| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2015 |
25-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,088.75 |
2,077.50 |
-11.25 |
-0.5% |
2,034.50 |
| High |
2,093.25 |
2,081.50 |
-11.75 |
-0.6% |
2,099.00 |
| Low |
2,076.00 |
2,045.00 |
-31.00 |
-1.5% |
2,031.00 |
| Close |
2,077.50 |
2,046.25 |
-31.25 |
-1.5% |
2,092.00 |
| Range |
17.25 |
36.50 |
19.25 |
111.6% |
68.00 |
| ATR |
21.00 |
22.11 |
1.11 |
5.3% |
0.00 |
| Volume |
400 |
1,769 |
1,369 |
342.3% |
2,139 |
|
| Daily Pivots for day following 25-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,167.00 |
2,143.25 |
2,066.25 |
|
| R3 |
2,130.50 |
2,106.75 |
2,056.25 |
|
| R2 |
2,094.00 |
2,094.00 |
2,053.00 |
|
| R1 |
2,070.25 |
2,070.25 |
2,049.50 |
2,064.00 |
| PP |
2,057.50 |
2,057.50 |
2,057.50 |
2,054.50 |
| S1 |
2,033.75 |
2,033.75 |
2,043.00 |
2,027.50 |
| S2 |
2,021.00 |
2,021.00 |
2,039.50 |
|
| S3 |
1,984.50 |
1,997.25 |
2,036.25 |
|
| S4 |
1,948.00 |
1,960.75 |
2,026.25 |
|
|
| 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 |
2,045.00 |
54.25 |
2.7% |
23.00 |
1.1% |
2% |
False |
True |
716 |
| 10 |
2,099.25 |
2,024.25 |
75.00 |
3.7% |
26.50 |
1.3% |
29% |
False |
False |
492 |
| 20 |
2,099.50 |
2,024.25 |
75.25 |
3.7% |
21.25 |
1.0% |
29% |
False |
False |
316 |
| 40 |
2,104.00 |
1,968.00 |
136.00 |
6.6% |
20.00 |
1.0% |
58% |
False |
False |
199 |
| 60 |
2,104.00 |
1,958.50 |
145.50 |
7.1% |
21.75 |
1.1% |
60% |
False |
False |
162 |
| 80 |
2,104.00 |
1,951.00 |
153.00 |
7.5% |
20.00 |
1.0% |
62% |
False |
False |
138 |
| 100 |
2,104.00 |
1,936.00 |
168.00 |
8.2% |
17.00 |
0.8% |
66% |
False |
False |
118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,236.50 |
|
2.618 |
2,177.00 |
|
1.618 |
2,140.50 |
|
1.000 |
2,118.00 |
|
0.618 |
2,104.00 |
|
HIGH |
2,081.50 |
|
0.618 |
2,067.50 |
|
0.500 |
2,063.25 |
|
0.382 |
2,059.00 |
|
LOW |
2,045.00 |
|
0.618 |
2,022.50 |
|
1.000 |
2,008.50 |
|
1.618 |
1,986.00 |
|
2.618 |
1,949.50 |
|
4.250 |
1,890.00 |
|
|