Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2008 |
27-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
3,554.0 |
3,551.0 |
-3.0 |
-0.1% |
3,407.0 |
High |
3,574.0 |
3,619.0 |
45.0 |
1.3% |
3,558.0 |
Low |
3,538.0 |
3,551.0 |
13.0 |
0.4% |
3,359.0 |
Close |
3,558.0 |
3,599.0 |
41.0 |
1.2% |
3,450.0 |
Range |
36.0 |
68.0 |
32.0 |
88.9% |
199.0 |
ATR |
101.8 |
99.4 |
-2.4 |
-2.4% |
0.0 |
Volume |
350 |
1,149 |
799 |
228.3% |
192,012 |
|
Daily Pivots for day following 27-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,793.7 |
3,764.3 |
3,636.4 |
|
R3 |
3,725.7 |
3,696.3 |
3,617.7 |
|
R2 |
3,657.7 |
3,657.7 |
3,611.5 |
|
R1 |
3,628.3 |
3,628.3 |
3,605.2 |
3,643.0 |
PP |
3,589.7 |
3,589.7 |
3,589.7 |
3,597.0 |
S1 |
3,560.3 |
3,560.3 |
3,592.8 |
3,575.0 |
S2 |
3,521.7 |
3,521.7 |
3,586.5 |
|
S3 |
3,453.7 |
3,492.3 |
3,580.3 |
|
S4 |
3,385.7 |
3,424.3 |
3,561.6 |
|
|
Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,052.7 |
3,950.3 |
3,559.5 |
|
R3 |
3,853.7 |
3,751.3 |
3,504.7 |
|
R2 |
3,654.7 |
3,654.7 |
3,486.5 |
|
R1 |
3,552.3 |
3,552.3 |
3,468.2 |
3,603.5 |
PP |
3,455.7 |
3,455.7 |
3,455.7 |
3,481.3 |
S1 |
3,353.3 |
3,353.3 |
3,431.8 |
3,404.5 |
S2 |
3,256.7 |
3,256.7 |
3,413.5 |
|
S3 |
3,057.7 |
3,154.3 |
3,395.3 |
|
S4 |
2,858.7 |
2,955.3 |
3,340.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,619.0 |
3,415.0 |
204.0 |
5.7% |
78.4 |
2.2% |
90% |
True |
False |
13,779 |
10 |
3,633.0 |
3,359.0 |
274.0 |
7.6% |
95.9 |
2.7% |
88% |
False |
False |
25,260 |
20 |
3,826.0 |
3,359.0 |
467.0 |
13.0% |
84.8 |
2.4% |
51% |
False |
False |
14,099 |
40 |
3,870.0 |
3,359.0 |
511.0 |
14.2% |
75.5 |
2.1% |
47% |
False |
False |
7,669 |
60 |
4,411.0 |
3,359.0 |
1,052.0 |
29.2% |
79.1 |
2.2% |
23% |
False |
False |
5,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,908.0 |
2.618 |
3,797.0 |
1.618 |
3,729.0 |
1.000 |
3,687.0 |
0.618 |
3,661.0 |
HIGH |
3,619.0 |
0.618 |
3,593.0 |
0.500 |
3,585.0 |
0.382 |
3,577.0 |
LOW |
3,551.0 |
0.618 |
3,509.0 |
1.000 |
3,483.0 |
1.618 |
3,441.0 |
2.618 |
3,373.0 |
4.250 |
3,262.0 |
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