Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2007 |
26-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
6,027.0 |
6,040.0 |
13.0 |
0.2% |
5,860.0 |
High |
6,028.0 |
6,052.0 |
24.0 |
0.4% |
6,028.0 |
Low |
5,981.0 |
6,024.0 |
43.0 |
0.7% |
5,853.0 |
Close |
5,996.0 |
6,047.0 |
51.0 |
0.9% |
5,996.0 |
Range |
47.0 |
28.0 |
-19.0 |
-40.4% |
175.0 |
ATR |
72.4 |
71.3 |
-1.2 |
-1.6% |
0.0 |
Volume |
14,372 |
15,597 |
1,225 |
8.5% |
81,605 |
|
Daily Pivots for day following 26-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,125.0 |
6,114.0 |
6,062.4 |
|
R3 |
6,097.0 |
6,086.0 |
6,054.7 |
|
R2 |
6,069.0 |
6,069.0 |
6,052.1 |
|
R1 |
6,058.0 |
6,058.0 |
6,049.6 |
6,063.5 |
PP |
6,041.0 |
6,041.0 |
6,041.0 |
6,043.8 |
S1 |
6,030.0 |
6,030.0 |
6,044.4 |
6,035.5 |
S2 |
6,013.0 |
6,013.0 |
6,041.9 |
|
S3 |
5,985.0 |
6,002.0 |
6,039.3 |
|
S4 |
5,957.0 |
5,974.0 |
6,031.6 |
|
|
Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,484.0 |
6,415.0 |
6,092.3 |
|
R3 |
6,309.0 |
6,240.0 |
6,044.1 |
|
R2 |
6,134.0 |
6,134.0 |
6,028.1 |
|
R1 |
6,065.0 |
6,065.0 |
6,012.0 |
6,099.5 |
PP |
5,959.0 |
5,959.0 |
5,959.0 |
5,976.3 |
S1 |
5,890.0 |
5,890.0 |
5,980.0 |
5,924.5 |
S2 |
5,784.0 |
5,784.0 |
5,963.9 |
|
S3 |
5,609.0 |
5,715.0 |
5,947.9 |
|
S4 |
5,434.0 |
5,540.0 |
5,899.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,052.0 |
5,895.0 |
157.0 |
2.6% |
51.0 |
0.8% |
97% |
True |
False |
16,226 |
10 |
6,052.0 |
5,775.0 |
277.0 |
4.6% |
59.0 |
1.0% |
98% |
True |
False |
21,985 |
20 |
6,074.0 |
5,665.0 |
409.0 |
6.8% |
65.5 |
1.1% |
93% |
False |
False |
17,763 |
40 |
6,086.0 |
5,665.0 |
421.0 |
7.0% |
46.5 |
0.8% |
91% |
False |
False |
9,024 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,171.0 |
2.618 |
6,125.3 |
1.618 |
6,097.3 |
1.000 |
6,080.0 |
0.618 |
6,069.3 |
HIGH |
6,052.0 |
0.618 |
6,041.3 |
0.500 |
6,038.0 |
0.382 |
6,034.7 |
LOW |
6,024.0 |
0.618 |
6,006.7 |
1.000 |
5,996.0 |
1.618 |
5,978.7 |
2.618 |
5,950.7 |
4.250 |
5,905.0 |
|
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