| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2015 |
26-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,093.10 |
2,059.94 |
-33.16 |
-1.6% |
2,055.35 |
| High |
2,097.42 |
2,067.15 |
-30.27 |
-1.4% |
2,113.92 |
| Low |
2,061.05 |
2,045.50 |
-15.55 |
-0.8% |
2,055.35 |
| Close |
2,061.05 |
2,056.15 |
-4.90 |
-0.2% |
2,108.10 |
| Range |
36.37 |
21.65 |
-14.72 |
-40.5% |
58.57 |
| ATR |
21.45 |
21.47 |
0.01 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,121.22 |
2,110.33 |
2,068.06 |
|
| R3 |
2,099.57 |
2,088.68 |
2,062.10 |
|
| R2 |
2,077.92 |
2,077.92 |
2,060.12 |
|
| R1 |
2,067.03 |
2,067.03 |
2,058.13 |
2,061.65 |
| PP |
2,056.27 |
2,056.27 |
2,056.27 |
2,053.58 |
| S1 |
2,045.38 |
2,045.38 |
2,054.17 |
2,040.00 |
| S2 |
2,034.62 |
2,034.62 |
2,052.18 |
|
| S3 |
2,012.97 |
2,023.73 |
2,050.20 |
|
| S4 |
1,991.32 |
2,002.08 |
2,044.24 |
|
|
| 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 |
2,045.50 |
69.36 |
3.4% |
21.64 |
1.1% |
15% |
False |
True |
|
| 10 |
2,114.86 |
2,041.17 |
73.69 |
3.6% |
23.19 |
1.1% |
20% |
False |
False |
|
| 20 |
2,117.52 |
2,039.69 |
77.83 |
3.8% |
20.66 |
1.0% |
21% |
False |
False |
|
| 40 |
2,119.59 |
1,980.90 |
138.69 |
6.7% |
19.58 |
1.0% |
54% |
False |
False |
|
| 60 |
2,119.59 |
1,980.90 |
138.69 |
6.7% |
22.65 |
1.1% |
54% |
False |
False |
|
| 80 |
2,119.59 |
1,972.56 |
147.03 |
7.2% |
22.30 |
1.1% |
57% |
False |
False |
|
| 100 |
2,119.59 |
1,972.56 |
147.03 |
7.2% |
19.99 |
1.0% |
57% |
False |
False |
|
| 120 |
2,119.59 |
1,821.61 |
297.98 |
14.5% |
21.55 |
1.0% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,159.16 |
|
2.618 |
2,123.83 |
|
1.618 |
2,102.18 |
|
1.000 |
2,088.80 |
|
0.618 |
2,080.53 |
|
HIGH |
2,067.15 |
|
0.618 |
2,058.88 |
|
0.500 |
2,056.33 |
|
0.382 |
2,053.77 |
|
LOW |
2,045.50 |
|
0.618 |
2,032.12 |
|
1.000 |
2,023.85 |
|
1.618 |
2,010.47 |
|
2.618 |
1,988.82 |
|
4.250 |
1,953.49 |
|
|