Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2007 |
22-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
5,955.0 |
5,986.0 |
31.0 |
0.5% |
5,887.0 |
High |
5,966.0 |
6,017.0 |
51.0 |
0.9% |
5,964.0 |
Low |
5,895.0 |
5,971.0 |
76.0 |
1.3% |
5,775.0 |
Close |
5,910.0 |
5,998.0 |
88.0 |
1.5% |
5,876.0 |
Range |
71.0 |
46.0 |
-25.0 |
-35.2% |
189.0 |
ATR |
71.9 |
74.4 |
2.5 |
3.5% |
0.0 |
Volume |
13,631 |
19,530 |
5,899 |
43.3% |
188,094 |
|
Daily Pivots for day following 22-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,133.3 |
6,111.7 |
6,023.3 |
|
R3 |
6,087.3 |
6,065.7 |
6,010.7 |
|
R2 |
6,041.3 |
6,041.3 |
6,006.4 |
|
R1 |
6,019.7 |
6,019.7 |
6,002.2 |
6,030.5 |
PP |
5,995.3 |
5,995.3 |
5,995.3 |
6,000.8 |
S1 |
5,973.7 |
5,973.7 |
5,993.8 |
5,984.5 |
S2 |
5,949.3 |
5,949.3 |
5,989.6 |
|
S3 |
5,903.3 |
5,927.7 |
5,985.4 |
|
S4 |
5,857.3 |
5,881.7 |
5,972.7 |
|
|
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 |
6,017.0 |
5,851.0 |
166.0 |
2.8% |
63.6 |
1.1% |
89% |
True |
False |
16,958 |
10 |
6,017.0 |
5,775.0 |
242.0 |
4.0% |
64.5 |
1.1% |
92% |
True |
False |
28,613 |
20 |
6,086.0 |
5,665.0 |
421.0 |
7.0% |
65.2 |
1.1% |
79% |
False |
False |
16,345 |
40 |
6,086.0 |
5,665.0 |
421.0 |
7.0% |
45.3 |
0.8% |
79% |
False |
False |
8,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,212.5 |
2.618 |
6,137.4 |
1.618 |
6,091.4 |
1.000 |
6,063.0 |
0.618 |
6,045.4 |
HIGH |
6,017.0 |
0.618 |
5,999.4 |
0.500 |
5,994.0 |
0.382 |
5,988.6 |
LOW |
5,971.0 |
0.618 |
5,942.6 |
1.000 |
5,925.0 |
1.618 |
5,896.6 |
2.618 |
5,850.6 |
4.250 |
5,775.5 |
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