| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2016 |
01-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
4,469.75 |
4,468.00 |
-1.75 |
0.0% |
4,411.00 |
| High |
4,486.50 |
4,522.50 |
36.00 |
0.8% |
4,522.50 |
| Low |
4,458.25 |
4,436.75 |
-21.50 |
-0.5% |
4,370.00 |
| Close |
4,469.25 |
4,521.25 |
52.00 |
1.2% |
4,521.25 |
| Range |
28.25 |
85.75 |
57.50 |
203.5% |
152.50 |
| ATR |
50.66 |
53.17 |
2.51 |
4.9% |
0.00 |
| Volume |
60 |
275 |
215 |
358.3% |
830 |
|
| Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,750.75 |
4,721.75 |
4,568.50 |
|
| R3 |
4,665.00 |
4,636.00 |
4,544.75 |
|
| R2 |
4,579.25 |
4,579.25 |
4,537.00 |
|
| R1 |
4,550.25 |
4,550.25 |
4,529.00 |
4,564.75 |
| PP |
4,493.50 |
4,493.50 |
4,493.50 |
4,500.75 |
| S1 |
4,464.50 |
4,464.50 |
4,513.50 |
4,479.00 |
| S2 |
4,407.75 |
4,407.75 |
4,505.50 |
|
| S3 |
4,322.00 |
4,378.75 |
4,497.75 |
|
| S4 |
4,236.25 |
4,293.00 |
4,474.00 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,928.75 |
4,877.50 |
4,605.00 |
|
| R3 |
4,776.25 |
4,725.00 |
4,563.25 |
|
| R2 |
4,623.75 |
4,623.75 |
4,549.25 |
|
| R1 |
4,572.50 |
4,572.50 |
4,535.25 |
4,598.00 |
| PP |
4,471.25 |
4,471.25 |
4,471.25 |
4,484.00 |
| S1 |
4,420.00 |
4,420.00 |
4,507.25 |
4,445.50 |
| S2 |
4,318.75 |
4,318.75 |
4,493.25 |
|
| S3 |
4,166.25 |
4,267.50 |
4,479.25 |
|
| S4 |
4,013.75 |
4,115.00 |
4,437.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,522.50 |
4,370.00 |
152.50 |
3.4% |
57.75 |
1.3% |
99% |
True |
False |
166 |
| 10 |
4,522.50 |
4,358.00 |
164.50 |
3.6% |
49.50 |
1.1% |
99% |
True |
False |
111 |
| 20 |
4,522.50 |
4,230.00 |
292.50 |
6.5% |
43.00 |
0.9% |
100% |
True |
False |
65 |
| 40 |
4,522.50 |
3,902.00 |
620.50 |
13.7% |
37.25 |
0.8% |
100% |
True |
False |
35 |
| 60 |
4,522.50 |
3,902.00 |
620.50 |
13.7% |
45.75 |
1.0% |
100% |
True |
False |
24 |
| 80 |
4,688.00 |
3,902.00 |
786.00 |
17.4% |
42.50 |
0.9% |
79% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,887.00 |
|
2.618 |
4,747.00 |
|
1.618 |
4,661.25 |
|
1.000 |
4,608.25 |
|
0.618 |
4,575.50 |
|
HIGH |
4,522.50 |
|
0.618 |
4,489.75 |
|
0.500 |
4,479.50 |
|
0.382 |
4,469.50 |
|
LOW |
4,436.75 |
|
0.618 |
4,383.75 |
|
1.000 |
4,351.00 |
|
1.618 |
4,298.00 |
|
2.618 |
4,212.25 |
|
4.250 |
4,072.25 |
|
|