| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2017 |
15-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
12,049.0 |
12,029.0 |
-20.0 |
-0.2% |
12,026.0 |
| High |
12,049.0 |
12,094.0 |
45.0 |
0.4% |
12,093.5 |
| Low |
11,959.0 |
11,988.0 |
29.0 |
0.2% |
11,946.0 |
| Close |
12,019.5 |
12,052.0 |
32.5 |
0.3% |
11,996.0 |
| Range |
90.0 |
106.0 |
16.0 |
17.8% |
147.5 |
| ATR |
102.1 |
102.3 |
0.3 |
0.3% |
0.0 |
| Volume |
69,368 |
69,340 |
-28 |
0.0% |
73,257 |
|
| Daily Pivots for day following 15-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,362.7 |
12,313.3 |
12,110.3 |
|
| R3 |
12,256.7 |
12,207.3 |
12,081.2 |
|
| R2 |
12,150.7 |
12,150.7 |
12,071.4 |
|
| R1 |
12,101.3 |
12,101.3 |
12,061.7 |
12,126.0 |
| PP |
12,044.7 |
12,044.7 |
12,044.7 |
12,057.0 |
| S1 |
11,995.3 |
11,995.3 |
12,042.3 |
12,020.0 |
| S2 |
11,938.7 |
11,938.7 |
12,032.6 |
|
| S3 |
11,832.7 |
11,889.3 |
12,022.9 |
|
| S4 |
11,726.7 |
11,783.3 |
11,993.7 |
|
|
| 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 |
12,094.0 |
11,950.0 |
144.0 |
1.2% |
99.3 |
0.8% |
71% |
True |
False |
54,534 |
| 10 |
12,118.0 |
11,946.0 |
172.0 |
1.4% |
83.2 |
0.7% |
62% |
False |
False |
28,712 |
| 20 |
12,128.5 |
11,722.0 |
406.5 |
3.4% |
98.5 |
0.8% |
81% |
False |
False |
14,844 |
| 40 |
12,128.5 |
11,496.0 |
632.5 |
5.2% |
98.5 |
0.8% |
88% |
False |
False |
7,659 |
| 60 |
12,128.5 |
11,428.0 |
700.5 |
5.8% |
91.0 |
0.8% |
89% |
False |
False |
5,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,544.5 |
|
2.618 |
12,371.5 |
|
1.618 |
12,265.5 |
|
1.000 |
12,200.0 |
|
0.618 |
12,159.5 |
|
HIGH |
12,094.0 |
|
0.618 |
12,053.5 |
|
0.500 |
12,041.0 |
|
0.382 |
12,028.5 |
|
LOW |
11,988.0 |
|
0.618 |
11,922.5 |
|
1.000 |
11,882.0 |
|
1.618 |
11,816.5 |
|
2.618 |
11,710.5 |
|
4.250 |
11,537.5 |
|
|