| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2016 |
22-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2,029.00 |
2,035.25 |
6.25 |
0.3% |
2,001.25 |
| High |
2,036.50 |
2,039.50 |
3.00 |
0.1% |
2,034.25 |
| Low |
2,023.00 |
2,020.75 |
-2.25 |
-0.1% |
1,988.00 |
| Close |
2,034.75 |
2,034.50 |
-0.25 |
0.0% |
2,029.25 |
| Range |
13.50 |
18.75 |
5.25 |
38.9% |
46.25 |
| ATR |
27.25 |
26.65 |
-0.61 |
-2.2% |
0.00 |
| Volume |
1,735 |
1,577 |
-158 |
-9.1% |
3,723 |
|
| Daily Pivots for day following 22-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,087.75 |
2,080.00 |
2,044.75 |
|
| R3 |
2,069.00 |
2,061.25 |
2,039.75 |
|
| R2 |
2,050.25 |
2,050.25 |
2,038.00 |
|
| R1 |
2,042.50 |
2,042.50 |
2,036.25 |
2,037.00 |
| PP |
2,031.50 |
2,031.50 |
2,031.50 |
2,029.00 |
| S1 |
2,023.75 |
2,023.75 |
2,032.75 |
2,018.25 |
| S2 |
2,012.75 |
2,012.75 |
2,031.00 |
|
| S3 |
1,994.00 |
2,005.00 |
2,029.25 |
|
| S4 |
1,975.25 |
1,986.25 |
2,024.25 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,156.00 |
2,138.75 |
2,054.75 |
|
| R3 |
2,109.75 |
2,092.50 |
2,042.00 |
|
| R2 |
2,063.50 |
2,063.50 |
2,037.75 |
|
| R1 |
2,046.25 |
2,046.25 |
2,033.50 |
2,055.00 |
| PP |
2,017.25 |
2,017.25 |
2,017.25 |
2,021.50 |
| S1 |
2,000.00 |
2,000.00 |
2,025.00 |
2,008.50 |
| S2 |
1,971.00 |
1,971.00 |
2,020.75 |
|
| S3 |
1,924.75 |
1,953.75 |
2,016.50 |
|
| S4 |
1,878.50 |
1,907.50 |
2,003.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,039.50 |
1,989.75 |
49.75 |
2.4% |
20.50 |
1.0% |
90% |
True |
False |
1,200 |
| 10 |
2,039.50 |
1,950.50 |
89.00 |
4.4% |
22.00 |
1.1% |
94% |
True |
False |
857 |
| 20 |
2,039.50 |
1,871.00 |
168.50 |
8.3% |
25.25 |
1.2% |
97% |
True |
False |
587 |
| 40 |
2,039.50 |
1,787.50 |
252.00 |
12.4% |
31.50 |
1.6% |
98% |
True |
False |
455 |
| 60 |
2,061.75 |
1,787.50 |
274.25 |
13.5% |
35.75 |
1.8% |
90% |
False |
False |
645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,119.25 |
|
2.618 |
2,088.50 |
|
1.618 |
2,069.75 |
|
1.000 |
2,058.25 |
|
0.618 |
2,051.00 |
|
HIGH |
2,039.50 |
|
0.618 |
2,032.25 |
|
0.500 |
2,030.00 |
|
0.382 |
2,028.00 |
|
LOW |
2,020.75 |
|
0.618 |
2,009.25 |
|
1.000 |
2,002.00 |
|
1.618 |
1,990.50 |
|
2.618 |
1,971.75 |
|
4.250 |
1,941.00 |
|
|