| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2,015.27 |
2,014.24 |
-1.03 |
-0.1% |
1,996.11 |
| High |
2,015.94 |
2,032.02 |
16.08 |
0.8% |
2,022.37 |
| Low |
2,005.23 |
2,010.04 |
4.81 |
0.2% |
1,969.25 |
| Close |
2,015.93 |
2,027.22 |
11.29 |
0.6% |
2,022.19 |
| Range |
10.71 |
21.98 |
11.27 |
105.2% |
53.12 |
| ATR |
26.50 |
26.18 |
-0.32 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,089.03 |
2,080.11 |
2,039.31 |
|
| R3 |
2,067.05 |
2,058.13 |
2,033.26 |
|
| R2 |
2,045.07 |
2,045.07 |
2,031.25 |
|
| R1 |
2,036.15 |
2,036.15 |
2,029.23 |
2,040.61 |
| PP |
2,023.09 |
2,023.09 |
2,023.09 |
2,025.33 |
| S1 |
2,014.17 |
2,014.17 |
2,025.21 |
2,018.63 |
| S2 |
2,001.11 |
2,001.11 |
2,023.19 |
|
| S3 |
1,979.13 |
1,992.19 |
2,021.18 |
|
| S4 |
1,957.15 |
1,970.21 |
2,015.13 |
|
|
| 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 |
2,032.02 |
1,969.25 |
62.77 |
3.1% |
21.74 |
1.1% |
92% |
True |
False |
|
| 10 |
2,032.02 |
1,969.25 |
62.77 |
3.1% |
19.64 |
1.0% |
92% |
True |
False |
|
| 20 |
2,032.02 |
1,891.00 |
141.02 |
7.0% |
22.16 |
1.1% |
97% |
True |
False |
|
| 40 |
2,032.02 |
1,810.10 |
221.92 |
10.9% |
29.20 |
1.4% |
98% |
True |
False |
|
| 60 |
2,081.56 |
1,810.10 |
271.46 |
13.4% |
30.20 |
1.5% |
80% |
False |
False |
|
| 80 |
2,104.27 |
1,810.10 |
294.17 |
14.5% |
28.89 |
1.4% |
74% |
False |
False |
|
| 100 |
2,116.48 |
1,810.10 |
306.38 |
15.1% |
27.28 |
1.3% |
71% |
False |
False |
|
| 120 |
2,116.48 |
1,810.10 |
306.38 |
15.1% |
26.96 |
1.3% |
71% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,125.44 |
|
2.618 |
2,089.56 |
|
1.618 |
2,067.58 |
|
1.000 |
2,054.00 |
|
0.618 |
2,045.60 |
|
HIGH |
2,032.02 |
|
0.618 |
2,023.62 |
|
0.500 |
2,021.03 |
|
0.382 |
2,018.44 |
|
LOW |
2,010.04 |
|
0.618 |
1,996.46 |
|
1.000 |
1,988.06 |
|
1.618 |
1,974.48 |
|
2.618 |
1,952.50 |
|
4.250 |
1,916.63 |
|
|