| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2015 |
01-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
12,097.0 |
11,889.0 |
-208.0 |
-1.7% |
12,063.5 |
| High |
12,141.0 |
12,144.0 |
3.0 |
0.0% |
12,063.5 |
| Low |
11,948.5 |
11,888.0 |
-60.5 |
-0.5% |
11,655.5 |
| Close |
12,013.0 |
12,037.0 |
24.0 |
0.2% |
11,892.0 |
| Range |
192.5 |
256.0 |
63.5 |
33.0% |
408.0 |
| ATR |
178.4 |
183.9 |
5.5 |
3.1% |
0.0 |
| Volume |
562 |
351 |
-211 |
-37.5% |
1,697 |
|
| Daily Pivots for day following 01-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,791.0 |
12,670.0 |
12,177.8 |
|
| R3 |
12,535.0 |
12,414.0 |
12,107.4 |
|
| R2 |
12,279.0 |
12,279.0 |
12,083.9 |
|
| R1 |
12,158.0 |
12,158.0 |
12,060.5 |
12,218.5 |
| PP |
12,023.0 |
12,023.0 |
12,023.0 |
12,053.3 |
| S1 |
11,902.0 |
11,902.0 |
12,013.5 |
11,962.5 |
| S2 |
11,767.0 |
11,767.0 |
11,990.1 |
|
| S3 |
11,511.0 |
11,646.0 |
11,966.6 |
|
| S4 |
11,255.0 |
11,390.0 |
11,896.2 |
|
|
| 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 |
12,144.0 |
11,655.5 |
488.5 |
4.1% |
215.9 |
1.8% |
78% |
True |
False |
366 |
| 10 |
12,144.0 |
11,655.5 |
488.5 |
4.1% |
204.1 |
1.7% |
78% |
True |
False |
355 |
| 20 |
12,240.0 |
11,435.0 |
805.0 |
6.7% |
181.5 |
1.5% |
75% |
False |
False |
281 |
| 40 |
12,240.0 |
10,638.0 |
1,602.0 |
13.3% |
126.2 |
1.0% |
87% |
False |
False |
150 |
| 60 |
12,240.0 |
9,650.0 |
2,590.0 |
21.5% |
129.8 |
1.1% |
92% |
False |
False |
108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,232.0 |
|
2.618 |
12,814.2 |
|
1.618 |
12,558.2 |
|
1.000 |
12,400.0 |
|
0.618 |
12,302.2 |
|
HIGH |
12,144.0 |
|
0.618 |
12,046.2 |
|
0.500 |
12,016.0 |
|
0.382 |
11,985.8 |
|
LOW |
11,888.0 |
|
0.618 |
11,729.8 |
|
1.000 |
11,632.0 |
|
1.618 |
11,473.8 |
|
2.618 |
11,217.8 |
|
4.250 |
10,800.0 |
|
|