| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2015 |
20-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,091.50 |
2,071.25 |
-20.25 |
-1.0% |
2,034.50 |
| High |
2,091.50 |
2,099.00 |
7.50 |
0.4% |
2,099.00 |
| Low |
2,070.00 |
2,071.25 |
1.25 |
0.1% |
2,031.00 |
| Close |
2,074.50 |
2,092.00 |
17.50 |
0.8% |
2,092.00 |
| Range |
21.50 |
27.75 |
6.25 |
29.1% |
68.00 |
| ATR |
21.55 |
21.99 |
0.44 |
2.1% |
0.00 |
| Volume |
552 |
354 |
-198 |
-35.9% |
2,139 |
|
| Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,170.75 |
2,159.00 |
2,107.25 |
|
| R3 |
2,143.00 |
2,131.25 |
2,099.75 |
|
| R2 |
2,115.25 |
2,115.25 |
2,097.00 |
|
| R1 |
2,103.50 |
2,103.50 |
2,094.50 |
2,109.50 |
| PP |
2,087.50 |
2,087.50 |
2,087.50 |
2,090.25 |
| S1 |
2,075.75 |
2,075.75 |
2,089.50 |
2,081.50 |
| S2 |
2,059.75 |
2,059.75 |
2,087.00 |
|
| S3 |
2,032.00 |
2,048.00 |
2,084.25 |
|
| S4 |
2,004.25 |
2,020.25 |
2,076.75 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,278.00 |
2,253.00 |
2,129.50 |
|
| R3 |
2,210.00 |
2,185.00 |
2,110.75 |
|
| R2 |
2,142.00 |
2,142.00 |
2,104.50 |
|
| R1 |
2,117.00 |
2,117.00 |
2,098.25 |
2,129.50 |
| PP |
2,074.00 |
2,074.00 |
2,074.00 |
2,080.25 |
| S1 |
2,049.00 |
2,049.00 |
2,085.75 |
2,061.50 |
| S2 |
2,006.00 |
2,006.00 |
2,079.50 |
|
| S3 |
1,938.00 |
1,981.00 |
2,073.25 |
|
| S4 |
1,870.00 |
1,913.00 |
2,054.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,099.00 |
2,031.00 |
68.00 |
3.3% |
29.00 |
1.4% |
90% |
True |
False |
427 |
| 10 |
2,099.00 |
2,024.25 |
74.75 |
3.6% |
25.50 |
1.2% |
91% |
True |
False |
340 |
| 20 |
2,104.00 |
2,024.25 |
79.75 |
3.8% |
19.00 |
0.9% |
85% |
False |
False |
185 |
| 40 |
2,104.00 |
1,968.00 |
136.00 |
6.5% |
20.25 |
1.0% |
91% |
False |
False |
135 |
| 60 |
2,104.00 |
1,958.50 |
145.50 |
7.0% |
21.00 |
1.0% |
92% |
False |
False |
118 |
| 80 |
2,104.00 |
1,951.00 |
153.00 |
7.3% |
19.25 |
0.9% |
92% |
False |
False |
105 |
| 100 |
2,104.00 |
1,934.50 |
169.50 |
8.1% |
16.50 |
0.8% |
93% |
False |
False |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,217.00 |
|
2.618 |
2,171.75 |
|
1.618 |
2,144.00 |
|
1.000 |
2,126.75 |
|
0.618 |
2,116.25 |
|
HIGH |
2,099.00 |
|
0.618 |
2,088.50 |
|
0.500 |
2,085.00 |
|
0.382 |
2,081.75 |
|
LOW |
2,071.25 |
|
0.618 |
2,054.00 |
|
1.000 |
2,043.50 |
|
1.618 |
2,026.25 |
|
2.618 |
1,998.50 |
|
4.250 |
1,953.25 |
|
|