Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2007 |
15-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
5,825.0 |
5,854.0 |
29.0 |
0.5% |
5,780.0 |
High |
5,827.0 |
5,905.0 |
78.0 |
1.3% |
5,896.0 |
Low |
5,775.0 |
5,834.0 |
59.0 |
1.0% |
5,665.0 |
Close |
5,792.0 |
5,876.0 |
84.0 |
1.5% |
5,854.0 |
Range |
52.0 |
71.0 |
19.0 |
36.5% |
231.0 |
ATR |
70.2 |
73.2 |
3.1 |
4.4% |
0.0 |
Volume |
70,750 |
23,351 |
-47,399 |
-67.0% |
66,887 |
|
Daily Pivots for day following 15-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,084.7 |
6,051.3 |
5,915.1 |
|
R3 |
6,013.7 |
5,980.3 |
5,895.5 |
|
R2 |
5,942.7 |
5,942.7 |
5,889.0 |
|
R1 |
5,909.3 |
5,909.3 |
5,882.5 |
5,926.0 |
PP |
5,871.7 |
5,871.7 |
5,871.7 |
5,880.0 |
S1 |
5,838.3 |
5,838.3 |
5,869.5 |
5,855.0 |
S2 |
5,800.7 |
5,800.7 |
5,863.0 |
|
S3 |
5,729.7 |
5,767.3 |
5,856.5 |
|
S4 |
5,658.7 |
5,696.3 |
5,837.0 |
|
|
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 |
3.2% |
65.4 |
1.1% |
53% |
False |
False |
40,268 |
10 |
5,964.0 |
5,665.0 |
299.0 |
5.1% |
71.3 |
1.2% |
71% |
False |
False |
23,893 |
20 |
6,086.0 |
5,665.0 |
421.0 |
7.2% |
55.8 |
0.9% |
50% |
False |
False |
12,157 |
40 |
6,086.0 |
5,665.0 |
421.0 |
7.2% |
40.0 |
0.7% |
50% |
False |
False |
6,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,206.8 |
2.618 |
6,090.9 |
1.618 |
6,019.9 |
1.000 |
5,976.0 |
0.618 |
5,948.9 |
HIGH |
5,905.0 |
0.618 |
5,877.9 |
0.500 |
5,869.5 |
0.382 |
5,861.1 |
LOW |
5,834.0 |
0.618 |
5,790.1 |
1.000 |
5,763.0 |
1.618 |
5,719.1 |
2.618 |
5,648.1 |
4.250 |
5,532.3 |
|
|