| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2015 |
27-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2,093.00 |
2,089.75 |
-3.25 |
-0.2% |
2,092.25 |
| High |
2,095.50 |
2,093.75 |
-1.75 |
-0.1% |
2,104.00 |
| Low |
2,089.50 |
2,087.50 |
-2.00 |
-0.1% |
2,087.50 |
| Close |
2,095.50 |
2,088.50 |
-7.00 |
-0.3% |
2,088.50 |
| Range |
6.00 |
6.25 |
0.25 |
4.2% |
16.50 |
| ATR |
16.92 |
16.29 |
-0.64 |
-3.8% |
0.00 |
| Volume |
10 |
5 |
-5 |
-50.0% |
75 |
|
| Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,108.75 |
2,104.75 |
2,092.00 |
|
| R3 |
2,102.50 |
2,098.50 |
2,090.25 |
|
| R2 |
2,096.25 |
2,096.25 |
2,089.75 |
|
| R1 |
2,092.25 |
2,092.25 |
2,089.00 |
2,091.00 |
| PP |
2,090.00 |
2,090.00 |
2,090.00 |
2,089.25 |
| S1 |
2,086.00 |
2,086.00 |
2,088.00 |
2,085.00 |
| S2 |
2,083.75 |
2,083.75 |
2,087.25 |
|
| S3 |
2,077.50 |
2,079.75 |
2,086.75 |
|
| S4 |
2,071.25 |
2,073.50 |
2,085.00 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,142.75 |
2,132.25 |
2,097.50 |
|
| R3 |
2,126.25 |
2,115.75 |
2,093.00 |
|
| R2 |
2,109.75 |
2,109.75 |
2,091.50 |
|
| R1 |
2,099.25 |
2,099.25 |
2,090.00 |
2,096.25 |
| PP |
2,093.25 |
2,093.25 |
2,093.25 |
2,092.00 |
| S1 |
2,082.75 |
2,082.75 |
2,087.00 |
2,079.75 |
| S2 |
2,076.75 |
2,076.75 |
2,085.50 |
|
| S3 |
2,060.25 |
2,066.25 |
2,084.00 |
|
| S4 |
2,043.75 |
2,049.75 |
2,079.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,104.00 |
2,087.50 |
16.50 |
0.8% |
6.75 |
0.3% |
6% |
False |
True |
15 |
| 10 |
2,104.00 |
2,070.00 |
34.00 |
1.6% |
7.50 |
0.4% |
54% |
False |
False |
60 |
| 20 |
2,104.00 |
1,970.50 |
133.50 |
6.4% |
15.00 |
0.7% |
88% |
False |
False |
78 |
| 40 |
2,104.00 |
1,958.50 |
145.50 |
7.0% |
22.00 |
1.0% |
89% |
False |
False |
85 |
| 60 |
2,104.00 |
1,951.00 |
153.00 |
7.3% |
19.75 |
0.9% |
90% |
False |
False |
79 |
| 80 |
2,104.00 |
1,951.00 |
153.00 |
7.3% |
15.50 |
0.7% |
90% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,120.25 |
|
2.618 |
2,110.00 |
|
1.618 |
2,103.75 |
|
1.000 |
2,100.00 |
|
0.618 |
2,097.50 |
|
HIGH |
2,093.75 |
|
0.618 |
2,091.25 |
|
0.500 |
2,090.50 |
|
0.382 |
2,090.00 |
|
LOW |
2,087.50 |
|
0.618 |
2,083.75 |
|
1.000 |
2,081.25 |
|
1.618 |
2,077.50 |
|
2.618 |
2,071.25 |
|
4.250 |
2,061.00 |
|
|