| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2016 |
30-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2,020.00 |
2,039.75 |
19.75 |
1.0% |
2,029.00 |
| High |
2,041.50 |
2,056.25 |
14.75 |
0.7% |
2,039.50 |
| Low |
2,011.50 |
2,039.25 |
27.75 |
1.4% |
2,004.50 |
| Close |
2,039.50 |
2,047.25 |
7.75 |
0.4% |
2,020.75 |
| Range |
30.00 |
17.00 |
-13.00 |
-43.3% |
35.00 |
| ATR |
25.31 |
24.71 |
-0.59 |
-2.3% |
0.00 |
| Volume |
2,156 |
2,152 |
-4 |
-0.2% |
5,486 |
|
| Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,098.50 |
2,090.00 |
2,056.50 |
|
| R3 |
2,081.50 |
2,073.00 |
2,052.00 |
|
| R2 |
2,064.50 |
2,064.50 |
2,050.25 |
|
| R1 |
2,056.00 |
2,056.00 |
2,048.75 |
2,060.25 |
| PP |
2,047.50 |
2,047.50 |
2,047.50 |
2,049.75 |
| S1 |
2,039.00 |
2,039.00 |
2,045.75 |
2,043.25 |
| S2 |
2,030.50 |
2,030.50 |
2,044.25 |
|
| S3 |
2,013.50 |
2,022.00 |
2,042.50 |
|
| S4 |
1,996.50 |
2,005.00 |
2,038.00 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,126.50 |
2,108.75 |
2,040.00 |
|
| R3 |
2,091.50 |
2,073.75 |
2,030.50 |
|
| R2 |
2,056.50 |
2,056.50 |
2,027.25 |
|
| R1 |
2,038.75 |
2,038.75 |
2,024.00 |
2,030.00 |
| PP |
2,021.50 |
2,021.50 |
2,021.50 |
2,017.25 |
| S1 |
2,003.75 |
2,003.75 |
2,017.50 |
1,995.00 |
| S2 |
1,986.50 |
1,986.50 |
2,014.25 |
|
| S3 |
1,951.50 |
1,968.75 |
2,011.00 |
|
| S4 |
1,916.50 |
1,933.75 |
2,001.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,056.25 |
2,004.50 |
51.75 |
2.5% |
20.25 |
1.0% |
83% |
True |
False |
1,477 |
| 10 |
2,056.25 |
1,989.75 |
66.50 |
3.2% |
20.50 |
1.0% |
86% |
True |
False |
1,339 |
| 20 |
2,056.25 |
1,950.00 |
106.25 |
5.2% |
21.00 |
1.0% |
92% |
True |
False |
844 |
| 40 |
2,056.25 |
1,787.50 |
268.75 |
13.1% |
28.75 |
1.4% |
97% |
True |
False |
580 |
| 60 |
2,056.25 |
1,787.50 |
268.75 |
13.1% |
35.75 |
1.7% |
97% |
True |
False |
718 |
| 80 |
2,070.50 |
1,787.50 |
283.00 |
13.8% |
34.25 |
1.7% |
92% |
False |
False |
595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,128.50 |
|
2.618 |
2,100.75 |
|
1.618 |
2,083.75 |
|
1.000 |
2,073.25 |
|
0.618 |
2,066.75 |
|
HIGH |
2,056.25 |
|
0.618 |
2,049.75 |
|
0.500 |
2,047.75 |
|
0.382 |
2,045.75 |
|
LOW |
2,039.25 |
|
0.618 |
2,028.75 |
|
1.000 |
2,022.25 |
|
1.618 |
2,011.75 |
|
2.618 |
1,994.75 |
|
4.250 |
1,967.00 |
|
|