| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2016 |
05-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2,073.19 |
2,062.50 |
-10.69 |
-0.5% |
2,037.89 |
| High |
2,074.02 |
2,062.50 |
-11.52 |
-0.6% |
2,075.07 |
| Low |
2,062.57 |
2,042.56 |
-20.01 |
-1.0% |
2,028.31 |
| Close |
2,066.13 |
2,045.17 |
-20.96 |
-1.0% |
2,072.78 |
| Range |
11.45 |
19.94 |
8.49 |
74.1% |
46.76 |
| ATR |
20.74 |
20.94 |
0.20 |
1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,109.90 |
2,097.47 |
2,056.14 |
|
| R3 |
2,089.96 |
2,077.53 |
2,050.65 |
|
| R2 |
2,070.02 |
2,070.02 |
2,048.83 |
|
| R1 |
2,057.59 |
2,057.59 |
2,047.00 |
2,053.84 |
| PP |
2,050.08 |
2,050.08 |
2,050.08 |
2,048.20 |
| S1 |
2,037.65 |
2,037.65 |
2,043.34 |
2,033.90 |
| S2 |
2,030.14 |
2,030.14 |
2,041.51 |
|
| S3 |
2,010.20 |
2,017.71 |
2,039.69 |
|
| S4 |
1,990.26 |
1,997.77 |
2,034.20 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,199.00 |
2,182.65 |
2,098.50 |
|
| R3 |
2,152.24 |
2,135.89 |
2,085.64 |
|
| R2 |
2,105.48 |
2,105.48 |
2,081.35 |
|
| R1 |
2,089.13 |
2,089.13 |
2,077.07 |
2,097.31 |
| PP |
2,058.72 |
2,058.72 |
2,058.72 |
2,062.81 |
| S1 |
2,042.37 |
2,042.37 |
2,068.49 |
2,050.55 |
| S2 |
2,011.96 |
2,011.96 |
2,064.21 |
|
| S3 |
1,965.20 |
1,995.61 |
2,059.92 |
|
| S4 |
1,918.44 |
1,948.85 |
2,047.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,075.07 |
2,042.56 |
32.51 |
1.6% |
17.38 |
0.8% |
8% |
False |
True |
|
| 10 |
2,075.07 |
2,022.49 |
52.58 |
2.6% |
16.85 |
0.8% |
43% |
False |
False |
|
| 20 |
2,075.07 |
1,969.25 |
105.82 |
5.2% |
17.78 |
0.9% |
72% |
False |
False |
|
| 40 |
2,075.07 |
1,810.10 |
264.97 |
13.0% |
22.29 |
1.1% |
89% |
False |
False |
|
| 60 |
2,075.07 |
1,810.10 |
264.97 |
13.0% |
28.44 |
1.4% |
89% |
False |
False |
|
| 80 |
2,081.56 |
1,810.10 |
271.46 |
13.3% |
28.22 |
1.4% |
87% |
False |
False |
|
| 100 |
2,104.27 |
1,810.10 |
294.17 |
14.4% |
26.88 |
1.3% |
80% |
False |
False |
|
| 120 |
2,116.48 |
1,810.10 |
306.38 |
15.0% |
25.57 |
1.3% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,147.25 |
|
2.618 |
2,114.70 |
|
1.618 |
2,094.76 |
|
1.000 |
2,082.44 |
|
0.618 |
2,074.82 |
|
HIGH |
2,062.50 |
|
0.618 |
2,054.88 |
|
0.500 |
2,052.53 |
|
0.382 |
2,050.18 |
|
LOW |
2,042.56 |
|
0.618 |
2,030.24 |
|
1.000 |
2,022.62 |
|
1.618 |
2,010.30 |
|
2.618 |
1,990.36 |
|
4.250 |
1,957.82 |
|
|