| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2018 |
21-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1,322.4 |
1,317.0 |
-5.4 |
-0.4% |
1,329.8 |
| High |
1,323.7 |
1,342.6 |
18.9 |
1.4% |
1,336.4 |
| Low |
1,312.4 |
1,315.4 |
3.0 |
0.2% |
1,315.3 |
| Close |
1,317.6 |
1,327.3 |
9.7 |
0.7% |
1,318.0 |
| Range |
11.3 |
27.2 |
15.9 |
140.7% |
21.1 |
| ATR |
13.8 |
14.8 |
1.0 |
6.9% |
0.0 |
| Volume |
56,559 |
66,739 |
10,180 |
18.0% |
141,306 |
|
| Daily Pivots for day following 21-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,410.0 |
1,395.9 |
1,342.3 |
|
| R3 |
1,382.8 |
1,368.7 |
1,334.8 |
|
| R2 |
1,355.6 |
1,355.6 |
1,332.3 |
|
| R1 |
1,341.5 |
1,341.5 |
1,329.8 |
1,348.6 |
| PP |
1,328.4 |
1,328.4 |
1,328.4 |
1,332.0 |
| S1 |
1,314.3 |
1,314.3 |
1,324.8 |
1,321.4 |
| S2 |
1,301.2 |
1,301.2 |
1,322.3 |
|
| S3 |
1,274.0 |
1,287.1 |
1,319.8 |
|
| S4 |
1,246.8 |
1,259.9 |
1,312.3 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,386.5 |
1,373.4 |
1,329.6 |
|
| R3 |
1,365.4 |
1,352.3 |
1,323.8 |
|
| R2 |
1,344.3 |
1,344.3 |
1,321.9 |
|
| R1 |
1,331.2 |
1,331.2 |
1,319.9 |
1,327.2 |
| PP |
1,323.2 |
1,323.2 |
1,323.2 |
1,321.3 |
| S1 |
1,310.1 |
1,310.1 |
1,316.1 |
1,306.1 |
| S2 |
1,302.1 |
1,302.1 |
1,314.1 |
|
| S3 |
1,281.0 |
1,289.0 |
1,312.2 |
|
| S4 |
1,259.9 |
1,267.9 |
1,306.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,342.6 |
1,312.4 |
30.2 |
2.3% |
15.2 |
1.1% |
49% |
True |
False |
42,872 |
| 10 |
1,342.6 |
1,312.4 |
30.2 |
2.3% |
13.1 |
1.0% |
49% |
True |
False |
39,006 |
| 20 |
1,348.1 |
1,309.3 |
38.8 |
2.9% |
13.4 |
1.0% |
46% |
False |
False |
28,038 |
| 40 |
1,375.5 |
1,309.3 |
66.2 |
5.0% |
15.3 |
1.2% |
27% |
False |
False |
18,276 |
| 60 |
1,375.5 |
1,278.0 |
97.5 |
7.3% |
14.1 |
1.1% |
51% |
False |
False |
14,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,458.2 |
|
2.618 |
1,413.8 |
|
1.618 |
1,386.6 |
|
1.000 |
1,369.8 |
|
0.618 |
1,359.4 |
|
HIGH |
1,342.6 |
|
0.618 |
1,332.2 |
|
0.500 |
1,329.0 |
|
0.382 |
1,325.8 |
|
LOW |
1,315.4 |
|
0.618 |
1,298.6 |
|
1.000 |
1,288.2 |
|
1.618 |
1,271.4 |
|
2.618 |
1,244.2 |
|
4.250 |
1,199.8 |
|
|