| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2015 |
23-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,090.32 |
2,107.98 |
17.66 |
0.8% |
2,055.35 |
| High |
2,113.92 |
2,114.86 |
0.94 |
0.0% |
2,113.92 |
| Low |
2,090.32 |
2,104.42 |
14.10 |
0.7% |
2,055.35 |
| Close |
2,108.10 |
2,104.42 |
-3.68 |
-0.2% |
2,108.10 |
| Range |
23.60 |
10.44 |
-13.16 |
-55.8% |
58.57 |
| ATR |
21.41 |
20.63 |
-0.78 |
-3.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,139.22 |
2,132.26 |
2,110.16 |
|
| R3 |
2,128.78 |
2,121.82 |
2,107.29 |
|
| R2 |
2,118.34 |
2,118.34 |
2,106.33 |
|
| R1 |
2,111.38 |
2,111.38 |
2,105.38 |
2,109.64 |
| PP |
2,107.90 |
2,107.90 |
2,107.90 |
2,107.03 |
| S1 |
2,100.94 |
2,100.94 |
2,103.46 |
2,099.20 |
| S2 |
2,097.46 |
2,097.46 |
2,102.51 |
|
| S3 |
2,087.02 |
2,090.50 |
2,101.55 |
|
| S4 |
2,076.58 |
2,080.06 |
2,098.68 |
|
|
| 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 |
2,114.86 |
2,061.23 |
53.63 |
2.5% |
21.66 |
1.0% |
81% |
True |
False |
|
| 10 |
2,114.86 |
2,039.69 |
75.17 |
3.6% |
22.54 |
1.1% |
86% |
True |
False |
|
| 20 |
2,119.59 |
2,039.69 |
79.90 |
3.8% |
18.54 |
0.9% |
81% |
False |
False |
|
| 40 |
2,119.59 |
1,980.90 |
138.69 |
6.6% |
19.86 |
0.9% |
89% |
False |
False |
|
| 60 |
2,119.59 |
1,980.90 |
138.69 |
6.6% |
21.78 |
1.0% |
89% |
False |
False |
|
| 80 |
2,119.59 |
1,972.56 |
147.03 |
7.0% |
21.70 |
1.0% |
90% |
False |
False |
|
| 100 |
2,119.59 |
1,964.14 |
155.45 |
7.4% |
19.93 |
0.9% |
90% |
False |
False |
|
| 120 |
2,119.59 |
1,821.61 |
297.98 |
14.2% |
21.53 |
1.0% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,159.23 |
|
2.618 |
2,142.19 |
|
1.618 |
2,131.75 |
|
1.000 |
2,125.30 |
|
0.618 |
2,121.31 |
|
HIGH |
2,114.86 |
|
0.618 |
2,110.87 |
|
0.500 |
2,109.64 |
|
0.382 |
2,108.41 |
|
LOW |
2,104.42 |
|
0.618 |
2,097.97 |
|
1.000 |
2,093.98 |
|
1.618 |
2,087.53 |
|
2.618 |
2,077.09 |
|
4.250 |
2,060.05 |
|
|