| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2015 |
26-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
11,995.0 |
11,823.0 |
-172.0 |
-1.4% |
11,973.5 |
| High |
12,049.0 |
11,926.0 |
-123.0 |
-1.0% |
12,240.0 |
| Low |
11,872.5 |
11,655.5 |
-217.0 |
-1.8% |
11,824.0 |
| Close |
11,928.0 |
11,878.5 |
-49.5 |
-0.4% |
12,091.0 |
| Range |
176.5 |
270.5 |
94.0 |
53.3% |
416.0 |
| ATR |
168.1 |
175.6 |
7.5 |
4.4% |
0.0 |
| Volume |
336 |
484 |
148 |
44.0% |
2,070 |
|
| Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,631.5 |
12,525.5 |
12,027.3 |
|
| R3 |
12,361.0 |
12,255.0 |
11,952.9 |
|
| R2 |
12,090.5 |
12,090.5 |
11,928.1 |
|
| R1 |
11,984.5 |
11,984.5 |
11,903.3 |
12,037.5 |
| PP |
11,820.0 |
11,820.0 |
11,820.0 |
11,846.5 |
| S1 |
11,714.0 |
11,714.0 |
11,853.7 |
11,767.0 |
| S2 |
11,549.5 |
11,549.5 |
11,828.9 |
|
| S3 |
11,279.0 |
11,443.5 |
11,804.1 |
|
| S4 |
11,008.5 |
11,173.0 |
11,729.7 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,299.7 |
13,111.3 |
12,319.8 |
|
| R3 |
12,883.7 |
12,695.3 |
12,205.4 |
|
| R2 |
12,467.7 |
12,467.7 |
12,167.3 |
|
| R1 |
12,279.3 |
12,279.3 |
12,129.1 |
12,373.5 |
| PP |
12,051.7 |
12,051.7 |
12,051.7 |
12,098.8 |
| S1 |
11,863.3 |
11,863.3 |
12,052.9 |
11,957.5 |
| S2 |
11,635.7 |
11,635.7 |
12,014.7 |
|
| S3 |
11,219.7 |
11,447.3 |
11,976.6 |
|
| S4 |
10,803.7 |
11,031.3 |
11,862.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,116.0 |
11,655.5 |
460.5 |
3.9% |
205.0 |
1.7% |
48% |
False |
True |
374 |
| 10 |
12,240.0 |
11,655.5 |
584.5 |
4.9% |
215.1 |
1.8% |
38% |
False |
True |
361 |
| 20 |
12,240.0 |
11,220.0 |
1,020.0 |
8.6% |
164.8 |
1.4% |
65% |
False |
False |
226 |
| 40 |
12,240.0 |
10,638.0 |
1,602.0 |
13.5% |
117.4 |
1.0% |
77% |
False |
False |
119 |
| 60 |
12,240.0 |
9,420.0 |
2,820.0 |
23.7% |
123.8 |
1.0% |
87% |
False |
False |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,075.6 |
|
2.618 |
12,634.2 |
|
1.618 |
12,363.7 |
|
1.000 |
12,196.5 |
|
0.618 |
12,093.2 |
|
HIGH |
11,926.0 |
|
0.618 |
11,822.7 |
|
0.500 |
11,790.8 |
|
0.382 |
11,758.8 |
|
LOW |
11,655.5 |
|
0.618 |
11,488.3 |
|
1.000 |
11,385.0 |
|
1.618 |
11,217.8 |
|
2.618 |
10,947.3 |
|
4.250 |
10,505.9 |
|
|