| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,061.50 |
2,028.00 |
-33.50 |
-1.6% |
2,092.75 |
| High |
2,061.50 |
2,034.75 |
-26.75 |
-1.3% |
2,099.50 |
| Low |
2,027.25 |
2,025.00 |
-2.25 |
-0.1% |
2,052.75 |
| Close |
2,027.25 |
2,025.00 |
-2.25 |
-0.1% |
2,056.25 |
| Range |
34.25 |
9.75 |
-24.50 |
-71.5% |
46.75 |
| ATR |
18.14 |
17.54 |
-0.60 |
-3.3% |
0.00 |
| Volume |
519 |
485 |
-34 |
-6.6% |
227 |
|
| Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,057.50 |
2,051.00 |
2,030.25 |
|
| R3 |
2,047.75 |
2,041.25 |
2,027.75 |
|
| R2 |
2,038.00 |
2,038.00 |
2,026.75 |
|
| R1 |
2,031.50 |
2,031.50 |
2,026.00 |
2,030.00 |
| PP |
2,028.25 |
2,028.25 |
2,028.25 |
2,027.50 |
| S1 |
2,021.75 |
2,021.75 |
2,024.00 |
2,020.00 |
| S2 |
2,018.50 |
2,018.50 |
2,023.25 |
|
| S3 |
2,008.75 |
2,012.00 |
2,022.25 |
|
| S4 |
1,999.00 |
2,002.25 |
2,019.75 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,209.75 |
2,179.75 |
2,082.00 |
|
| R3 |
2,163.00 |
2,133.00 |
2,069.00 |
|
| R2 |
2,116.25 |
2,116.25 |
2,064.75 |
|
| R1 |
2,086.25 |
2,086.25 |
2,060.50 |
2,078.00 |
| PP |
2,069.50 |
2,069.50 |
2,069.50 |
2,065.25 |
| S1 |
2,039.50 |
2,039.50 |
2,052.00 |
2,031.00 |
| S2 |
2,022.75 |
2,022.75 |
2,047.75 |
|
| S3 |
1,976.00 |
1,992.75 |
2,043.50 |
|
| S4 |
1,929.25 |
1,946.00 |
2,030.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,088.25 |
2,025.00 |
63.25 |
3.1% |
19.75 |
1.0% |
0% |
False |
True |
242 |
| 10 |
2,099.50 |
2,025.00 |
74.50 |
3.7% |
15.75 |
0.8% |
0% |
False |
True |
140 |
| 20 |
2,104.00 |
2,025.00 |
79.00 |
3.9% |
13.50 |
0.7% |
0% |
False |
True |
134 |
| 40 |
2,104.00 |
1,958.50 |
145.50 |
7.2% |
20.50 |
1.0% |
46% |
False |
False |
93 |
| 60 |
2,104.00 |
1,951.00 |
153.00 |
7.6% |
20.50 |
1.0% |
48% |
False |
False |
84 |
| 80 |
2,104.00 |
1,951.00 |
153.00 |
7.6% |
17.25 |
0.8% |
48% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,076.25 |
|
2.618 |
2,060.25 |
|
1.618 |
2,050.50 |
|
1.000 |
2,044.50 |
|
0.618 |
2,040.75 |
|
HIGH |
2,034.75 |
|
0.618 |
2,031.00 |
|
0.500 |
2,030.00 |
|
0.382 |
2,028.75 |
|
LOW |
2,025.00 |
|
0.618 |
2,019.00 |
|
1.000 |
2,015.25 |
|
1.618 |
2,009.25 |
|
2.618 |
1,999.50 |
|
4.250 |
1,983.50 |
|
|