| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2017 |
14-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
5,764.0 |
5,763.0 |
-1.0 |
0.0% |
5,709.0 |
| High |
5,765.0 |
5,770.0 |
5.0 |
0.1% |
5,769.0 |
| Low |
5,730.0 |
5,728.0 |
-2.0 |
0.0% |
5,691.0 |
| Close |
5,742.0 |
5,747.0 |
5.0 |
0.1% |
5,763.0 |
| Range |
35.0 |
42.0 |
7.0 |
20.0% |
78.0 |
| ATR |
36.7 |
37.0 |
0.4 |
1.0% |
0.0 |
| Volume |
74,536 |
187,142 |
112,606 |
151.1% |
24,758 |
|
| Daily Pivots for day following 14-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,874.3 |
5,852.7 |
5,770.1 |
|
| R3 |
5,832.3 |
5,810.7 |
5,758.6 |
|
| R2 |
5,790.3 |
5,790.3 |
5,754.7 |
|
| R1 |
5,768.7 |
5,768.7 |
5,750.9 |
5,758.5 |
| PP |
5,748.3 |
5,748.3 |
5,748.3 |
5,743.3 |
| S1 |
5,726.7 |
5,726.7 |
5,743.2 |
5,716.5 |
| S2 |
5,706.3 |
5,706.3 |
5,739.3 |
|
| S3 |
5,664.3 |
5,684.7 |
5,735.5 |
|
| S4 |
5,622.3 |
5,642.7 |
5,723.9 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,975.0 |
5,947.0 |
5,805.9 |
|
| R3 |
5,897.0 |
5,869.0 |
5,784.5 |
|
| R2 |
5,819.0 |
5,819.0 |
5,777.3 |
|
| R1 |
5,791.0 |
5,791.0 |
5,770.2 |
5,805.0 |
| PP |
5,741.0 |
5,741.0 |
5,741.0 |
5,748.0 |
| S1 |
5,713.0 |
5,713.0 |
5,755.9 |
5,727.0 |
| S2 |
5,663.0 |
5,663.0 |
5,748.7 |
|
| S3 |
5,585.0 |
5,635.0 |
5,741.6 |
|
| S4 |
5,507.0 |
5,557.0 |
5,720.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,770.0 |
5,713.0 |
57.0 |
1.0% |
32.8 |
0.6% |
60% |
True |
False |
56,616 |
| 10 |
5,770.0 |
5,641.0 |
129.0 |
2.2% |
29.9 |
0.5% |
82% |
True |
False |
28,782 |
| 20 |
5,770.0 |
5,641.0 |
129.0 |
2.2% |
24.6 |
0.4% |
82% |
True |
False |
14,405 |
| 40 |
5,770.0 |
5,527.0 |
243.0 |
4.2% |
24.1 |
0.4% |
91% |
True |
False |
7,213 |
| 60 |
5,770.0 |
5,477.0 |
293.0 |
5.1% |
20.3 |
0.4% |
92% |
True |
False |
4,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,948.5 |
|
2.618 |
5,880.0 |
|
1.618 |
5,838.0 |
|
1.000 |
5,812.0 |
|
0.618 |
5,796.0 |
|
HIGH |
5,770.0 |
|
0.618 |
5,754.0 |
|
0.500 |
5,749.0 |
|
0.382 |
5,744.0 |
|
LOW |
5,728.0 |
|
0.618 |
5,702.0 |
|
1.000 |
5,686.0 |
|
1.618 |
5,660.0 |
|
2.618 |
5,618.0 |
|
4.250 |
5,549.5 |
|
|