| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2015 |
31-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
11,903.5 |
12,097.0 |
193.5 |
1.6% |
12,063.5 |
| High |
12,139.0 |
12,141.0 |
2.0 |
0.0% |
12,063.5 |
| Low |
11,903.5 |
11,948.5 |
45.0 |
0.4% |
11,655.5 |
| Close |
12,121.0 |
12,013.0 |
-108.0 |
-0.9% |
11,892.0 |
| Range |
235.5 |
192.5 |
-43.0 |
-18.3% |
408.0 |
| ATR |
177.3 |
178.4 |
1.1 |
0.6% |
0.0 |
| Volume |
204 |
562 |
358 |
175.5% |
1,697 |
|
| Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,611.7 |
12,504.8 |
12,118.9 |
|
| R3 |
12,419.2 |
12,312.3 |
12,065.9 |
|
| R2 |
12,226.7 |
12,226.7 |
12,048.3 |
|
| R1 |
12,119.8 |
12,119.8 |
12,030.6 |
12,077.0 |
| PP |
12,034.2 |
12,034.2 |
12,034.2 |
12,012.8 |
| S1 |
11,927.3 |
11,927.3 |
11,995.4 |
11,884.5 |
| S2 |
11,841.7 |
11,841.7 |
11,977.7 |
|
| S3 |
11,649.2 |
11,734.8 |
11,960.1 |
|
| S4 |
11,456.7 |
11,542.3 |
11,907.1 |
|
|
| 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 |
12,141.0 |
11,655.5 |
485.5 |
4.0% |
200.0 |
1.7% |
74% |
True |
False |
363 |
| 10 |
12,141.0 |
11,655.5 |
485.5 |
4.0% |
196.6 |
1.6% |
74% |
True |
False |
410 |
| 20 |
12,240.0 |
11,220.0 |
1,020.0 |
8.5% |
176.5 |
1.5% |
78% |
False |
False |
274 |
| 40 |
12,240.0 |
10,638.0 |
1,602.0 |
13.3% |
122.2 |
1.0% |
86% |
False |
False |
141 |
| 60 |
12,240.0 |
9,524.5 |
2,715.5 |
22.6% |
125.5 |
1.0% |
92% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,959.1 |
|
2.618 |
12,645.0 |
|
1.618 |
12,452.5 |
|
1.000 |
12,333.5 |
|
0.618 |
12,260.0 |
|
HIGH |
12,141.0 |
|
0.618 |
12,067.5 |
|
0.500 |
12,044.8 |
|
0.382 |
12,022.0 |
|
LOW |
11,948.5 |
|
0.618 |
11,829.5 |
|
1.000 |
11,756.0 |
|
1.618 |
11,637.0 |
|
2.618 |
11,444.5 |
|
4.250 |
11,130.4 |
|
|