| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2015 |
31-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,064.11 |
2,084.05 |
19.94 |
1.0% |
2,107.98 |
| High |
2,088.96 |
2,084.05 |
-4.91 |
-0.2% |
2,114.86 |
| Low |
2,064.11 |
2,067.04 |
2.93 |
0.1% |
2,045.50 |
| Close |
2,086.24 |
2,067.89 |
-18.35 |
-0.9% |
2,061.02 |
| Range |
24.85 |
17.01 |
-7.84 |
-31.5% |
69.36 |
| ATR |
21.16 |
21.02 |
-0.14 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,124.02 |
2,112.97 |
2,077.25 |
|
| R3 |
2,107.01 |
2,095.96 |
2,072.57 |
|
| R2 |
2,090.00 |
2,090.00 |
2,071.01 |
|
| R1 |
2,078.95 |
2,078.95 |
2,069.45 |
2,075.97 |
| PP |
2,072.99 |
2,072.99 |
2,072.99 |
2,071.51 |
| S1 |
2,061.94 |
2,061.94 |
2,066.33 |
2,058.96 |
| S2 |
2,055.98 |
2,055.98 |
2,064.77 |
|
| S3 |
2,038.97 |
2,044.93 |
2,063.21 |
|
| S4 |
2,021.96 |
2,027.92 |
2,058.53 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,281.87 |
2,240.81 |
2,099.17 |
|
| R3 |
2,212.51 |
2,171.45 |
2,080.09 |
|
| R2 |
2,143.15 |
2,143.15 |
2,073.74 |
|
| R1 |
2,102.09 |
2,102.09 |
2,067.38 |
2,087.94 |
| PP |
2,073.79 |
2,073.79 |
2,073.79 |
2,066.72 |
| S1 |
2,032.73 |
2,032.73 |
2,054.66 |
2,018.58 |
| S2 |
2,004.43 |
2,004.43 |
2,048.30 |
|
| S3 |
1,935.07 |
1,963.37 |
2,041.95 |
|
| S4 |
1,865.71 |
1,894.01 |
2,022.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,097.42 |
2,045.50 |
51.92 |
2.5% |
21.95 |
1.1% |
43% |
False |
False |
|
| 10 |
2,114.86 |
2,045.50 |
69.36 |
3.4% |
21.87 |
1.1% |
32% |
False |
False |
|
| 20 |
2,114.86 |
2,039.69 |
75.17 |
3.6% |
21.27 |
1.0% |
38% |
False |
False |
|
| 40 |
2,119.59 |
2,022.71 |
96.88 |
4.7% |
18.22 |
0.9% |
47% |
False |
False |
|
| 60 |
2,119.59 |
1,980.90 |
138.69 |
6.7% |
22.46 |
1.1% |
63% |
False |
False |
|
| 80 |
2,119.59 |
1,972.56 |
147.03 |
7.1% |
22.44 |
1.1% |
65% |
False |
False |
|
| 100 |
2,119.59 |
1,972.56 |
147.03 |
7.1% |
20.08 |
1.0% |
65% |
False |
False |
|
| 120 |
2,119.59 |
1,821.61 |
297.98 |
14.4% |
21.40 |
1.0% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,156.34 |
|
2.618 |
2,128.58 |
|
1.618 |
2,111.57 |
|
1.000 |
2,101.06 |
|
0.618 |
2,094.56 |
|
HIGH |
2,084.05 |
|
0.618 |
2,077.55 |
|
0.500 |
2,075.55 |
|
0.382 |
2,073.54 |
|
LOW |
2,067.04 |
|
0.618 |
2,056.53 |
|
1.000 |
2,050.03 |
|
1.618 |
2,039.52 |
|
2.618 |
2,022.51 |
|
4.250 |
1,994.75 |
|
|