| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2016 |
31-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2,058.27 |
2,063.77 |
5.50 |
0.3% |
2,047.88 |
| High |
2,072.21 |
2,067.92 |
-4.29 |
-0.2% |
2,056.60 |
| Low |
2,058.27 |
2,057.46 |
-0.81 |
0.0% |
2,022.49 |
| Close |
2,063.94 |
2,059.73 |
-4.21 |
-0.2% |
2,035.94 |
| Range |
13.94 |
10.46 |
-3.48 |
-25.0% |
34.11 |
| ATR |
21.50 |
20.71 |
-0.79 |
-3.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,093.08 |
2,086.87 |
2,065.48 |
|
| R3 |
2,082.62 |
2,076.41 |
2,062.61 |
|
| R2 |
2,072.16 |
2,072.16 |
2,061.65 |
|
| R1 |
2,065.95 |
2,065.95 |
2,060.69 |
2,063.83 |
| PP |
2,061.70 |
2,061.70 |
2,061.70 |
2,060.64 |
| S1 |
2,055.49 |
2,055.49 |
2,058.77 |
2,053.37 |
| S2 |
2,051.24 |
2,051.24 |
2,057.81 |
|
| S3 |
2,040.78 |
2,045.03 |
2,056.85 |
|
| S4 |
2,030.32 |
2,034.57 |
2,053.98 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,140.67 |
2,122.42 |
2,054.70 |
|
| R3 |
2,106.56 |
2,088.31 |
2,045.32 |
|
| R2 |
2,072.45 |
2,072.45 |
2,042.19 |
|
| R1 |
2,054.20 |
2,054.20 |
2,039.07 |
2,046.27 |
| PP |
2,038.34 |
2,038.34 |
2,038.34 |
2,034.38 |
| S1 |
2,020.09 |
2,020.09 |
2,032.81 |
2,012.16 |
| S2 |
2,004.23 |
2,004.23 |
2,029.69 |
|
| S3 |
1,970.12 |
1,985.98 |
2,026.56 |
|
| S4 |
1,936.01 |
1,951.87 |
2,017.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,072.21 |
2,022.49 |
49.72 |
2.4% |
15.25 |
0.7% |
75% |
False |
False |
|
| 10 |
2,072.21 |
2,022.16 |
50.05 |
2.4% |
15.20 |
0.7% |
75% |
False |
False |
|
| 20 |
2,072.21 |
1,969.25 |
102.96 |
5.0% |
17.42 |
0.8% |
88% |
False |
False |
|
| 40 |
2,072.21 |
1,810.10 |
262.11 |
12.7% |
23.54 |
1.1% |
95% |
False |
False |
|
| 60 |
2,072.21 |
1,810.10 |
262.11 |
12.7% |
29.01 |
1.4% |
95% |
False |
False |
|
| 80 |
2,093.84 |
1,810.10 |
283.74 |
13.8% |
28.54 |
1.4% |
88% |
False |
False |
|
| 100 |
2,108.78 |
1,810.10 |
298.68 |
14.5% |
26.91 |
1.3% |
84% |
False |
False |
|
| 120 |
2,116.48 |
1,810.10 |
306.38 |
14.9% |
25.46 |
1.2% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,112.38 |
|
2.618 |
2,095.30 |
|
1.618 |
2,084.84 |
|
1.000 |
2,078.38 |
|
0.618 |
2,074.38 |
|
HIGH |
2,067.92 |
|
0.618 |
2,063.92 |
|
0.500 |
2,062.69 |
|
0.382 |
2,061.46 |
|
LOW |
2,057.46 |
|
0.618 |
2,051.00 |
|
1.000 |
2,047.00 |
|
1.618 |
2,040.54 |
|
2.618 |
2,030.08 |
|
4.250 |
2,013.01 |
|
|