Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2007 |
27-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
6,040.0 |
6,040.0 |
0.0 |
0.0% |
5,860.0 |
High |
6,052.0 |
6,044.0 |
-8.0 |
-0.1% |
6,028.0 |
Low |
6,024.0 |
6,010.0 |
-14.0 |
-0.2% |
5,853.0 |
Close |
6,047.0 |
6,024.0 |
-23.0 |
-0.4% |
5,996.0 |
Range |
28.0 |
34.0 |
6.0 |
21.4% |
175.0 |
ATR |
71.3 |
68.8 |
-2.4 |
-3.4% |
0.0 |
Volume |
15,597 |
13,094 |
-2,503 |
-16.0% |
81,605 |
|
Daily Pivots for day following 27-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,128.0 |
6,110.0 |
6,042.7 |
|
R3 |
6,094.0 |
6,076.0 |
6,033.4 |
|
R2 |
6,060.0 |
6,060.0 |
6,030.2 |
|
R1 |
6,042.0 |
6,042.0 |
6,027.1 |
6,034.0 |
PP |
6,026.0 |
6,026.0 |
6,026.0 |
6,022.0 |
S1 |
6,008.0 |
6,008.0 |
6,020.9 |
6,000.0 |
S2 |
5,992.0 |
5,992.0 |
6,017.8 |
|
S3 |
5,958.0 |
5,974.0 |
6,014.7 |
|
S4 |
5,924.0 |
5,940.0 |
6,005.3 |
|
|
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% |
45.2 |
0.8% |
82% |
False |
False |
15,244 |
10 |
6,052.0 |
5,775.0 |
277.0 |
4.6% |
55.0 |
0.9% |
90% |
False |
False |
22,195 |
20 |
6,052.0 |
5,665.0 |
387.0 |
6.4% |
64.9 |
1.1% |
93% |
False |
False |
18,396 |
40 |
6,086.0 |
5,665.0 |
421.0 |
7.0% |
45.9 |
0.8% |
85% |
False |
False |
9,350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,188.5 |
2.618 |
6,133.0 |
1.618 |
6,099.0 |
1.000 |
6,078.0 |
0.618 |
6,065.0 |
HIGH |
6,044.0 |
0.618 |
6,031.0 |
0.500 |
6,027.0 |
0.382 |
6,023.0 |
LOW |
6,010.0 |
0.618 |
5,989.0 |
1.000 |
5,976.0 |
1.618 |
5,955.0 |
2.618 |
5,921.0 |
4.250 |
5,865.5 |
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