Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2007 |
20-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
5,860.0 |
5,955.0 |
95.0 |
1.6% |
5,887.0 |
High |
5,923.0 |
5,969.0 |
46.0 |
0.8% |
5,964.0 |
Low |
5,853.0 |
5,906.0 |
53.0 |
0.9% |
5,775.0 |
Close |
5,911.0 |
5,922.0 |
11.0 |
0.2% |
5,876.0 |
Range |
70.0 |
63.0 |
-7.0 |
-10.0% |
189.0 |
ATR |
72.6 |
72.0 |
-0.7 |
-0.9% |
0.0 |
Volume |
16,072 |
18,000 |
1,928 |
12.0% |
188,094 |
|
Daily Pivots for day following 20-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,121.3 |
6,084.7 |
5,956.7 |
|
R3 |
6,058.3 |
6,021.7 |
5,939.3 |
|
R2 |
5,995.3 |
5,995.3 |
5,933.6 |
|
R1 |
5,958.7 |
5,958.7 |
5,927.8 |
5,945.5 |
PP |
5,932.3 |
5,932.3 |
5,932.3 |
5,925.8 |
S1 |
5,895.7 |
5,895.7 |
5,916.2 |
5,882.5 |
S2 |
5,869.3 |
5,869.3 |
5,910.5 |
|
S3 |
5,806.3 |
5,832.7 |
5,904.7 |
|
S4 |
5,743.3 |
5,769.7 |
5,887.4 |
|
|
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 |
5,969.0 |
5,775.0 |
194.0 |
3.3% |
64.8 |
1.1% |
76% |
True |
False |
29,146 |
10 |
5,969.0 |
5,775.0 |
194.0 |
3.3% |
61.9 |
1.0% |
76% |
True |
False |
28,504 |
20 |
6,086.0 |
5,665.0 |
421.0 |
7.1% |
61.8 |
1.0% |
61% |
False |
False |
14,720 |
40 |
6,086.0 |
5,665.0 |
421.0 |
7.1% |
43.7 |
0.7% |
61% |
False |
False |
7,468 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,236.8 |
2.618 |
6,133.9 |
1.618 |
6,070.9 |
1.000 |
6,032.0 |
0.618 |
6,007.9 |
HIGH |
5,969.0 |
0.618 |
5,944.9 |
0.500 |
5,937.5 |
0.382 |
5,930.1 |
LOW |
5,906.0 |
0.618 |
5,867.1 |
1.000 |
5,843.0 |
1.618 |
5,804.1 |
2.618 |
5,741.1 |
4.250 |
5,638.3 |
|
|