| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2015 |
27-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,059.94 |
2,055.78 |
-4.16 |
-0.2% |
2,107.98 |
| High |
2,067.15 |
2,062.83 |
-4.32 |
-0.2% |
2,114.86 |
| Low |
2,045.50 |
2,052.96 |
7.46 |
0.4% |
2,045.50 |
| Close |
2,056.15 |
2,061.02 |
4.87 |
0.2% |
2,061.02 |
| Range |
21.65 |
9.87 |
-11.78 |
-54.4% |
69.36 |
| ATR |
21.47 |
20.64 |
-0.83 |
-3.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,088.55 |
2,084.65 |
2,066.45 |
|
| R3 |
2,078.68 |
2,074.78 |
2,063.73 |
|
| R2 |
2,068.81 |
2,068.81 |
2,062.83 |
|
| R1 |
2,064.91 |
2,064.91 |
2,061.92 |
2,066.86 |
| PP |
2,058.94 |
2,058.94 |
2,058.94 |
2,059.91 |
| S1 |
2,055.04 |
2,055.04 |
2,060.12 |
2,056.99 |
| S2 |
2,049.07 |
2,049.07 |
2,059.21 |
|
| S3 |
2,039.20 |
2,045.17 |
2,058.31 |
|
| S4 |
2,029.33 |
2,035.30 |
2,055.59 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,281.87 |
2,240.81 |
2,099.17 |
|
| R3 |
2,212.51 |
2,171.45 |
2,080.09 |
|
| R2 |
2,143.15 |
2,143.15 |
2,073.74 |
|
| R1 |
2,102.09 |
2,102.09 |
2,067.38 |
2,087.94 |
| PP |
2,073.79 |
2,073.79 |
2,073.79 |
2,066.72 |
| S1 |
2,032.73 |
2,032.73 |
2,054.66 |
2,018.58 |
| S2 |
2,004.43 |
2,004.43 |
2,048.30 |
|
| S3 |
1,935.07 |
1,963.37 |
2,041.95 |
|
| S4 |
1,865.71 |
1,894.01 |
2,022.87 |
|
|
| 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% |
18.89 |
0.9% |
22% |
False |
False |
|
| 10 |
2,114.86 |
2,045.50 |
69.36 |
3.4% |
21.84 |
1.1% |
22% |
False |
False |
|
| 20 |
2,117.52 |
2,039.69 |
77.83 |
3.8% |
20.70 |
1.0% |
27% |
False |
False |
|
| 40 |
2,119.59 |
1,980.90 |
138.69 |
6.7% |
18.94 |
0.9% |
58% |
False |
False |
|
| 60 |
2,119.59 |
1,980.90 |
138.69 |
6.7% |
22.67 |
1.1% |
58% |
False |
False |
|
| 80 |
2,119.59 |
1,972.56 |
147.03 |
7.1% |
22.22 |
1.1% |
60% |
False |
False |
|
| 100 |
2,119.59 |
1,972.56 |
147.03 |
7.1% |
19.92 |
1.0% |
60% |
False |
False |
|
| 120 |
2,119.59 |
1,821.61 |
297.98 |
14.5% |
21.44 |
1.0% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,104.78 |
|
2.618 |
2,088.67 |
|
1.618 |
2,078.80 |
|
1.000 |
2,072.70 |
|
0.618 |
2,068.93 |
|
HIGH |
2,062.83 |
|
0.618 |
2,059.06 |
|
0.500 |
2,057.90 |
|
0.382 |
2,056.73 |
|
LOW |
2,052.96 |
|
0.618 |
2,046.86 |
|
1.000 |
2,043.09 |
|
1.618 |
2,036.99 |
|
2.618 |
2,027.12 |
|
4.250 |
2,011.01 |
|
|