| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2015 |
26-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,077.50 |
2,048.00 |
-29.50 |
-1.4% |
2,034.50 |
| High |
2,081.50 |
2,051.00 |
-30.50 |
-1.5% |
2,099.00 |
| Low |
2,045.00 |
2,026.00 |
-19.00 |
-0.9% |
2,031.00 |
| Close |
2,046.25 |
2,041.00 |
-5.25 |
-0.3% |
2,092.00 |
| Range |
36.50 |
25.00 |
-11.50 |
-31.5% |
68.00 |
| ATR |
22.11 |
22.32 |
0.21 |
0.9% |
0.00 |
| Volume |
1,769 |
1,338 |
-431 |
-24.4% |
2,139 |
|
| Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,114.25 |
2,102.75 |
2,054.75 |
|
| R3 |
2,089.25 |
2,077.75 |
2,048.00 |
|
| R2 |
2,064.25 |
2,064.25 |
2,045.50 |
|
| R1 |
2,052.75 |
2,052.75 |
2,043.25 |
2,046.00 |
| PP |
2,039.25 |
2,039.25 |
2,039.25 |
2,036.00 |
| S1 |
2,027.75 |
2,027.75 |
2,038.75 |
2,021.00 |
| S2 |
2,014.25 |
2,014.25 |
2,036.50 |
|
| S3 |
1,989.25 |
2,002.75 |
2,034.00 |
|
| S4 |
1,964.25 |
1,977.75 |
2,027.25 |
|
|
| 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 |
2,026.00 |
73.25 |
3.6% |
23.75 |
1.2% |
20% |
False |
True |
873 |
| 10 |
2,099.25 |
2,026.00 |
73.25 |
3.6% |
26.25 |
1.3% |
20% |
False |
True |
623 |
| 20 |
2,099.50 |
2,024.25 |
75.25 |
3.7% |
22.00 |
1.1% |
22% |
False |
False |
382 |
| 40 |
2,104.00 |
1,968.00 |
136.00 |
6.7% |
19.25 |
0.9% |
54% |
False |
False |
232 |
| 60 |
2,104.00 |
1,958.50 |
145.50 |
7.1% |
22.00 |
1.1% |
57% |
False |
False |
184 |
| 80 |
2,104.00 |
1,951.00 |
153.00 |
7.5% |
20.50 |
1.0% |
59% |
False |
False |
155 |
| 100 |
2,104.00 |
1,951.00 |
153.00 |
7.5% |
17.00 |
0.8% |
59% |
False |
False |
130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,157.25 |
|
2.618 |
2,116.50 |
|
1.618 |
2,091.50 |
|
1.000 |
2,076.00 |
|
0.618 |
2,066.50 |
|
HIGH |
2,051.00 |
|
0.618 |
2,041.50 |
|
0.500 |
2,038.50 |
|
0.382 |
2,035.50 |
|
LOW |
2,026.00 |
|
0.618 |
2,010.50 |
|
1.000 |
2,001.00 |
|
1.618 |
1,985.50 |
|
2.618 |
1,960.50 |
|
4.250 |
1,919.75 |
|
|