| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,028.00 |
2,026.25 |
-1.75 |
-0.1% |
2,092.75 |
| High |
2,034.75 |
2,052.00 |
17.25 |
0.8% |
2,099.50 |
| Low |
2,025.00 |
2,024.25 |
-0.75 |
0.0% |
2,052.75 |
| Close |
2,025.00 |
2,049.50 |
24.50 |
1.2% |
2,056.25 |
| Range |
9.75 |
27.75 |
18.00 |
184.6% |
46.75 |
| ATR |
17.54 |
18.27 |
0.73 |
4.2% |
0.00 |
| Volume |
485 |
27 |
-458 |
-94.4% |
227 |
|
| Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,125.25 |
2,115.00 |
2,064.75 |
|
| R3 |
2,097.50 |
2,087.25 |
2,057.25 |
|
| R2 |
2,069.75 |
2,069.75 |
2,054.50 |
|
| R1 |
2,059.50 |
2,059.50 |
2,052.00 |
2,064.50 |
| PP |
2,042.00 |
2,042.00 |
2,042.00 |
2,044.50 |
| S1 |
2,031.75 |
2,031.75 |
2,047.00 |
2,037.00 |
| S2 |
2,014.25 |
2,014.25 |
2,044.50 |
|
| S3 |
1,986.50 |
2,004.00 |
2,041.75 |
|
| S4 |
1,958.75 |
1,976.25 |
2,034.25 |
|
|
| 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 |
2,087.00 |
2,024.25 |
62.75 |
3.1% |
23.50 |
1.2% |
40% |
False |
True |
245 |
| 10 |
2,099.50 |
2,024.25 |
75.25 |
3.7% |
18.00 |
0.9% |
34% |
False |
True |
141 |
| 20 |
2,104.00 |
2,024.25 |
79.75 |
3.9% |
13.75 |
0.7% |
32% |
False |
True |
123 |
| 40 |
2,104.00 |
1,958.50 |
145.50 |
7.1% |
20.00 |
1.0% |
63% |
False |
False |
93 |
| 60 |
2,104.00 |
1,951.00 |
153.00 |
7.5% |
20.50 |
1.0% |
64% |
False |
False |
84 |
| 80 |
2,104.00 |
1,951.00 |
153.00 |
7.5% |
17.50 |
0.9% |
64% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,170.00 |
|
2.618 |
2,124.75 |
|
1.618 |
2,097.00 |
|
1.000 |
2,079.75 |
|
0.618 |
2,069.25 |
|
HIGH |
2,052.00 |
|
0.618 |
2,041.50 |
|
0.500 |
2,038.00 |
|
0.382 |
2,034.75 |
|
LOW |
2,024.25 |
|
0.618 |
2,007.00 |
|
1.000 |
1,996.50 |
|
1.618 |
1,979.25 |
|
2.618 |
1,951.50 |
|
4.250 |
1,906.25 |
|
|