| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1,994.71 |
2,019.27 |
24.56 |
1.2% |
1,996.11 |
| High |
2,022.37 |
2,024.57 |
2.20 |
0.1% |
2,022.37 |
| Low |
1,994.71 |
2,012.05 |
17.34 |
0.9% |
1,969.25 |
| Close |
2,022.19 |
2,019.64 |
-2.55 |
-0.1% |
2,022.19 |
| Range |
27.66 |
12.52 |
-15.14 |
-54.7% |
53.12 |
| ATR |
28.58 |
27.43 |
-1.15 |
-4.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,056.31 |
2,050.50 |
2,026.53 |
|
| R3 |
2,043.79 |
2,037.98 |
2,023.08 |
|
| R2 |
2,031.27 |
2,031.27 |
2,021.94 |
|
| R1 |
2,025.46 |
2,025.46 |
2,020.79 |
2,028.37 |
| PP |
2,018.75 |
2,018.75 |
2,018.75 |
2,020.21 |
| S1 |
2,012.94 |
2,012.94 |
2,018.49 |
2,015.85 |
| S2 |
2,006.23 |
2,006.23 |
2,017.34 |
|
| S3 |
1,993.71 |
2,000.42 |
2,016.20 |
|
| S4 |
1,981.19 |
1,987.90 |
2,012.75 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,163.96 |
2,146.20 |
2,051.41 |
|
| R3 |
2,110.84 |
2,093.08 |
2,036.80 |
|
| R2 |
2,057.72 |
2,057.72 |
2,031.93 |
|
| R1 |
2,039.96 |
2,039.96 |
2,027.06 |
2,048.84 |
| PP |
2,004.60 |
2,004.60 |
2,004.60 |
2,009.05 |
| S1 |
1,986.84 |
1,986.84 |
2,017.32 |
1,995.72 |
| S2 |
1,951.48 |
1,951.48 |
2,012.45 |
|
| S3 |
1,898.36 |
1,933.72 |
2,007.58 |
|
| S4 |
1,845.24 |
1,880.60 |
1,992.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,024.57 |
1,969.25 |
55.32 |
2.7% |
21.66 |
1.1% |
91% |
True |
False |
|
| 10 |
2,024.57 |
1,937.09 |
87.48 |
4.3% |
22.27 |
1.1% |
94% |
True |
False |
|
| 20 |
2,024.57 |
1,871.44 |
153.13 |
7.6% |
23.34 |
1.2% |
97% |
True |
False |
|
| 40 |
2,024.57 |
1,810.10 |
214.47 |
10.6% |
30.78 |
1.5% |
98% |
True |
False |
|
| 60 |
2,081.56 |
1,810.10 |
271.46 |
13.4% |
30.81 |
1.5% |
77% |
False |
False |
|
| 80 |
2,104.27 |
1,810.10 |
294.17 |
14.6% |
29.15 |
1.4% |
71% |
False |
False |
|
| 100 |
2,116.48 |
1,810.10 |
306.38 |
15.2% |
27.28 |
1.4% |
68% |
False |
False |
|
| 120 |
2,116.48 |
1,810.10 |
306.38 |
15.2% |
27.10 |
1.3% |
68% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,077.78 |
|
2.618 |
2,057.35 |
|
1.618 |
2,044.83 |
|
1.000 |
2,037.09 |
|
0.618 |
2,032.31 |
|
HIGH |
2,024.57 |
|
0.618 |
2,019.79 |
|
0.500 |
2,018.31 |
|
0.382 |
2,016.83 |
|
LOW |
2,012.05 |
|
0.618 |
2,004.31 |
|
1.000 |
1,999.53 |
|
1.618 |
1,991.79 |
|
2.618 |
1,979.27 |
|
4.250 |
1,958.84 |
|
|