| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2017 |
13-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
12,040.0 |
11,990.5 |
-49.5 |
-0.4% |
12,026.0 |
| High |
12,093.5 |
12,046.0 |
-47.5 |
-0.4% |
12,093.5 |
| Low |
11,964.0 |
11,977.0 |
13.0 |
0.1% |
11,946.0 |
| Close |
11,996.0 |
12,028.0 |
32.0 |
0.3% |
11,996.0 |
| Range |
129.5 |
69.0 |
-60.5 |
-46.7% |
147.5 |
| ATR |
105.6 |
103.0 |
-2.6 |
-2.5% |
0.0 |
| Volume |
43,039 |
73,484 |
30,445 |
70.7% |
73,257 |
|
| Daily Pivots for day following 13-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,224.0 |
12,195.0 |
12,066.0 |
|
| R3 |
12,155.0 |
12,126.0 |
12,047.0 |
|
| R2 |
12,086.0 |
12,086.0 |
12,040.7 |
|
| R1 |
12,057.0 |
12,057.0 |
12,034.3 |
12,071.5 |
| PP |
12,017.0 |
12,017.0 |
12,017.0 |
12,024.3 |
| S1 |
11,988.0 |
11,988.0 |
12,021.7 |
12,002.5 |
| S2 |
11,948.0 |
11,948.0 |
12,015.4 |
|
| S3 |
11,879.0 |
11,919.0 |
12,009.0 |
|
| S4 |
11,810.0 |
11,850.0 |
11,990.1 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,454.3 |
12,372.7 |
12,077.1 |
|
| R3 |
12,306.8 |
12,225.2 |
12,036.6 |
|
| R2 |
12,159.3 |
12,159.3 |
12,023.0 |
|
| R1 |
12,077.7 |
12,077.7 |
12,009.5 |
12,044.8 |
| PP |
12,011.8 |
12,011.8 |
12,011.8 |
11,995.4 |
| S1 |
11,930.2 |
11,930.2 |
11,982.5 |
11,897.3 |
| S2 |
11,864.3 |
11,864.3 |
11,969.0 |
|
| S3 |
11,716.8 |
11,782.7 |
11,955.4 |
|
| S4 |
11,569.3 |
11,635.2 |
11,914.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,093.5 |
11,946.0 |
147.5 |
1.2% |
90.9 |
0.8% |
56% |
False |
False |
29,045 |
| 10 |
12,128.5 |
11,811.5 |
317.0 |
2.6% |
94.0 |
0.8% |
68% |
False |
False |
15,388 |
| 20 |
12,128.5 |
11,722.0 |
406.5 |
3.4% |
96.4 |
0.8% |
75% |
False |
False |
7,974 |
| 40 |
12,128.5 |
11,456.0 |
672.5 |
5.6% |
99.4 |
0.8% |
85% |
False |
False |
4,243 |
| 60 |
12,128.5 |
11,405.0 |
723.5 |
6.0% |
89.4 |
0.7% |
86% |
False |
False |
2,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,339.3 |
|
2.618 |
12,226.6 |
|
1.618 |
12,157.6 |
|
1.000 |
12,115.0 |
|
0.618 |
12,088.6 |
|
HIGH |
12,046.0 |
|
0.618 |
12,019.6 |
|
0.500 |
12,011.5 |
|
0.382 |
12,003.4 |
|
LOW |
11,977.0 |
|
0.618 |
11,934.4 |
|
1.000 |
11,908.0 |
|
1.618 |
11,865.4 |
|
2.618 |
11,796.4 |
|
4.250 |
11,683.8 |
|
|