| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2015 |
27-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
4,288.16 |
4,314.60 |
26.44 |
0.6% |
4,454.15 |
| High |
4,340.16 |
4,342.93 |
2.77 |
0.1% |
4,467.79 |
| Low |
4,280.95 |
4,309.52 |
28.57 |
0.7% |
4,280.95 |
| Close |
4,315.26 |
4,332.86 |
17.60 |
0.4% |
4,332.86 |
| Range |
59.21 |
33.41 |
-25.80 |
-43.6% |
186.84 |
| ATR |
50.79 |
49.55 |
-1.24 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,428.67 |
4,414.17 |
4,351.24 |
|
| R3 |
4,395.26 |
4,380.76 |
4,342.05 |
|
| R2 |
4,361.85 |
4,361.85 |
4,338.99 |
|
| R1 |
4,347.35 |
4,347.35 |
4,335.92 |
4,354.60 |
| PP |
4,328.44 |
4,328.44 |
4,328.44 |
4,332.06 |
| S1 |
4,313.94 |
4,313.94 |
4,329.80 |
4,321.19 |
| S2 |
4,295.03 |
4,295.03 |
4,326.73 |
|
| S3 |
4,261.62 |
4,280.53 |
4,323.67 |
|
| S4 |
4,228.21 |
4,247.12 |
4,314.48 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,921.05 |
4,813.80 |
4,435.62 |
|
| R3 |
4,734.21 |
4,626.96 |
4,384.24 |
|
| R2 |
4,547.37 |
4,547.37 |
4,367.11 |
|
| R1 |
4,440.12 |
4,440.12 |
4,349.99 |
4,400.33 |
| PP |
4,360.53 |
4,360.53 |
4,360.53 |
4,340.64 |
| S1 |
4,253.28 |
4,253.28 |
4,315.73 |
4,213.49 |
| S2 |
4,173.69 |
4,173.69 |
4,298.61 |
|
| S3 |
3,986.85 |
4,066.44 |
4,281.48 |
|
| S4 |
3,800.01 |
3,879.60 |
4,230.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,467.79 |
4,280.95 |
186.84 |
4.3% |
52.70 |
1.2% |
28% |
False |
False |
|
| 10 |
4,478.68 |
4,280.95 |
197.73 |
4.6% |
48.14 |
1.1% |
26% |
False |
False |
|
| 20 |
4,483.97 |
4,280.95 |
203.02 |
4.7% |
45.07 |
1.0% |
26% |
False |
False |
|
| 40 |
4,483.97 |
4,094.73 |
389.24 |
9.0% |
42.03 |
1.0% |
61% |
False |
False |
|
| 60 |
4,483.97 |
4,078.85 |
405.12 |
9.3% |
50.90 |
1.2% |
63% |
False |
False |
|
| 80 |
4,483.97 |
4,078.85 |
405.12 |
9.3% |
50.37 |
1.2% |
63% |
False |
False |
|
| 100 |
4,483.97 |
4,078.85 |
405.12 |
9.3% |
46.72 |
1.1% |
63% |
False |
False |
|
| 120 |
4,483.97 |
3,701.10 |
782.87 |
18.1% |
49.06 |
1.1% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,484.92 |
|
2.618 |
4,430.40 |
|
1.618 |
4,396.99 |
|
1.000 |
4,376.34 |
|
0.618 |
4,363.58 |
|
HIGH |
4,342.93 |
|
0.618 |
4,330.17 |
|
0.500 |
4,326.23 |
|
0.382 |
4,322.28 |
|
LOW |
4,309.52 |
|
0.618 |
4,288.87 |
|
1.000 |
4,276.11 |
|
1.618 |
4,255.46 |
|
2.618 |
4,222.05 |
|
4.250 |
4,167.53 |
|
|