Day Change Summary |
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Previous |
Current |
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20-Mar-2007 |
21-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,759.49 |
1,774.51 |
15.02 |
0.9% |
1,742.98 |
High |
1,772.74 |
1,806.35 |
33.61 |
1.9% |
1,758.49 |
Low |
1,757.94 |
1,763.54 |
5.60 |
0.3% |
1,711.28 |
Close |
1,767.25 |
1,806.35 |
39.10 |
2.2% |
1,742.23 |
Range |
14.80 |
42.81 |
28.01 |
189.3% |
47.21 |
ATR |
24.16 |
25.49 |
1.33 |
5.5% |
0.00 |
Volume |
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Daily Pivots for day following 21-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,920.51 |
1,906.24 |
1,829.90 |
|
R3 |
1,877.70 |
1,863.43 |
1,818.12 |
|
R2 |
1,834.89 |
1,834.89 |
1,814.20 |
|
R1 |
1,820.62 |
1,820.62 |
1,810.27 |
1,827.76 |
PP |
1,792.08 |
1,792.08 |
1,792.08 |
1,795.65 |
S1 |
1,777.81 |
1,777.81 |
1,802.43 |
1,784.95 |
S2 |
1,749.27 |
1,749.27 |
1,798.50 |
|
S3 |
1,706.46 |
1,735.00 |
1,794.58 |
|
S4 |
1,663.65 |
1,692.19 |
1,782.80 |
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Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,878.96 |
1,857.81 |
1,768.20 |
|
R3 |
1,831.75 |
1,810.60 |
1,755.21 |
|
R2 |
1,784.54 |
1,784.54 |
1,750.89 |
|
R1 |
1,763.39 |
1,763.39 |
1,746.56 |
1,750.36 |
PP |
1,737.33 |
1,737.33 |
1,737.33 |
1,730.82 |
S1 |
1,716.18 |
1,716.18 |
1,737.90 |
1,703.15 |
S2 |
1,690.12 |
1,690.12 |
1,733.57 |
|
S3 |
1,642.91 |
1,668.97 |
1,729.25 |
|
S4 |
1,595.70 |
1,621.76 |
1,716.26 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,806.35 |
1,733.58 |
72.77 |
4.0% |
20.86 |
1.2% |
100% |
True |
False |
|
10 |
1,806.35 |
1,711.28 |
95.07 |
5.3% |
22.90 |
1.3% |
100% |
True |
False |
|
20 |
1,851.47 |
1,710.97 |
140.50 |
7.8% |
25.99 |
1.4% |
68% |
False |
False |
|
40 |
1,851.47 |
1,710.97 |
140.50 |
7.8% |
22.99 |
1.3% |
68% |
False |
False |
|
60 |
1,851.47 |
1,710.97 |
140.50 |
7.8% |
22.90 |
1.3% |
68% |
False |
False |
|
80 |
1,851.47 |
1,710.97 |
140.50 |
7.8% |
23.07 |
1.3% |
68% |
False |
False |
|
100 |
1,851.47 |
1,693.19 |
158.28 |
8.8% |
22.80 |
1.3% |
71% |
False |
False |
|
120 |
1,851.47 |
1,623.07 |
228.40 |
12.6% |
22.38 |
1.2% |
80% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,988.29 |
2.618 |
1,918.43 |
1.618 |
1,875.62 |
1.000 |
1,849.16 |
0.618 |
1,832.81 |
HIGH |
1,806.35 |
0.618 |
1,790.00 |
0.500 |
1,784.95 |
0.382 |
1,779.89 |
LOW |
1,763.54 |
0.618 |
1,737.08 |
1.000 |
1,720.73 |
1.618 |
1,694.27 |
2.618 |
1,651.46 |
4.250 |
1,581.60 |
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