| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2015 |
27-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
11,823.0 |
11,909.0 |
86.0 |
0.7% |
12,063.5 |
| High |
11,926.0 |
11,975.0 |
49.0 |
0.4% |
12,063.5 |
| Low |
11,655.5 |
11,850.0 |
194.5 |
1.7% |
11,655.5 |
| Close |
11,878.5 |
11,892.0 |
13.5 |
0.1% |
11,892.0 |
| Range |
270.5 |
125.0 |
-145.5 |
-53.8% |
408.0 |
| ATR |
175.6 |
172.0 |
-3.6 |
-2.1% |
0.0 |
| Volume |
484 |
229 |
-255 |
-52.7% |
1,697 |
|
| Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,280.7 |
12,211.3 |
11,960.8 |
|
| R3 |
12,155.7 |
12,086.3 |
11,926.4 |
|
| R2 |
12,030.7 |
12,030.7 |
11,914.9 |
|
| R1 |
11,961.3 |
11,961.3 |
11,903.5 |
11,933.5 |
| PP |
11,905.7 |
11,905.7 |
11,905.7 |
11,891.8 |
| S1 |
11,836.3 |
11,836.3 |
11,880.5 |
11,808.5 |
| S2 |
11,780.7 |
11,780.7 |
11,869.1 |
|
| S3 |
11,655.7 |
11,711.3 |
11,857.6 |
|
| S4 |
11,530.7 |
11,586.3 |
11,823.3 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,094.3 |
12,901.2 |
12,116.4 |
|
| R3 |
12,686.3 |
12,493.2 |
12,004.2 |
|
| R2 |
12,278.3 |
12,278.3 |
11,966.8 |
|
| R1 |
12,085.2 |
12,085.2 |
11,929.4 |
11,977.8 |
| PP |
11,870.3 |
11,870.3 |
11,870.3 |
11,816.6 |
| S1 |
11,677.2 |
11,677.2 |
11,854.6 |
11,569.8 |
| S2 |
11,462.3 |
11,462.3 |
11,817.2 |
|
| S3 |
11,054.3 |
11,269.2 |
11,779.8 |
|
| S4 |
10,646.3 |
10,861.2 |
11,667.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,063.5 |
11,655.5 |
408.0 |
3.4% |
199.0 |
1.7% |
58% |
False |
False |
339 |
| 10 |
12,240.0 |
11,655.5 |
584.5 |
4.9% |
206.7 |
1.7% |
40% |
False |
False |
376 |
| 20 |
12,240.0 |
11,220.0 |
1,020.0 |
8.6% |
166.6 |
1.4% |
66% |
False |
False |
237 |
| 40 |
12,240.0 |
10,638.0 |
1,602.0 |
13.5% |
117.7 |
1.0% |
78% |
False |
False |
123 |
| 60 |
12,240.0 |
9,420.0 |
2,820.0 |
23.7% |
124.9 |
1.1% |
88% |
False |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,506.3 |
|
2.618 |
12,302.3 |
|
1.618 |
12,177.3 |
|
1.000 |
12,100.0 |
|
0.618 |
12,052.3 |
|
HIGH |
11,975.0 |
|
0.618 |
11,927.3 |
|
0.500 |
11,912.5 |
|
0.382 |
11,897.8 |
|
LOW |
11,850.0 |
|
0.618 |
11,772.8 |
|
1.000 |
11,725.0 |
|
1.618 |
11,647.8 |
|
2.618 |
11,522.8 |
|
4.250 |
11,318.8 |
|
|