Day Change Summary |
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Previous |
Current |
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20-Mar-2007 |
21-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,402.04 |
1,410.92 |
8.88 |
0.6% |
1,402.80 |
High |
1,411.53 |
1,437.77 |
26.24 |
1.9% |
1,409.34 |
Low |
1,400.70 |
1,409.75 |
9.05 |
0.6% |
1,363.98 |
Close |
1,410.94 |
1,435.04 |
24.10 |
1.7% |
1,386.95 |
Range |
10.83 |
28.02 |
17.19 |
158.7% |
45.36 |
ATR |
15.54 |
16.44 |
0.89 |
5.7% |
0.00 |
Volume |
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Daily Pivots for day following 21-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,511.58 |
1,501.33 |
1,450.45 |
|
R3 |
1,483.56 |
1,473.31 |
1,442.75 |
|
R2 |
1,455.54 |
1,455.54 |
1,440.18 |
|
R1 |
1,445.29 |
1,445.29 |
1,437.61 |
1,450.42 |
PP |
1,427.52 |
1,427.52 |
1,427.52 |
1,430.08 |
S1 |
1,417.27 |
1,417.27 |
1,432.47 |
1,422.40 |
S2 |
1,399.50 |
1,399.50 |
1,429.90 |
|
S3 |
1,371.48 |
1,389.25 |
1,427.33 |
|
S4 |
1,343.46 |
1,361.23 |
1,419.63 |
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Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,522.84 |
1,500.25 |
1,411.90 |
|
R3 |
1,477.48 |
1,454.89 |
1,399.42 |
|
R2 |
1,432.12 |
1,432.12 |
1,395.27 |
|
R1 |
1,409.53 |
1,409.53 |
1,391.11 |
1,398.15 |
PP |
1,386.76 |
1,386.76 |
1,386.76 |
1,381.06 |
S1 |
1,364.17 |
1,364.17 |
1,382.79 |
1,352.79 |
S2 |
1,341.40 |
1,341.40 |
1,378.63 |
|
S3 |
1,296.04 |
1,318.81 |
1,374.48 |
|
S4 |
1,250.68 |
1,273.45 |
1,362.00 |
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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 |
1,437.77 |
1,383.63 |
54.14 |
3.8% |
15.74 |
1.1% |
95% |
True |
False |
|
10 |
1,437.77 |
1,363.98 |
73.79 |
5.1% |
17.12 |
1.2% |
96% |
True |
False |
|
20 |
1,461.57 |
1,363.98 |
97.59 |
6.8% |
18.88 |
1.3% |
73% |
False |
False |
|
40 |
1,461.57 |
1,363.98 |
97.59 |
6.8% |
14.31 |
1.0% |
73% |
False |
False |
|
60 |
1,461.57 |
1,363.98 |
97.59 |
6.8% |
12.91 |
0.9% |
73% |
False |
False |
|
80 |
1,461.57 |
1,363.98 |
97.59 |
6.8% |
12.25 |
0.9% |
73% |
False |
False |
|
100 |
1,461.57 |
1,360.98 |
100.59 |
7.0% |
11.73 |
0.8% |
74% |
False |
False |
|
120 |
1,461.57 |
1,327.10 |
134.47 |
9.4% |
11.20 |
0.8% |
80% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,556.86 |
2.618 |
1,511.13 |
1.618 |
1,483.11 |
1.000 |
1,465.79 |
0.618 |
1,455.09 |
HIGH |
1,437.77 |
0.618 |
1,427.07 |
0.500 |
1,423.76 |
0.382 |
1,420.45 |
LOW |
1,409.75 |
0.618 |
1,392.43 |
1.000 |
1,381.73 |
1.618 |
1,364.41 |
2.618 |
1,336.39 |
4.250 |
1,290.67 |
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