| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2015 |
20-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,098.69 |
2,090.32 |
-8.37 |
-0.4% |
2,055.35 |
| High |
2,098.69 |
2,113.92 |
15.23 |
0.7% |
2,113.92 |
| Low |
2,085.56 |
2,090.32 |
4.76 |
0.2% |
2,055.35 |
| Close |
2,089.27 |
2,108.10 |
18.83 |
0.9% |
2,108.10 |
| Range |
13.13 |
23.60 |
10.47 |
79.7% |
58.57 |
| ATR |
21.16 |
21.41 |
0.25 |
1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,174.91 |
2,165.11 |
2,121.08 |
|
| R3 |
2,151.31 |
2,141.51 |
2,114.59 |
|
| R2 |
2,127.71 |
2,127.71 |
2,112.43 |
|
| R1 |
2,117.91 |
2,117.91 |
2,110.26 |
2,122.81 |
| PP |
2,104.11 |
2,104.11 |
2,104.11 |
2,106.57 |
| S1 |
2,094.31 |
2,094.31 |
2,105.94 |
2,099.21 |
| S2 |
2,080.51 |
2,080.51 |
2,103.77 |
|
| S3 |
2,056.91 |
2,070.71 |
2,101.61 |
|
| S4 |
2,033.31 |
2,047.11 |
2,095.12 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,268.17 |
2,246.70 |
2,140.31 |
|
| R3 |
2,209.60 |
2,188.13 |
2,124.21 |
|
| R2 |
2,151.03 |
2,151.03 |
2,118.84 |
|
| R1 |
2,129.56 |
2,129.56 |
2,113.47 |
2,140.30 |
| PP |
2,092.46 |
2,092.46 |
2,092.46 |
2,097.82 |
| S1 |
2,070.99 |
2,070.99 |
2,102.73 |
2,081.73 |
| S2 |
2,033.89 |
2,033.89 |
2,097.36 |
|
| S3 |
1,975.32 |
2,012.42 |
2,091.99 |
|
| S4 |
1,916.75 |
1,953.85 |
2,075.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,113.92 |
2,055.35 |
58.57 |
2.8% |
24.78 |
1.2% |
90% |
True |
False |
|
| 10 |
2,113.92 |
2,039.69 |
74.23 |
3.5% |
22.63 |
1.1% |
92% |
True |
False |
|
| 20 |
2,119.59 |
2,039.69 |
79.90 |
3.8% |
18.38 |
0.9% |
86% |
False |
False |
|
| 40 |
2,119.59 |
1,980.90 |
138.69 |
6.6% |
19.91 |
0.9% |
92% |
False |
False |
|
| 60 |
2,119.59 |
1,980.90 |
138.69 |
6.6% |
21.72 |
1.0% |
92% |
False |
False |
|
| 80 |
2,119.59 |
1,972.56 |
147.03 |
7.0% |
21.64 |
1.0% |
92% |
False |
False |
|
| 100 |
2,119.59 |
1,951.45 |
168.14 |
8.0% |
19.95 |
0.9% |
93% |
False |
False |
|
| 120 |
2,119.59 |
1,821.61 |
297.98 |
14.1% |
21.58 |
1.0% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,214.22 |
|
2.618 |
2,175.70 |
|
1.618 |
2,152.10 |
|
1.000 |
2,137.52 |
|
0.618 |
2,128.50 |
|
HIGH |
2,113.92 |
|
0.618 |
2,104.90 |
|
0.500 |
2,102.12 |
|
0.382 |
2,099.34 |
|
LOW |
2,090.32 |
|
0.618 |
2,075.74 |
|
1.000 |
2,066.72 |
|
1.618 |
2,052.14 |
|
2.618 |
2,028.54 |
|
4.250 |
1,990.02 |
|
|