Day Change Summary |
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Previous |
Current |
|
|
|
|
09-Mar-2007 |
12-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
5,877.0 |
5,887.0 |
10.0 |
0.2% |
5,780.0 |
High |
5,896.0 |
5,944.0 |
48.0 |
0.8% |
5,896.0 |
Low |
5,848.0 |
5,862.0 |
14.0 |
0.2% |
5,665.0 |
Close |
5,854.0 |
5,939.0 |
85.0 |
1.5% |
5,854.0 |
Range |
48.0 |
82.0 |
34.0 |
70.8% |
231.0 |
ATR |
63.3 |
65.2 |
1.9 |
3.0% |
0.0 |
Volume |
30,807 |
65,440 |
34,633 |
112.4% |
66,887 |
|
Daily Pivots for day following 12-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,161.0 |
6,132.0 |
5,984.1 |
|
R3 |
6,079.0 |
6,050.0 |
5,961.6 |
|
R2 |
5,997.0 |
5,997.0 |
5,954.0 |
|
R1 |
5,968.0 |
5,968.0 |
5,946.5 |
5,982.5 |
PP |
5,915.0 |
5,915.0 |
5,915.0 |
5,922.3 |
S1 |
5,886.0 |
5,886.0 |
5,931.5 |
5,900.5 |
S2 |
5,833.0 |
5,833.0 |
5,924.0 |
|
S3 |
5,751.0 |
5,804.0 |
5,916.5 |
|
S4 |
5,669.0 |
5,722.0 |
5,893.9 |
|
|
Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,498.0 |
6,407.0 |
5,981.1 |
|
R3 |
6,267.0 |
6,176.0 |
5,917.5 |
|
R2 |
6,036.0 |
6,036.0 |
5,896.4 |
|
R1 |
5,945.0 |
5,945.0 |
5,875.2 |
5,990.5 |
PP |
5,805.0 |
5,805.0 |
5,805.0 |
5,827.8 |
S1 |
5,714.0 |
5,714.0 |
5,832.8 |
5,759.5 |
S2 |
5,574.0 |
5,574.0 |
5,811.7 |
|
S3 |
5,343.0 |
5,483.0 |
5,790.5 |
|
S4 |
5,112.0 |
5,252.0 |
5,727.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,944.0 |
5,670.0 |
274.0 |
4.6% |
69.0 |
1.2% |
98% |
True |
False |
26,290 |
10 |
6,074.0 |
5,665.0 |
409.0 |
6.9% |
72.0 |
1.2% |
67% |
False |
False |
13,542 |
20 |
6,086.0 |
5,665.0 |
421.0 |
7.1% |
49.3 |
0.8% |
65% |
False |
False |
6,989 |
40 |
6,086.0 |
5,656.0 |
430.0 |
7.2% |
37.1 |
0.6% |
66% |
False |
False |
3,590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,292.5 |
2.618 |
6,158.7 |
1.618 |
6,076.7 |
1.000 |
6,026.0 |
0.618 |
5,994.7 |
HIGH |
5,944.0 |
0.618 |
5,912.7 |
0.500 |
5,903.0 |
0.382 |
5,893.3 |
LOW |
5,862.0 |
0.618 |
5,811.3 |
1.000 |
5,780.0 |
1.618 |
5,729.3 |
2.618 |
5,647.3 |
4.250 |
5,513.5 |
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