| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2016 |
31-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1,246.8 |
1,232.4 |
-14.4 |
-1.2% |
1,256.4 |
| High |
1,250.0 |
1,245.7 |
-4.3 |
-0.3% |
1,264.5 |
| Low |
1,229.9 |
1,232.1 |
2.2 |
0.2% |
1,216.8 |
| Close |
1,232.7 |
1,239.6 |
6.9 |
0.6% |
1,227.6 |
| Range |
20.1 |
13.6 |
-6.5 |
-32.3% |
47.7 |
| ATR |
23.1 |
22.4 |
-0.7 |
-2.9% |
0.0 |
| Volume |
1,171 |
653 |
-518 |
-44.2% |
15,855 |
|
| Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,279.9 |
1,273.4 |
1,247.1 |
|
| R3 |
1,266.3 |
1,259.8 |
1,243.3 |
|
| R2 |
1,252.7 |
1,252.7 |
1,242.1 |
|
| R1 |
1,246.2 |
1,246.2 |
1,240.8 |
1,249.5 |
| PP |
1,239.1 |
1,239.1 |
1,239.1 |
1,240.8 |
| S1 |
1,232.6 |
1,232.6 |
1,238.4 |
1,235.9 |
| S2 |
1,225.5 |
1,225.5 |
1,237.1 |
|
| S3 |
1,211.9 |
1,219.0 |
1,235.9 |
|
| S4 |
1,198.3 |
1,205.4 |
1,232.1 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,379.4 |
1,351.2 |
1,253.8 |
|
| R3 |
1,331.7 |
1,303.5 |
1,240.7 |
|
| R2 |
1,284.0 |
1,284.0 |
1,236.3 |
|
| R1 |
1,255.8 |
1,255.8 |
1,232.0 |
1,246.1 |
| PP |
1,236.3 |
1,236.3 |
1,236.3 |
1,231.4 |
| S1 |
1,208.1 |
1,208.1 |
1,223.2 |
1,198.4 |
| S2 |
1,188.6 |
1,188.6 |
1,218.9 |
|
| S3 |
1,140.9 |
1,160.4 |
1,214.5 |
|
| S4 |
1,093.2 |
1,112.7 |
1,201.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,250.0 |
1,213.1 |
36.9 |
3.0% |
17.6 |
1.4% |
72% |
False |
False |
1,103 |
| 10 |
1,276.0 |
1,213.1 |
62.9 |
5.1% |
18.2 |
1.5% |
42% |
False |
False |
2,353 |
| 20 |
1,288.0 |
1,213.1 |
74.9 |
6.0% |
22.0 |
1.8% |
35% |
False |
False |
2,044 |
| 40 |
1,288.0 |
1,127.5 |
160.5 |
12.9% |
23.4 |
1.9% |
70% |
False |
False |
2,036 |
| 60 |
1,288.0 |
1,073.7 |
214.3 |
17.3% |
19.6 |
1.6% |
77% |
False |
False |
1,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,303.5 |
|
2.618 |
1,281.3 |
|
1.618 |
1,267.7 |
|
1.000 |
1,259.3 |
|
0.618 |
1,254.1 |
|
HIGH |
1,245.7 |
|
0.618 |
1,240.5 |
|
0.500 |
1,238.9 |
|
0.382 |
1,237.3 |
|
LOW |
1,232.1 |
|
0.618 |
1,223.7 |
|
1.000 |
1,218.5 |
|
1.618 |
1,210.1 |
|
2.618 |
1,196.5 |
|
4.250 |
1,174.3 |
|
|