| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2016 |
24-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2,033.50 |
2,019.75 |
-13.75 |
-0.7% |
2,001.25 |
| High |
2,037.00 |
2,022.25 |
-14.75 |
-0.7% |
2,034.25 |
| Low |
2,017.50 |
2,004.50 |
-13.00 |
-0.6% |
1,988.00 |
| Close |
2,020.75 |
2,020.75 |
0.00 |
0.0% |
2,029.25 |
| Range |
19.50 |
17.75 |
-1.75 |
-9.0% |
46.25 |
| ATR |
26.13 |
25.54 |
-0.60 |
-2.3% |
0.00 |
| Volume |
1,179 |
995 |
-184 |
-15.6% |
3,723 |
|
| Daily Pivots for day following 24-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,069.00 |
2,062.75 |
2,030.50 |
|
| R3 |
2,051.25 |
2,045.00 |
2,025.75 |
|
| R2 |
2,033.50 |
2,033.50 |
2,024.00 |
|
| R1 |
2,027.25 |
2,027.25 |
2,022.50 |
2,030.50 |
| PP |
2,015.75 |
2,015.75 |
2,015.75 |
2,017.50 |
| S1 |
2,009.50 |
2,009.50 |
2,019.00 |
2,012.50 |
| S2 |
1,998.00 |
1,998.00 |
2,017.50 |
|
| S3 |
1,980.25 |
1,991.75 |
2,015.75 |
|
| S4 |
1,962.50 |
1,974.00 |
2,011.00 |
|
|
| 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 |
2,004.50 |
35.00 |
1.7% |
17.00 |
0.8% |
46% |
False |
True |
1,322 |
| 10 |
2,039.50 |
1,971.25 |
68.25 |
3.4% |
20.00 |
1.0% |
73% |
False |
False |
954 |
| 20 |
2,039.50 |
1,904.75 |
134.75 |
6.7% |
23.50 |
1.2% |
86% |
False |
False |
633 |
| 40 |
2,039.50 |
1,787.50 |
252.00 |
12.5% |
30.25 |
1.5% |
93% |
False |
False |
492 |
| 60 |
2,061.75 |
1,787.50 |
274.25 |
13.6% |
35.75 |
1.8% |
85% |
False |
False |
677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,097.75 |
|
2.618 |
2,068.75 |
|
1.618 |
2,051.00 |
|
1.000 |
2,040.00 |
|
0.618 |
2,033.25 |
|
HIGH |
2,022.25 |
|
0.618 |
2,015.50 |
|
0.500 |
2,013.50 |
|
0.382 |
2,011.25 |
|
LOW |
2,004.50 |
|
0.618 |
1,993.50 |
|
1.000 |
1,986.75 |
|
1.618 |
1,975.75 |
|
2.618 |
1,958.00 |
|
4.250 |
1,929.00 |
|
|