| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,059.75 |
2,060.00 |
0.25 |
0.0% |
2,054.75 |
| High |
2,063.00 |
2,092.75 |
29.75 |
1.4% |
2,065.00 |
| Low |
2,049.50 |
2,046.25 |
-3.25 |
-0.2% |
2,024.25 |
| Close |
2,059.50 |
2,085.50 |
26.00 |
1.3% |
2,035.25 |
| Range |
13.50 |
46.50 |
33.00 |
244.4% |
40.75 |
| ATR |
19.63 |
21.55 |
1.92 |
9.8% |
0.00 |
| Volume |
463 |
674 |
211 |
45.6% |
1,266 |
|
| Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,214.25 |
2,196.50 |
2,111.00 |
|
| R3 |
2,167.75 |
2,150.00 |
2,098.25 |
|
| R2 |
2,121.25 |
2,121.25 |
2,094.00 |
|
| R1 |
2,103.50 |
2,103.50 |
2,089.75 |
2,112.50 |
| PP |
2,074.75 |
2,074.75 |
2,074.75 |
2,079.25 |
| S1 |
2,057.00 |
2,057.00 |
2,081.25 |
2,066.00 |
| S2 |
2,028.25 |
2,028.25 |
2,077.00 |
|
| S3 |
1,981.75 |
2,010.50 |
2,072.75 |
|
| S4 |
1,935.25 |
1,964.00 |
2,060.00 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,163.75 |
2,140.25 |
2,057.75 |
|
| R3 |
2,123.00 |
2,099.50 |
2,046.50 |
|
| R2 |
2,082.25 |
2,082.25 |
2,042.75 |
|
| R1 |
2,058.75 |
2,058.75 |
2,039.00 |
2,050.00 |
| PP |
2,041.50 |
2,041.50 |
2,041.50 |
2,037.25 |
| S1 |
2,018.00 |
2,018.00 |
2,031.50 |
2,009.50 |
| S2 |
2,000.75 |
2,000.75 |
2,027.75 |
|
| S3 |
1,960.00 |
1,977.25 |
2,024.00 |
|
| S4 |
1,919.25 |
1,936.50 |
2,012.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,092.75 |
2,024.25 |
68.50 |
3.3% |
30.00 |
1.4% |
89% |
True |
False |
268 |
| 10 |
2,092.75 |
2,024.25 |
68.50 |
3.3% |
25.00 |
1.2% |
89% |
True |
False |
255 |
| 20 |
2,104.00 |
2,024.25 |
79.75 |
3.8% |
17.25 |
0.8% |
77% |
False |
False |
142 |
| 40 |
2,104.00 |
1,968.00 |
136.00 |
6.5% |
20.00 |
1.0% |
86% |
False |
False |
116 |
| 60 |
2,104.00 |
1,958.50 |
145.50 |
7.0% |
20.25 |
1.0% |
87% |
False |
False |
104 |
| 80 |
2,104.00 |
1,951.00 |
153.00 |
7.3% |
18.75 |
0.9% |
88% |
False |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,290.50 |
|
2.618 |
2,214.50 |
|
1.618 |
2,168.00 |
|
1.000 |
2,139.25 |
|
0.618 |
2,121.50 |
|
HIGH |
2,092.75 |
|
0.618 |
2,075.00 |
|
0.500 |
2,069.50 |
|
0.382 |
2,064.00 |
|
LOW |
2,046.25 |
|
0.618 |
2,017.50 |
|
1.000 |
1,999.75 |
|
1.618 |
1,971.00 |
|
2.618 |
1,924.50 |
|
4.250 |
1,848.50 |
|
|