| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,076.14 |
2,044.69 |
-31.45 |
-1.5% |
2,105.23 |
| High |
2,076.14 |
2,050.08 |
-26.06 |
-1.3% |
2,117.52 |
| Low |
2,044.16 |
2,039.69 |
-4.47 |
-0.2% |
2,067.27 |
| Close |
2,044.16 |
2,040.24 |
-3.92 |
-0.2% |
2,071.26 |
| Range |
31.98 |
10.39 |
-21.59 |
-67.5% |
50.25 |
| ATR |
19.26 |
18.63 |
-0.63 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,074.51 |
2,067.76 |
2,045.95 |
|
| R3 |
2,064.12 |
2,057.37 |
2,043.10 |
|
| R2 |
2,053.73 |
2,053.73 |
2,042.14 |
|
| R1 |
2,046.98 |
2,046.98 |
2,041.19 |
2,045.16 |
| PP |
2,043.34 |
2,043.34 |
2,043.34 |
2,042.43 |
| S1 |
2,036.59 |
2,036.59 |
2,039.29 |
2,034.77 |
| S2 |
2,032.95 |
2,032.95 |
2,038.34 |
|
| S3 |
2,022.56 |
2,026.20 |
2,037.38 |
|
| S4 |
2,012.17 |
2,015.81 |
2,034.53 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,236.10 |
2,203.93 |
2,098.90 |
|
| R3 |
2,185.85 |
2,153.68 |
2,085.08 |
|
| R2 |
2,135.60 |
2,135.60 |
2,080.47 |
|
| R1 |
2,103.43 |
2,103.43 |
2,075.87 |
2,094.39 |
| PP |
2,085.35 |
2,085.35 |
2,085.35 |
2,080.83 |
| S1 |
2,053.18 |
2,053.18 |
2,066.65 |
2,044.14 |
| S2 |
2,035.10 |
2,035.10 |
2,062.05 |
|
| S3 |
1,984.85 |
2,002.93 |
2,057.44 |
|
| S4 |
1,934.60 |
1,952.68 |
2,043.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,104.25 |
2,039.69 |
64.56 |
3.2% |
19.26 |
0.9% |
1% |
False |
True |
|
| 10 |
2,117.52 |
2,039.69 |
77.83 |
3.8% |
16.61 |
0.8% |
1% |
False |
True |
|
| 20 |
2,119.59 |
2,039.69 |
79.90 |
3.9% |
14.77 |
0.7% |
1% |
False |
True |
|
| 40 |
2,119.59 |
1,980.90 |
138.69 |
6.8% |
21.34 |
1.0% |
43% |
False |
False |
|
| 60 |
2,119.59 |
1,972.56 |
147.03 |
7.2% |
22.55 |
1.1% |
46% |
False |
False |
|
| 80 |
2,119.59 |
1,972.56 |
147.03 |
7.2% |
20.54 |
1.0% |
46% |
False |
False |
|
| 100 |
2,119.59 |
1,835.02 |
284.57 |
13.9% |
20.25 |
1.0% |
72% |
False |
False |
|
| 120 |
2,119.59 |
1,821.61 |
297.98 |
14.6% |
21.18 |
1.0% |
73% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,094.24 |
|
2.618 |
2,077.28 |
|
1.618 |
2,066.89 |
|
1.000 |
2,060.47 |
|
0.618 |
2,056.50 |
|
HIGH |
2,050.08 |
|
0.618 |
2,046.11 |
|
0.500 |
2,044.89 |
|
0.382 |
2,043.66 |
|
LOW |
2,039.69 |
|
0.618 |
2,033.27 |
|
1.000 |
2,029.30 |
|
1.618 |
2,022.88 |
|
2.618 |
2,012.49 |
|
4.250 |
1,995.53 |
|
|