Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2007 |
21-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
5,955.0 |
5,955.0 |
0.0 |
0.0% |
5,887.0 |
High |
5,969.0 |
5,966.0 |
-3.0 |
-0.1% |
5,964.0 |
Low |
5,906.0 |
5,895.0 |
-11.0 |
-0.2% |
5,775.0 |
Close |
5,922.0 |
5,910.0 |
-12.0 |
-0.2% |
5,876.0 |
Range |
63.0 |
71.0 |
8.0 |
12.7% |
189.0 |
ATR |
72.0 |
71.9 |
-0.1 |
-0.1% |
0.0 |
Volume |
18,000 |
13,631 |
-4,369 |
-24.3% |
188,094 |
|
Daily Pivots for day following 21-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,136.7 |
6,094.3 |
5,949.1 |
|
R3 |
6,065.7 |
6,023.3 |
5,929.5 |
|
R2 |
5,994.7 |
5,994.7 |
5,923.0 |
|
R1 |
5,952.3 |
5,952.3 |
5,916.5 |
5,938.0 |
PP |
5,923.7 |
5,923.7 |
5,923.7 |
5,916.5 |
S1 |
5,881.3 |
5,881.3 |
5,903.5 |
5,867.0 |
S2 |
5,852.7 |
5,852.7 |
5,897.0 |
|
S3 |
5,781.7 |
5,810.3 |
5,890.5 |
|
S4 |
5,710.7 |
5,739.3 |
5,871.0 |
|
|
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 |
5,834.0 |
135.0 |
2.3% |
68.6 |
1.2% |
56% |
False |
False |
17,722 |
10 |
5,969.0 |
5,775.0 |
194.0 |
3.3% |
64.9 |
1.1% |
70% |
False |
False |
28,775 |
20 |
6,086.0 |
5,665.0 |
421.0 |
7.1% |
64.3 |
1.1% |
58% |
False |
False |
15,379 |
40 |
6,086.0 |
5,665.0 |
421.0 |
7.1% |
44.8 |
0.8% |
58% |
False |
False |
7,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,267.8 |
2.618 |
6,151.9 |
1.618 |
6,080.9 |
1.000 |
6,037.0 |
0.618 |
6,009.9 |
HIGH |
5,966.0 |
0.618 |
5,938.9 |
0.500 |
5,930.5 |
0.382 |
5,922.1 |
LOW |
5,895.0 |
0.618 |
5,851.1 |
1.000 |
5,824.0 |
1.618 |
5,780.1 |
2.618 |
5,709.1 |
4.250 |
5,593.3 |
|
|