| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2015 |
20-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
4,424.79 |
4,468.29 |
43.50 |
1.0% |
4,338.29 |
| High |
4,440.01 |
4,478.68 |
38.67 |
0.9% |
4,478.68 |
| Low |
4,419.84 |
4,456.41 |
36.57 |
0.8% |
4,327.27 |
| Close |
4,426.82 |
4,458.54 |
31.72 |
0.7% |
4,458.54 |
| Range |
20.17 |
22.27 |
2.10 |
10.4% |
151.41 |
| ATR |
47.56 |
47.87 |
0.31 |
0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,531.35 |
4,517.22 |
4,470.79 |
|
| R3 |
4,509.08 |
4,494.95 |
4,464.66 |
|
| R2 |
4,486.81 |
4,486.81 |
4,462.62 |
|
| R1 |
4,472.68 |
4,472.68 |
4,460.58 |
4,468.61 |
| PP |
4,464.54 |
4,464.54 |
4,464.54 |
4,462.51 |
| S1 |
4,450.41 |
4,450.41 |
4,456.50 |
4,446.34 |
| S2 |
4,442.27 |
4,442.27 |
4,454.46 |
|
| S3 |
4,420.00 |
4,428.14 |
4,452.42 |
|
| S4 |
4,397.73 |
4,405.87 |
4,446.29 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,875.73 |
4,818.54 |
4,541.82 |
|
| R3 |
4,724.32 |
4,667.13 |
4,500.18 |
|
| R2 |
4,572.91 |
4,572.91 |
4,486.30 |
|
| R1 |
4,515.72 |
4,515.72 |
4,472.42 |
4,544.32 |
| PP |
4,421.50 |
4,421.50 |
4,421.50 |
4,435.79 |
| S1 |
4,364.31 |
4,364.31 |
4,444.66 |
4,392.91 |
| S2 |
4,270.09 |
4,270.09 |
4,430.78 |
|
| S3 |
4,118.68 |
4,212.90 |
4,416.90 |
|
| S4 |
3,967.27 |
4,061.49 |
4,375.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,478.68 |
4,327.27 |
151.41 |
3.4% |
43.58 |
1.0% |
87% |
True |
False |
|
| 10 |
4,478.68 |
4,289.30 |
189.38 |
4.2% |
43.86 |
1.0% |
89% |
True |
False |
|
| 20 |
4,483.97 |
4,289.30 |
194.67 |
4.4% |
38.80 |
0.9% |
87% |
False |
False |
|
| 40 |
4,483.97 |
4,094.73 |
389.24 |
8.7% |
42.97 |
1.0% |
93% |
False |
False |
|
| 60 |
4,483.97 |
4,078.85 |
405.12 |
9.1% |
48.60 |
1.1% |
94% |
False |
False |
|
| 80 |
4,483.97 |
4,078.85 |
405.12 |
9.1% |
49.01 |
1.1% |
94% |
False |
False |
|
| 100 |
4,483.97 |
4,019.23 |
464.74 |
10.4% |
46.00 |
1.0% |
95% |
False |
False |
|
| 120 |
4,483.97 |
3,701.10 |
782.87 |
17.6% |
49.05 |
1.1% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,573.33 |
|
2.618 |
4,536.98 |
|
1.618 |
4,514.71 |
|
1.000 |
4,500.95 |
|
0.618 |
4,492.44 |
|
HIGH |
4,478.68 |
|
0.618 |
4,470.17 |
|
0.500 |
4,467.55 |
|
0.382 |
4,464.92 |
|
LOW |
4,456.41 |
|
0.618 |
4,442.65 |
|
1.000 |
4,434.14 |
|
1.618 |
4,420.38 |
|
2.618 |
4,398.11 |
|
4.250 |
4,361.76 |
|
|