| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,064.56 |
2,055.35 |
-9.21 |
-0.4% |
2,072.25 |
| High |
2,064.56 |
2,081.41 |
16.85 |
0.8% |
2,083.48 |
| Low |
2,041.17 |
2,055.35 |
14.18 |
0.7% |
2,039.69 |
| Close |
2,053.40 |
2,081.19 |
27.79 |
1.4% |
2,053.40 |
| Range |
23.39 |
26.06 |
2.67 |
11.4% |
43.79 |
| ATR |
19.57 |
20.17 |
0.60 |
3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,150.83 |
2,142.07 |
2,095.52 |
|
| R3 |
2,124.77 |
2,116.01 |
2,088.36 |
|
| R2 |
2,098.71 |
2,098.71 |
2,085.97 |
|
| R1 |
2,089.95 |
2,089.95 |
2,083.58 |
2,094.33 |
| PP |
2,072.65 |
2,072.65 |
2,072.65 |
2,074.84 |
| S1 |
2,063.89 |
2,063.89 |
2,078.80 |
2,068.27 |
| S2 |
2,046.59 |
2,046.59 |
2,076.41 |
|
| S3 |
2,020.53 |
2,037.83 |
2,074.02 |
|
| S4 |
1,994.47 |
2,011.77 |
2,066.86 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,190.23 |
2,165.60 |
2,077.48 |
|
| R3 |
2,146.44 |
2,121.81 |
2,065.44 |
|
| R2 |
2,102.65 |
2,102.65 |
2,061.43 |
|
| R1 |
2,078.02 |
2,078.02 |
2,057.41 |
2,068.44 |
| PP |
2,058.86 |
2,058.86 |
2,058.86 |
2,054.07 |
| S1 |
2,034.23 |
2,034.23 |
2,049.39 |
2,024.65 |
| S2 |
2,015.07 |
2,015.07 |
2,045.37 |
|
| S3 |
1,971.28 |
1,990.44 |
2,041.36 |
|
| S4 |
1,927.49 |
1,946.65 |
2,029.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,081.41 |
2,039.69 |
41.72 |
2.0% |
23.43 |
1.1% |
99% |
True |
False |
|
| 10 |
2,115.76 |
2,039.69 |
76.07 |
3.7% |
20.87 |
1.0% |
55% |
False |
False |
|
| 20 |
2,119.59 |
2,039.69 |
79.90 |
3.8% |
16.29 |
0.8% |
52% |
False |
False |
|
| 40 |
2,119.59 |
1,980.90 |
138.69 |
6.7% |
20.50 |
1.0% |
72% |
False |
False |
|
| 60 |
2,119.59 |
1,973.77 |
145.82 |
7.0% |
21.95 |
1.1% |
74% |
False |
False |
|
| 80 |
2,119.59 |
1,972.56 |
147.03 |
7.1% |
21.09 |
1.0% |
74% |
False |
False |
|
| 100 |
2,119.59 |
1,909.38 |
210.21 |
10.1% |
20.03 |
1.0% |
82% |
False |
False |
|
| 120 |
2,119.59 |
1,821.61 |
297.98 |
14.3% |
21.47 |
1.0% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,192.17 |
|
2.618 |
2,149.64 |
|
1.618 |
2,123.58 |
|
1.000 |
2,107.47 |
|
0.618 |
2,097.52 |
|
HIGH |
2,081.41 |
|
0.618 |
2,071.46 |
|
0.500 |
2,068.38 |
|
0.382 |
2,065.30 |
|
LOW |
2,055.35 |
|
0.618 |
2,039.24 |
|
1.000 |
2,029.29 |
|
1.618 |
2,013.18 |
|
2.618 |
1,987.12 |
|
4.250 |
1,944.60 |
|
|