| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,060.00 |
2,091.50 |
31.50 |
1.5% |
2,054.75 |
| High |
2,092.75 |
2,091.50 |
-1.25 |
-0.1% |
2,065.00 |
| Low |
2,046.25 |
2,070.00 |
23.75 |
1.2% |
2,024.25 |
| Close |
2,085.50 |
2,074.50 |
-11.00 |
-0.5% |
2,035.25 |
| Range |
46.50 |
21.50 |
-25.00 |
-53.8% |
40.75 |
| ATR |
21.55 |
21.55 |
0.00 |
0.0% |
0.00 |
| Volume |
674 |
552 |
-122 |
-18.1% |
1,266 |
|
| Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,143.25 |
2,130.25 |
2,086.25 |
|
| R3 |
2,121.75 |
2,108.75 |
2,080.50 |
|
| R2 |
2,100.25 |
2,100.25 |
2,078.50 |
|
| R1 |
2,087.25 |
2,087.25 |
2,076.50 |
2,083.00 |
| PP |
2,078.75 |
2,078.75 |
2,078.75 |
2,076.50 |
| S1 |
2,065.75 |
2,065.75 |
2,072.50 |
2,061.50 |
| S2 |
2,057.25 |
2,057.25 |
2,070.50 |
|
| S3 |
2,035.75 |
2,044.25 |
2,068.50 |
|
| S4 |
2,014.25 |
2,022.75 |
2,062.75 |
|
|
| 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 |
2,027.25 |
65.50 |
3.2% |
28.75 |
1.4% |
72% |
False |
False |
373 |
| 10 |
2,092.75 |
2,024.25 |
68.50 |
3.3% |
26.25 |
1.3% |
73% |
False |
False |
309 |
| 20 |
2,104.00 |
2,024.25 |
79.75 |
3.8% |
18.25 |
0.9% |
63% |
False |
False |
167 |
| 40 |
2,104.00 |
1,968.00 |
136.00 |
6.6% |
20.25 |
1.0% |
78% |
False |
False |
129 |
| 60 |
2,104.00 |
1,958.50 |
145.50 |
7.0% |
20.50 |
1.0% |
80% |
False |
False |
113 |
| 80 |
2,104.00 |
1,951.00 |
153.00 |
7.4% |
19.00 |
0.9% |
81% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,183.00 |
|
2.618 |
2,147.75 |
|
1.618 |
2,126.25 |
|
1.000 |
2,113.00 |
|
0.618 |
2,104.75 |
|
HIGH |
2,091.50 |
|
0.618 |
2,083.25 |
|
0.500 |
2,080.75 |
|
0.382 |
2,078.25 |
|
LOW |
2,070.00 |
|
0.618 |
2,056.75 |
|
1.000 |
2,048.50 |
|
1.618 |
2,035.25 |
|
2.618 |
2,013.75 |
|
4.250 |
1,978.50 |
|
|