| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2017 |
20-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
12,083.0 |
12,074.5 |
-8.5 |
-0.1% |
11,990.5 |
| High |
12,149.5 |
12,111.5 |
-38.0 |
-0.3% |
12,209.5 |
| Low |
12,048.5 |
12,058.0 |
9.5 |
0.1% |
11,959.0 |
| Close |
12,106.5 |
12,086.5 |
-20.0 |
-0.2% |
12,106.5 |
| Range |
101.0 |
53.5 |
-47.5 |
-47.0% |
250.5 |
| ATR |
105.9 |
102.2 |
-3.7 |
-3.5% |
0.0 |
| Volume |
49,538 |
113,074 |
63,536 |
128.3% |
325,617 |
|
| Daily Pivots for day following 20-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,245.8 |
12,219.7 |
12,115.9 |
|
| R3 |
12,192.3 |
12,166.2 |
12,101.2 |
|
| R2 |
12,138.8 |
12,138.8 |
12,096.3 |
|
| R1 |
12,112.7 |
12,112.7 |
12,091.4 |
12,125.8 |
| PP |
12,085.3 |
12,085.3 |
12,085.3 |
12,091.9 |
| S1 |
12,059.2 |
12,059.2 |
12,081.6 |
12,072.3 |
| S2 |
12,031.8 |
12,031.8 |
12,076.7 |
|
| S3 |
11,978.3 |
12,005.7 |
12,071.8 |
|
| S4 |
11,924.8 |
11,952.2 |
12,057.1 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,843.2 |
12,725.3 |
12,244.3 |
|
| R3 |
12,592.7 |
12,474.8 |
12,175.4 |
|
| R2 |
12,342.2 |
12,342.2 |
12,152.4 |
|
| R1 |
12,224.3 |
12,224.3 |
12,129.5 |
12,283.3 |
| PP |
12,091.7 |
12,091.7 |
12,091.7 |
12,121.1 |
| S1 |
11,973.8 |
11,973.8 |
12,083.5 |
12,032.8 |
| S2 |
11,841.2 |
11,841.2 |
12,060.6 |
|
| S3 |
11,590.7 |
11,723.3 |
12,037.6 |
|
| S4 |
11,340.2 |
11,472.8 |
11,968.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,209.5 |
11,959.0 |
250.5 |
2.1% |
97.1 |
0.8% |
51% |
False |
False |
73,041 |
| 10 |
12,209.5 |
11,946.0 |
263.5 |
2.2% |
94.0 |
0.8% |
53% |
False |
False |
51,043 |
| 20 |
12,209.5 |
11,751.0 |
458.5 |
3.8% |
101.5 |
0.8% |
73% |
False |
False |
26,065 |
| 40 |
12,209.5 |
11,496.0 |
713.5 |
5.9% |
100.1 |
0.8% |
83% |
False |
False |
13,275 |
| 60 |
12,209.5 |
11,428.0 |
781.5 |
6.5% |
94.0 |
0.8% |
84% |
False |
False |
9,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,338.9 |
|
2.618 |
12,251.6 |
|
1.618 |
12,198.1 |
|
1.000 |
12,165.0 |
|
0.618 |
12,144.6 |
|
HIGH |
12,111.5 |
|
0.618 |
12,091.1 |
|
0.500 |
12,084.8 |
|
0.382 |
12,078.4 |
|
LOW |
12,058.0 |
|
0.618 |
12,024.9 |
|
1.000 |
12,004.5 |
|
1.618 |
11,971.4 |
|
2.618 |
11,917.9 |
|
4.250 |
11,830.6 |
|
|