| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2015 |
30-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
3,610.0 |
3,621.0 |
11.0 |
0.3% |
3,641.0 |
| High |
3,614.0 |
3,657.0 |
43.0 |
1.2% |
3,666.0 |
| Low |
3,589.0 |
3,621.0 |
32.0 |
0.9% |
3,540.0 |
| Close |
3,600.0 |
3,655.0 |
55.0 |
1.5% |
3,600.0 |
| Range |
25.0 |
36.0 |
11.0 |
44.0% |
126.0 |
| ATR |
41.0 |
42.1 |
1.1 |
2.8% |
0.0 |
| Volume |
30,073 |
94 |
-29,979 |
-99.7% |
30,834 |
|
| Daily Pivots for day following 30-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,752.3 |
3,739.7 |
3,674.8 |
|
| R3 |
3,716.3 |
3,703.7 |
3,664.9 |
|
| R2 |
3,680.3 |
3,680.3 |
3,661.6 |
|
| R1 |
3,667.7 |
3,667.7 |
3,658.3 |
3,674.0 |
| PP |
3,644.3 |
3,644.3 |
3,644.3 |
3,647.5 |
| S1 |
3,631.7 |
3,631.7 |
3,651.7 |
3,638.0 |
| S2 |
3,608.3 |
3,608.3 |
3,648.4 |
|
| S3 |
3,572.3 |
3,595.7 |
3,645.1 |
|
| S4 |
3,536.3 |
3,559.7 |
3,635.2 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,980.0 |
3,916.0 |
3,669.3 |
|
| R3 |
3,854.0 |
3,790.0 |
3,634.7 |
|
| R2 |
3,728.0 |
3,728.0 |
3,623.1 |
|
| R1 |
3,664.0 |
3,664.0 |
3,611.6 |
3,633.0 |
| PP |
3,602.0 |
3,602.0 |
3,602.0 |
3,586.5 |
| S1 |
3,538.0 |
3,538.0 |
3,588.5 |
3,507.0 |
| S2 |
3,476.0 |
3,476.0 |
3,576.9 |
|
| S3 |
3,350.0 |
3,412.0 |
3,565.4 |
|
| S4 |
3,224.0 |
3,286.0 |
3,530.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,666.0 |
3,540.0 |
126.0 |
3.4% |
48.0 |
1.3% |
91% |
False |
False |
6,158 |
| 10 |
3,666.0 |
3,540.0 |
126.0 |
3.4% |
44.1 |
1.2% |
91% |
False |
False |
3,182 |
| 20 |
3,666.0 |
3,469.0 |
197.0 |
5.4% |
31.5 |
0.9% |
94% |
False |
False |
1,740 |
| 40 |
3,666.0 |
3,263.0 |
403.0 |
11.0% |
20.7 |
0.6% |
97% |
False |
False |
886 |
| 60 |
3,666.0 |
2,926.0 |
740.0 |
20.2% |
28.3 |
0.8% |
99% |
False |
False |
611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,810.0 |
|
2.618 |
3,751.2 |
|
1.618 |
3,715.2 |
|
1.000 |
3,693.0 |
|
0.618 |
3,679.2 |
|
HIGH |
3,657.0 |
|
0.618 |
3,643.2 |
|
0.500 |
3,639.0 |
|
0.382 |
3,634.8 |
|
LOW |
3,621.0 |
|
0.618 |
3,598.8 |
|
1.000 |
3,585.0 |
|
1.618 |
3,562.8 |
|
2.618 |
3,526.8 |
|
4.250 |
3,468.0 |
|
|