| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2015 |
24-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,096.75 |
2,088.75 |
-8.00 |
-0.4% |
2,034.50 |
| High |
2,099.25 |
2,093.25 |
-6.00 |
-0.3% |
2,099.00 |
| Low |
2,087.00 |
2,076.00 |
-11.00 |
-0.5% |
2,031.00 |
| Close |
2,087.50 |
2,077.50 |
-10.00 |
-0.5% |
2,092.00 |
| Range |
12.25 |
17.25 |
5.00 |
40.8% |
68.00 |
| ATR |
21.29 |
21.00 |
-0.29 |
-1.4% |
0.00 |
| Volume |
508 |
400 |
-108 |
-21.3% |
2,139 |
|
| Daily Pivots for day following 24-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,134.00 |
2,123.00 |
2,087.00 |
|
| R3 |
2,116.75 |
2,105.75 |
2,082.25 |
|
| R2 |
2,099.50 |
2,099.50 |
2,080.75 |
|
| R1 |
2,088.50 |
2,088.50 |
2,079.00 |
2,085.50 |
| PP |
2,082.25 |
2,082.25 |
2,082.25 |
2,080.75 |
| S1 |
2,071.25 |
2,071.25 |
2,076.00 |
2,068.00 |
| S2 |
2,065.00 |
2,065.00 |
2,074.25 |
|
| S3 |
2,047.75 |
2,054.00 |
2,072.75 |
|
| S4 |
2,030.50 |
2,036.75 |
2,068.00 |
|
|
| 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 |
2,099.25 |
2,046.25 |
53.00 |
2.6% |
25.00 |
1.2% |
59% |
False |
False |
497 |
| 10 |
2,099.25 |
2,024.25 |
75.00 |
3.6% |
24.00 |
1.2% |
71% |
False |
False |
364 |
| 20 |
2,104.00 |
2,024.25 |
79.75 |
3.8% |
19.75 |
1.0% |
67% |
False |
False |
228 |
| 40 |
2,104.00 |
1,968.00 |
136.00 |
6.5% |
19.75 |
1.0% |
81% |
False |
False |
155 |
| 60 |
2,104.00 |
1,958.50 |
145.50 |
7.0% |
21.25 |
1.0% |
82% |
False |
False |
133 |
| 80 |
2,104.00 |
1,951.00 |
153.00 |
7.4% |
19.75 |
0.9% |
83% |
False |
False |
116 |
| 100 |
2,104.00 |
1,936.00 |
168.00 |
8.1% |
16.50 |
0.8% |
84% |
False |
False |
100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,166.50 |
|
2.618 |
2,138.50 |
|
1.618 |
2,121.25 |
|
1.000 |
2,110.50 |
|
0.618 |
2,104.00 |
|
HIGH |
2,093.25 |
|
0.618 |
2,086.75 |
|
0.500 |
2,084.50 |
|
0.382 |
2,082.50 |
|
LOW |
2,076.00 |
|
0.618 |
2,065.25 |
|
1.000 |
2,058.75 |
|
1.618 |
2,048.00 |
|
2.618 |
2,030.75 |
|
4.250 |
2,002.75 |
|
|