,904.75 |
134.75 |
6.7% |
23.00 |
1.1% |
86% |
False |
False |
653 |
| 40 |
2,039.50 |
1,787.50 |
252.00 |
12.5% |
29.75 |
1.5% |
92% |
False |
False |
493 |
| 60 |
2,061.75 |
1,787.50 |
274.25 |
13.6% |
35.75 |
1.8% |
85% |
False |
False |
684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,105.00 |
|
2.618 |
2,077.00 |
|
1.618 |
2,059.75 |
|
1.000 |
2,049.00 |
|
0.618 |
2,042.50 |
|
HIGH |
2,031.75 |
|
0.618 |
2,025.25 |
|
0.500 |
2,023.00 |
|
0.382 |
2,021.00 |
|
LOW |
2,014.50 |
|
0.618 |
2,003.75 |
|
1.000 |
1,997.25 |
|
1.618 |
1,986.50 |
|
2.618 |
1,969.25 |
|
4.250 |
1,941.25 |
|
|