| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2016 |
22-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2,047.88 |
2,048.64 |
0.76 |
0.0% |
2,019.27 |
| High |
2,053.91 |
2,056.60 |
2.69 |
0.1% |
2,052.36 |
| Low |
2,043.14 |
2,040.57 |
-2.57 |
-0.1% |
2,005.23 |
| Close |
2,051.60 |
2,049.80 |
-1.80 |
-0.1% |
2,049.58 |
| Range |
10.77 |
16.03 |
5.26 |
48.8% |
47.13 |
| ATR |
23.99 |
23.43 |
-0.57 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,097.08 |
2,089.47 |
2,058.62 |
|
| R3 |
2,081.05 |
2,073.44 |
2,054.21 |
|
| R2 |
2,065.02 |
2,065.02 |
2,052.74 |
|
| R1 |
2,057.41 |
2,057.41 |
2,051.27 |
2,061.22 |
| PP |
2,048.99 |
2,048.99 |
2,048.99 |
2,050.89 |
| S1 |
2,041.38 |
2,041.38 |
2,048.33 |
2,045.19 |
| S2 |
2,032.96 |
2,032.96 |
2,046.86 |
|
| S3 |
2,016.93 |
2,025.35 |
2,045.39 |
|
| S4 |
2,000.90 |
2,009.32 |
2,040.98 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,177.11 |
2,160.48 |
2,075.50 |
|
| R3 |
2,129.98 |
2,113.35 |
2,062.54 |
|
| R2 |
2,082.85 |
2,082.85 |
2,058.22 |
|
| R1 |
2,066.22 |
2,066.22 |
2,053.90 |
2,074.54 |
| PP |
2,035.72 |
2,035.72 |
2,035.72 |
2,039.88 |
| S1 |
2,019.09 |
2,019.09 |
2,045.26 |
2,027.41 |
| S2 |
1,988.59 |
1,988.59 |
2,040.94 |
|
| S3 |
1,941.46 |
1,971.96 |
2,036.62 |
|
| S4 |
1,894.33 |
1,924.83 |
2,023.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,056.60 |
2,010.04 |
46.56 |
2.3% |
16.81 |
0.8% |
85% |
True |
False |
|
| 10 |
2,056.60 |
1,969.25 |
87.35 |
4.3% |
18.36 |
0.9% |
92% |
True |
False |
|
| 20 |
2,056.60 |
1,891.00 |
165.60 |
8.1% |
21.43 |
1.0% |
96% |
True |
False |
|
| 40 |
2,056.60 |
1,810.10 |
246.50 |
12.0% |
26.59 |
1.3% |
97% |
True |
False |
|
| 60 |
2,081.56 |
1,810.10 |
271.46 |
13.2% |
29.61 |
1.4% |
88% |
False |
False |
|
| 80 |
2,104.27 |
1,810.10 |
294.17 |
14.4% |
28.91 |
1.4% |
81% |
False |
False |
|
| 100 |
2,116.48 |
1,810.10 |
306.38 |
14.9% |
27.15 |
1.3% |
78% |
False |
False |
|
| 120 |
2,116.48 |
1,810.10 |
306.38 |
14.9% |
26.33 |
1.3% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,124.73 |
|
2.618 |
2,098.57 |
|
1.618 |
2,082.54 |
|
1.000 |
2,072.63 |
|
0.618 |
2,066.51 |
|
HIGH |
2,056.60 |
|
0.618 |
2,050.48 |
|
0.500 |
2,048.59 |
|
0.382 |
2,046.69 |
|
LOW |
2,040.57 |
|
0.618 |
2,030.66 |
|
1.000 |
2,024.54 |
|
1.618 |
2,014.63 |
|
2.618 |
1,998.60 |
|
4.250 |
1,972.44 |
|
|