Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2007 |
13-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,768.50 |
1,777.75 |
9.25 |
0.5% |
1,741.75 |
High |
1,781.25 |
1,779.75 |
-1.50 |
-0.1% |
1,787.75 |
Low |
1,760.25 |
1,738.50 |
-21.75 |
-1.2% |
1,707.00 |
Close |
1,778.25 |
1,744.25 |
-34.00 |
-1.9% |
1,768.25 |
Range |
21.00 |
41.25 |
20.25 |
96.4% |
80.75 |
ATR |
30.42 |
31.20 |
0.77 |
2.5% |
0.00 |
Volume |
319,284 |
264,633 |
-54,651 |
-17.1% |
322,638 |
|
Daily Pivots for day following 13-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,878.00 |
1,852.25 |
1,767.00 |
|
R3 |
1,836.75 |
1,811.00 |
1,755.50 |
|
R2 |
1,795.50 |
1,795.50 |
1,751.75 |
|
R1 |
1,769.75 |
1,769.75 |
1,748.00 |
1,762.00 |
PP |
1,754.25 |
1,754.25 |
1,754.25 |
1,750.25 |
S1 |
1,728.50 |
1,728.50 |
1,740.50 |
1,720.75 |
S2 |
1,713.00 |
1,713.00 |
1,736.75 |
|
S3 |
1,671.75 |
1,687.25 |
1,733.00 |
|
S4 |
1,630.50 |
1,646.00 |
1,721.50 |
|
|
Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,996.50 |
1,963.25 |
1,812.75 |
|
R3 |
1,915.75 |
1,882.50 |
1,790.50 |
|
R2 |
1,835.00 |
1,835.00 |
1,783.00 |
|
R1 |
1,801.75 |
1,801.75 |
1,775.75 |
1,818.50 |
PP |
1,754.25 |
1,754.25 |
1,754.25 |
1,762.75 |
S1 |
1,721.00 |
1,721.00 |
1,760.75 |
1,737.50 |
S2 |
1,673.50 |
1,673.50 |
1,753.50 |
|
S3 |
1,592.75 |
1,640.25 |
1,746.00 |
|
S4 |
1,512.00 |
1,559.50 |
1,723.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,787.75 |
1,738.50 |
49.25 |
2.8% |
27.00 |
1.5% |
12% |
False |
True |
179,588 |
10 |
1,803.25 |
1,707.00 |
96.25 |
5.5% |
36.25 |
2.1% |
39% |
False |
False |
91,066 |
20 |
1,879.25 |
1,707.00 |
172.25 |
9.9% |
31.50 |
1.8% |
22% |
False |
False |
45,800 |
40 |
1,879.50 |
1,707.00 |
172.50 |
9.9% |
27.50 |
1.6% |
22% |
False |
False |
22,956 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,955.00 |
2.618 |
1,887.75 |
1.618 |
1,846.50 |
1.000 |
1,821.00 |
0.618 |
1,805.25 |
HIGH |
1,779.75 |
0.618 |
1,764.00 |
0.500 |
1,759.00 |
0.382 |
1,754.25 |
LOW |
1,738.50 |
0.618 |
1,713.00 |
1.000 |
1,697.25 |
1.618 |
1,671.75 |
2.618 |
1,630.50 |
4.250 |
1,563.25 |
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