| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2016 |
31-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2,039.75 |
2,046.75 |
7.00 |
0.3% |
2,029.00 |
| High |
2,056.25 |
2,051.50 |
-4.75 |
-0.2% |
2,039.50 |
| Low |
2,039.25 |
2,039.50 |
0.25 |
0.0% |
2,004.50 |
| Close |
2,047.25 |
2,043.50 |
-3.75 |
-0.2% |
2,020.75 |
| Range |
17.00 |
12.00 |
-5.00 |
-29.4% |
35.00 |
| ATR |
24.71 |
23.80 |
-0.91 |
-3.7% |
0.00 |
| Volume |
2,152 |
2,867 |
715 |
33.2% |
5,486 |
|
| Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,080.75 |
2,074.25 |
2,050.00 |
|
| R3 |
2,068.75 |
2,062.25 |
2,046.75 |
|
| R2 |
2,056.75 |
2,056.75 |
2,045.75 |
|
| R1 |
2,050.25 |
2,050.25 |
2,044.50 |
2,047.50 |
| PP |
2,044.75 |
2,044.75 |
2,044.75 |
2,043.50 |
| S1 |
2,038.25 |
2,038.25 |
2,042.50 |
2,035.50 |
| S2 |
2,032.75 |
2,032.75 |
2,041.25 |
|
| S3 |
2,020.75 |
2,026.25 |
2,040.25 |
|
| S4 |
2,008.75 |
2,014.25 |
2,037.00 |
|
|
| 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 |
2,056.25 |
2,004.50 |
51.75 |
2.5% |
18.75 |
0.9% |
75% |
False |
False |
1,815 |
| 10 |
2,056.25 |
1,998.25 |
58.00 |
2.8% |
19.25 |
0.9% |
78% |
False |
False |
1,571 |
| 20 |
2,056.25 |
1,950.50 |
105.75 |
5.2% |
20.75 |
1.0% |
88% |
False |
False |
961 |
| 40 |
2,056.25 |
1,787.50 |
268.75 |
13.2% |
28.25 |
1.4% |
95% |
False |
False |
650 |
| 60 |
2,056.25 |
1,787.50 |
268.75 |
13.2% |
35.00 |
1.7% |
95% |
False |
False |
716 |
| 80 |
2,070.25 |
1,787.50 |
282.75 |
13.8% |
34.00 |
1.7% |
91% |
False |
False |
630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,102.50 |
|
2.618 |
2,083.00 |
|
1.618 |
2,071.00 |
|
1.000 |
2,063.50 |
|
0.618 |
2,059.00 |
|
HIGH |
2,051.50 |
|
0.618 |
2,047.00 |
|
0.500 |
2,045.50 |
|
0.382 |
2,044.00 |
|
LOW |
2,039.50 |
|
0.618 |
2,032.00 |
|
1.000 |
2,027.50 |
|
1.618 |
2,020.00 |
|
2.618 |
2,008.00 |
|
4.250 |
1,988.50 |
|
|