Day Change Summary |
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Previous |
Current |
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24-Mar-2006 |
27-Mar-2006 |
Change |
Change % |
Previous Week |
Open |
1,301.71 |
1,302.18 |
0.47 |
0.0% |
1,307.69 |
High |
1,306.53 |
1,303.74 |
-2.79 |
-0.2% |
1,310.88 |
Low |
1,298.89 |
1,299.09 |
0.20 |
0.0% |
1,295.81 |
Close |
1,302.95 |
1,301.61 |
-1.34 |
-0.1% |
1,302.95 |
Range |
7.64 |
4.65 |
-2.99 |
-39.1% |
15.07 |
ATR |
9.66 |
9.30 |
-0.36 |
-3.7% |
0.00 |
Volume |
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Daily Pivots for day following 27-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,315.43 |
1,313.17 |
1,304.17 |
|
R3 |
1,310.78 |
1,308.52 |
1,302.89 |
|
R2 |
1,306.13 |
1,306.13 |
1,302.46 |
|
R1 |
1,303.87 |
1,303.87 |
1,302.04 |
1,302.68 |
PP |
1,301.48 |
1,301.48 |
1,301.48 |
1,300.88 |
S1 |
1,299.22 |
1,299.22 |
1,301.18 |
1,298.03 |
S2 |
1,296.83 |
1,296.83 |
1,300.76 |
|
S3 |
1,292.18 |
1,294.57 |
1,300.33 |
|
S4 |
1,287.53 |
1,289.92 |
1,299.05 |
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Weekly Pivots for week ending 24-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,348.42 |
1,340.76 |
1,311.24 |
|
R3 |
1,333.35 |
1,325.69 |
1,307.09 |
|
R2 |
1,318.28 |
1,318.28 |
1,305.71 |
|
R1 |
1,310.62 |
1,310.62 |
1,304.33 |
1,306.92 |
PP |
1,303.21 |
1,303.21 |
1,303.21 |
1,301.36 |
S1 |
1,295.55 |
1,295.55 |
1,301.57 |
1,291.85 |
S2 |
1,288.14 |
1,288.14 |
1,300.19 |
|
S3 |
1,273.07 |
1,280.48 |
1,298.81 |
|
S4 |
1,258.00 |
1,265.41 |
1,294.66 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,310.88 |
1,295.81 |
15.07 |
1.2% |
8.82 |
0.7% |
38% |
False |
False |
|
10 |
1,310.88 |
1,282.67 |
28.21 |
2.2% |
8.66 |
0.7% |
67% |
False |
False |
|
20 |
1,310.88 |
1,268.42 |
42.46 |
3.3% |
9.65 |
0.7% |
78% |
False |
False |
|
40 |
1,310.88 |
1,253.61 |
57.27 |
4.4% |
9.64 |
0.7% |
84% |
False |
False |
|
60 |
1,310.88 |
1,245.74 |
65.14 |
5.0% |
9.67 |
0.7% |
86% |
False |
False |
|
80 |
1,310.88 |
1,245.74 |
65.14 |
5.0% |
9.55 |
0.7% |
86% |
False |
False |
|
100 |
1,310.88 |
1,201.07 |
109.81 |
8.4% |
9.42 |
0.7% |
92% |
False |
False |
|
120 |
1,310.88 |
1,168.20 |
142.68 |
11.0% |
10.25 |
0.8% |
94% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,323.50 |
2.618 |
1,315.91 |
1.618 |
1,311.26 |
1.000 |
1,308.39 |
0.618 |
1,306.61 |
HIGH |
1,303.74 |
0.618 |
1,301.96 |
0.500 |
1,301.42 |
0.382 |
1,300.87 |
LOW |
1,299.09 |
0.618 |
1,296.22 |
1.000 |
1,294.44 |
1.618 |
1,291.57 |
2.618 |
1,286.92 |
4.250 |
1,279.33 |
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