| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2015 |
02-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
3,602.0 |
3,636.0 |
34.0 |
0.9% |
3,641.0 |
| High |
3,670.0 |
3,650.0 |
-20.0 |
-0.5% |
3,666.0 |
| Low |
3,602.0 |
3,633.0 |
31.0 |
0.9% |
3,540.0 |
| Close |
3,639.0 |
3,638.0 |
-1.0 |
0.0% |
3,600.0 |
| Range |
68.0 |
17.0 |
-51.0 |
-75.0% |
126.0 |
| ATR |
44.7 |
42.7 |
-2.0 |
-4.4% |
0.0 |
| Volume |
247 |
1,329 |
1,082 |
438.1% |
30,834 |
|
| Daily Pivots for day following 02-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,691.3 |
3,681.7 |
3,647.4 |
|
| R3 |
3,674.3 |
3,664.7 |
3,642.7 |
|
| R2 |
3,657.3 |
3,657.3 |
3,641.1 |
|
| R1 |
3,647.7 |
3,647.7 |
3,639.6 |
3,652.5 |
| PP |
3,640.3 |
3,640.3 |
3,640.3 |
3,642.8 |
| S1 |
3,630.7 |
3,630.7 |
3,636.4 |
3,635.5 |
| S2 |
3,623.3 |
3,623.3 |
3,634.9 |
|
| S3 |
3,606.3 |
3,613.7 |
3,633.3 |
|
| S4 |
3,589.3 |
3,596.7 |
3,628.7 |
|
|
| 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 |
3,670.0 |
3,589.0 |
81.0 |
2.2% |
39.8 |
1.1% |
60% |
False |
False |
7,014 |
| 10 |
3,670.0 |
3,540.0 |
130.0 |
3.6% |
47.4 |
1.3% |
75% |
False |
False |
3,628 |
| 20 |
3,670.0 |
3,507.0 |
163.0 |
4.5% |
35.4 |
1.0% |
80% |
False |
False |
1,958 |
| 40 |
3,670.0 |
3,263.0 |
407.0 |
11.2% |
23.4 |
0.6% |
92% |
False |
False |
1,009 |
| 60 |
3,670.0 |
2,954.0 |
716.0 |
19.7% |
29.7 |
0.8% |
96% |
False |
False |
691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,722.3 |
|
2.618 |
3,694.5 |
|
1.618 |
3,677.5 |
|
1.000 |
3,667.0 |
|
0.618 |
3,660.5 |
|
HIGH |
3,650.0 |
|
0.618 |
3,643.5 |
|
0.500 |
3,641.5 |
|
0.382 |
3,639.5 |
|
LOW |
3,633.0 |
|
0.618 |
3,622.5 |
|
1.000 |
3,616.0 |
|
1.618 |
3,605.5 |
|
2.618 |
3,588.5 |
|
4.250 |
3,560.8 |
|
|