Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2017 |
20-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,415.75 |
5,407.25 |
-8.50 |
-0.2% |
5,386.50 |
High |
5,425.25 |
5,428.00 |
2.75 |
0.1% |
5,440.00 |
Low |
5,406.50 |
5,396.00 |
-10.50 |
-0.2% |
5,363.50 |
Close |
5,408.50 |
5,418.50 |
10.00 |
0.2% |
5,408.50 |
Range |
18.75 |
32.00 |
13.25 |
70.7% |
76.50 |
ATR |
36.35 |
36.04 |
-0.31 |
-0.9% |
0.00 |
Volume |
143,955 |
144,687 |
732 |
0.5% |
988,658 |
|
Daily Pivots for day following 20-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,510.25 |
5,496.25 |
5,436.00 |
|
R3 |
5,478.25 |
5,464.25 |
5,427.25 |
|
R2 |
5,446.25 |
5,446.25 |
5,424.25 |
|
R1 |
5,432.25 |
5,432.25 |
5,421.50 |
5,439.25 |
PP |
5,414.25 |
5,414.25 |
5,414.25 |
5,417.50 |
S1 |
5,400.25 |
5,400.25 |
5,415.50 |
5,407.25 |
S2 |
5,382.25 |
5,382.25 |
5,412.75 |
|
S3 |
5,350.25 |
5,368.25 |
5,409.75 |
|
S4 |
5,318.25 |
5,336.25 |
5,401.00 |
|
|
Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,633.50 |
5,597.50 |
5,450.50 |
|
R3 |
5,557.00 |
5,521.00 |
5,429.50 |
|
R2 |
5,480.50 |
5,480.50 |
5,422.50 |
|
R1 |
5,444.50 |
5,444.50 |
5,415.50 |
5,462.50 |
PP |
5,404.00 |
5,404.00 |
5,404.00 |
5,413.00 |
S1 |
5,368.00 |
5,368.00 |
5,401.50 |
5,386.00 |
S2 |
5,327.50 |
5,327.50 |
5,394.50 |
|
S3 |
5,251.00 |
5,291.50 |
5,387.50 |
|
S4 |
5,174.50 |
5,215.00 |
5,366.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,440.00 |
5,363.50 |
76.50 |
1.4% |
35.50 |
0.7% |
72% |
False |
False |
191,882 |
10 |
5,440.00 |
5,337.00 |
103.00 |
1.9% |
34.50 |
0.6% |
79% |
False |
False |
146,478 |
20 |
5,440.00 |
5,299.25 |
140.75 |
2.6% |
36.25 |
0.7% |
85% |
False |
False |
73,807 |
40 |
5,440.00 |
5,028.00 |
412.00 |
7.6% |
36.50 |
0.7% |
95% |
False |
False |
37,109 |
60 |
5,440.00 |
4,850.25 |
589.75 |
10.9% |
37.75 |
0.7% |
96% |
False |
False |
24,789 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,564.00 |
2.618 |
5,511.75 |
1.618 |
5,479.75 |
1.000 |
5,460.00 |
0.618 |
5,447.75 |
HIGH |
5,428.00 |
0.618 |
5,415.75 |
0.500 |
5,412.00 |
0.382 |
5,408.25 |
LOW |
5,396.00 |
0.618 |
5,376.25 |
1.000 |
5,364.00 |
1.618 |
5,344.25 |
2.618 |
5,312.25 |
4.250 |
5,260.00 |
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