| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2015 |
26-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
4,437.75 |
4,433.25 |
-4.50 |
-0.1% |
4,373.50 |
| High |
4,454.50 |
4,457.50 |
3.00 |
0.1% |
4,438.75 |
| Low |
4,422.25 |
4,425.25 |
3.00 |
0.1% |
4,363.00 |
| Close |
4,430.50 |
4,455.50 |
25.00 |
0.6% |
4,432.00 |
| Range |
32.25 |
32.25 |
0.00 |
0.0% |
75.75 |
| ATR |
44.11 |
43.26 |
-0.85 |
-1.9% |
0.00 |
| Volume |
83 |
125 |
42 |
50.6% |
917 |
|
| Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,542.75 |
4,531.50 |
4,473.25 |
|
| R3 |
4,510.50 |
4,499.25 |
4,464.25 |
|
| R2 |
4,478.25 |
4,478.25 |
4,461.50 |
|
| R1 |
4,467.00 |
4,467.00 |
4,458.50 |
4,472.50 |
| PP |
4,446.00 |
4,446.00 |
4,446.00 |
4,449.00 |
| S1 |
4,434.75 |
4,434.75 |
4,452.50 |
4,440.50 |
| S2 |
4,413.75 |
4,413.75 |
4,449.50 |
|
| S3 |
4,381.50 |
4,402.50 |
4,446.75 |
|
| S4 |
4,349.25 |
4,370.25 |
4,437.75 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,638.50 |
4,611.00 |
4,473.75 |
|
| R3 |
4,562.75 |
4,535.25 |
4,452.75 |
|
| R2 |
4,487.00 |
4,487.00 |
4,446.00 |
|
| R1 |
4,459.50 |
4,459.50 |
4,439.00 |
4,473.25 |
| PP |
4,411.25 |
4,411.25 |
4,411.25 |
4,418.00 |
| S1 |
4,383.75 |
4,383.75 |
4,425.00 |
4,397.50 |
| S2 |
4,335.50 |
4,335.50 |
4,418.00 |
|
| S3 |
4,259.75 |
4,308.00 |
4,411.25 |
|
| S4 |
4,184.00 |
4,232.25 |
4,390.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,457.50 |
4,389.50 |
68.00 |
1.5% |
28.75 |
0.6% |
97% |
True |
False |
102 |
| 10 |
4,457.50 |
4,290.50 |
167.00 |
3.7% |
30.00 |
0.7% |
99% |
True |
False |
143 |
| 20 |
4,457.50 |
4,084.25 |
373.25 |
8.4% |
43.00 |
1.0% |
99% |
True |
False |
93 |
| 40 |
4,457.50 |
4,039.00 |
418.50 |
9.4% |
53.00 |
1.2% |
100% |
True |
False |
62 |
| 60 |
4,457.50 |
4,039.00 |
418.50 |
9.4% |
46.50 |
1.0% |
100% |
True |
False |
46 |
| 80 |
4,457.50 |
4,039.00 |
418.50 |
9.4% |
36.25 |
0.8% |
100% |
True |
False |
35 |
| 100 |
4,457.50 |
3,722.75 |
734.75 |
16.5% |
31.75 |
0.7% |
100% |
True |
False |
28 |
| 120 |
4,457.50 |
3,722.75 |
734.75 |
16.5% |
27.50 |
0.6% |
100% |
True |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,594.50 |
|
2.618 |
4,542.00 |
|
1.618 |
4,509.75 |
|
1.000 |
4,489.75 |
|
0.618 |
4,477.50 |
|
HIGH |
4,457.50 |
|
0.618 |
4,445.25 |
|
0.500 |
4,441.50 |
|
0.382 |
4,437.50 |
|
LOW |
4,425.25 |
|
0.618 |
4,405.25 |
|
1.000 |
4,393.00 |
|
1.618 |
4,373.00 |
|
2.618 |
4,340.75 |
|
4.250 |
4,288.25 |
|
|