Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2007 |
14-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
5,958.0 |
5,825.0 |
-133.0 |
-2.2% |
5,780.0 |
High |
5,964.0 |
5,827.0 |
-137.0 |
-2.3% |
5,896.0 |
Low |
5,890.0 |
5,775.0 |
-115.0 |
-2.0% |
5,665.0 |
Close |
5,901.0 |
5,792.0 |
-109.0 |
-1.8% |
5,854.0 |
Range |
74.0 |
52.0 |
-22.0 |
-29.7% |
231.0 |
ATR |
65.9 |
70.2 |
4.3 |
6.5% |
0.0 |
Volume |
10,996 |
70,750 |
59,754 |
543.4% |
66,887 |
|
Daily Pivots for day following 14-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,954.0 |
5,925.0 |
5,820.6 |
|
R3 |
5,902.0 |
5,873.0 |
5,806.3 |
|
R2 |
5,850.0 |
5,850.0 |
5,801.5 |
|
R1 |
5,821.0 |
5,821.0 |
5,796.8 |
5,809.5 |
PP |
5,798.0 |
5,798.0 |
5,798.0 |
5,792.3 |
S1 |
5,769.0 |
5,769.0 |
5,787.2 |
5,757.5 |
S2 |
5,746.0 |
5,746.0 |
5,782.5 |
|
S3 |
5,694.0 |
5,717.0 |
5,777.7 |
|
S4 |
5,642.0 |
5,665.0 |
5,763.4 |
|
|
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 |
5,964.0 |
5,775.0 |
189.0 |
3.3% |
61.2 |
1.1% |
9% |
False |
True |
39,828 |
10 |
5,964.0 |
5,665.0 |
299.0 |
5.2% |
69.6 |
1.2% |
42% |
False |
False |
21,578 |
20 |
6,086.0 |
5,665.0 |
421.0 |
7.3% |
52.8 |
0.9% |
30% |
False |
False |
10,998 |
40 |
6,086.0 |
5,656.0 |
430.0 |
7.4% |
38.8 |
0.7% |
32% |
False |
False |
5,610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,048.0 |
2.618 |
5,963.1 |
1.618 |
5,911.1 |
1.000 |
5,879.0 |
0.618 |
5,859.1 |
HIGH |
5,827.0 |
0.618 |
5,807.1 |
0.500 |
5,801.0 |
0.382 |
5,794.9 |
LOW |
5,775.0 |
0.618 |
5,742.9 |
1.000 |
5,723.0 |
1.618 |
5,690.9 |
2.618 |
5,638.9 |
4.250 |
5,554.0 |
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