Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2007 |
19-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
5,896.0 |
5,860.0 |
-36.0 |
-0.6% |
5,887.0 |
High |
5,919.0 |
5,923.0 |
4.0 |
0.1% |
5,964.0 |
Low |
5,851.0 |
5,853.0 |
2.0 |
0.0% |
5,775.0 |
Close |
5,876.0 |
5,911.0 |
35.0 |
0.6% |
5,876.0 |
Range |
68.0 |
70.0 |
2.0 |
2.9% |
189.0 |
ATR |
72.8 |
72.6 |
-0.2 |
-0.3% |
0.0 |
Volume |
17,557 |
16,072 |
-1,485 |
-8.5% |
188,094 |
|
Daily Pivots for day following 19-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,105.7 |
6,078.3 |
5,949.5 |
|
R3 |
6,035.7 |
6,008.3 |
5,930.3 |
|
R2 |
5,965.7 |
5,965.7 |
5,923.8 |
|
R1 |
5,938.3 |
5,938.3 |
5,917.4 |
5,952.0 |
PP |
5,895.7 |
5,895.7 |
5,895.7 |
5,902.5 |
S1 |
5,868.3 |
5,868.3 |
5,904.6 |
5,882.0 |
S2 |
5,825.7 |
5,825.7 |
5,898.2 |
|
S3 |
5,755.7 |
5,798.3 |
5,891.8 |
|
S4 |
5,685.7 |
5,728.3 |
5,872.5 |
|
|
Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,438.7 |
6,346.3 |
5,980.0 |
|
R3 |
6,249.7 |
6,157.3 |
5,928.0 |
|
R2 |
6,060.7 |
6,060.7 |
5,910.7 |
|
R1 |
5,968.3 |
5,968.3 |
5,893.3 |
5,920.0 |
PP |
5,871.7 |
5,871.7 |
5,871.7 |
5,847.5 |
S1 |
5,779.3 |
5,779.3 |
5,858.7 |
5,731.0 |
S2 |
5,682.7 |
5,682.7 |
5,841.4 |
|
S3 |
5,493.7 |
5,590.3 |
5,824.0 |
|
S4 |
5,304.7 |
5,401.3 |
5,772.1 |
|
|
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% |
67.0 |
1.1% |
72% |
False |
False |
27,745 |
10 |
5,964.0 |
5,670.0 |
294.0 |
5.0% |
68.0 |
1.2% |
82% |
False |
False |
27,017 |
20 |
6,086.0 |
5,665.0 |
421.0 |
7.1% |
59.2 |
1.0% |
58% |
False |
False |
13,824 |
40 |
6,086.0 |
5,665.0 |
421.0 |
7.1% |
42.4 |
0.7% |
58% |
False |
False |
7,027 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,220.5 |
2.618 |
6,106.3 |
1.618 |
6,036.3 |
1.000 |
5,993.0 |
0.618 |
5,966.3 |
HIGH |
5,923.0 |
0.618 |
5,896.3 |
0.500 |
5,888.0 |
0.382 |
5,879.7 |
LOW |
5,853.0 |
0.618 |
5,809.7 |
1.000 |
5,783.0 |
1.618 |
5,739.7 |
2.618 |
5,669.7 |
4.250 |
5,555.5 |
|
|