| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2015 |
30-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
11,909.0 |
11,903.5 |
-5.5 |
0.0% |
12,063.5 |
| High |
11,975.0 |
12,139.0 |
164.0 |
1.4% |
12,063.5 |
| Low |
11,850.0 |
11,903.5 |
53.5 |
0.5% |
11,655.5 |
| Close |
11,892.0 |
12,121.0 |
229.0 |
1.9% |
11,892.0 |
| Range |
125.0 |
235.5 |
110.5 |
88.4% |
408.0 |
| ATR |
172.0 |
177.3 |
5.4 |
3.1% |
0.0 |
| Volume |
229 |
204 |
-25 |
-10.9% |
1,697 |
|
| Daily Pivots for day following 30-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,761.0 |
12,676.5 |
12,250.5 |
|
| R3 |
12,525.5 |
12,441.0 |
12,185.8 |
|
| R2 |
12,290.0 |
12,290.0 |
12,164.2 |
|
| R1 |
12,205.5 |
12,205.5 |
12,142.6 |
12,247.8 |
| PP |
12,054.5 |
12,054.5 |
12,054.5 |
12,075.6 |
| S1 |
11,970.0 |
11,970.0 |
12,099.4 |
12,012.3 |
| S2 |
11,819.0 |
11,819.0 |
12,077.8 |
|
| S3 |
11,583.5 |
11,734.5 |
12,056.2 |
|
| S4 |
11,348.0 |
11,499.0 |
11,991.5 |
|
|
| 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 |
12,139.0 |
11,655.5 |
483.5 |
4.0% |
205.9 |
1.7% |
96% |
True |
False |
316 |
| 10 |
12,214.5 |
11,655.5 |
559.0 |
4.6% |
203.2 |
1.7% |
83% |
False |
False |
375 |
| 20 |
12,240.0 |
11,220.0 |
1,020.0 |
8.4% |
174.6 |
1.4% |
88% |
False |
False |
246 |
| 40 |
12,240.0 |
10,638.0 |
1,602.0 |
13.2% |
120.1 |
1.0% |
93% |
False |
False |
128 |
| 60 |
12,240.0 |
9,420.0 |
2,820.0 |
23.3% |
123.9 |
1.0% |
96% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,139.9 |
|
2.618 |
12,755.5 |
|
1.618 |
12,520.0 |
|
1.000 |
12,374.5 |
|
0.618 |
12,284.5 |
|
HIGH |
12,139.0 |
|
0.618 |
12,049.0 |
|
0.500 |
12,021.3 |
|
0.382 |
11,993.5 |
|
LOW |
11,903.5 |
|
0.618 |
11,758.0 |
|
1.000 |
11,668.0 |
|
1.618 |
11,522.5 |
|
2.618 |
11,287.0 |
|
4.250 |
10,902.6 |
|
|