Day Change Summary |
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Previous |
Current |
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27-Mar-2007 |
28-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,798.14 |
1,781.66 |
-16.48 |
-0.9% |
1,752.19 |
High |
1,798.89 |
1,789.65 |
-9.24 |
-0.5% |
1,807.43 |
Low |
1,787.98 |
1,770.54 |
-17.44 |
-1.0% |
1,747.05 |
Close |
1,789.93 |
1,770.54 |
-19.39 |
-1.1% |
1,794.04 |
Range |
10.91 |
19.11 |
8.20 |
75.2% |
60.38 |
ATR |
23.41 |
23.13 |
-0.29 |
-1.2% |
0.00 |
Volume |
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Daily Pivots for day following 28-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,834.24 |
1,821.50 |
1,781.05 |
|
R3 |
1,815.13 |
1,802.39 |
1,775.80 |
|
R2 |
1,796.02 |
1,796.02 |
1,774.04 |
|
R1 |
1,783.28 |
1,783.28 |
1,772.29 |
1,780.10 |
PP |
1,776.91 |
1,776.91 |
1,776.91 |
1,775.32 |
S1 |
1,764.17 |
1,764.17 |
1,768.79 |
1,760.99 |
S2 |
1,757.80 |
1,757.80 |
1,767.04 |
|
S3 |
1,738.69 |
1,745.06 |
1,765.28 |
|
S4 |
1,719.58 |
1,725.95 |
1,760.03 |
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Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,963.98 |
1,939.39 |
1,827.25 |
|
R3 |
1,903.60 |
1,879.01 |
1,810.64 |
|
R2 |
1,843.22 |
1,843.22 |
1,805.11 |
|
R1 |
1,818.63 |
1,818.63 |
1,799.57 |
1,830.93 |
PP |
1,782.84 |
1,782.84 |
1,782.84 |
1,788.99 |
S1 |
1,758.25 |
1,758.25 |
1,788.51 |
1,770.55 |
S2 |
1,722.46 |
1,722.46 |
1,782.97 |
|
S3 |
1,662.08 |
1,697.87 |
1,777.44 |
|
S4 |
1,601.70 |
1,637.49 |
1,760.83 |
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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 |
1,807.43 |
1,770.54 |
36.89 |
2.1% |
16.79 |
0.9% |
0% |
False |
True |
|
10 |
1,807.43 |
1,733.58 |
73.85 |
4.2% |
18.82 |
1.1% |
50% |
False |
False |
|
20 |
1,807.43 |
1,710.97 |
96.46 |
5.4% |
22.60 |
1.3% |
62% |
False |
False |
|
40 |
1,851.47 |
1,710.97 |
140.50 |
7.9% |
22.37 |
1.3% |
42% |
False |
False |
|
60 |
1,851.47 |
1,710.97 |
140.50 |
7.9% |
23.10 |
1.3% |
42% |
False |
False |
|
80 |
1,851.47 |
1,710.97 |
140.50 |
7.9% |
22.66 |
1.3% |
42% |
False |
False |
|
100 |
1,851.47 |
1,693.19 |
158.28 |
8.9% |
22.49 |
1.3% |
49% |
False |
False |
|
120 |
1,851.47 |
1,634.23 |
217.24 |
12.3% |
22.28 |
1.3% |
63% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,870.87 |
2.618 |
1,839.68 |
1.618 |
1,820.57 |
1.000 |
1,808.76 |
0.618 |
1,801.46 |
HIGH |
1,789.65 |
0.618 |
1,782.35 |
0.500 |
1,780.10 |
0.382 |
1,777.84 |
LOW |
1,770.54 |
0.618 |
1,758.73 |
1.000 |
1,751.43 |
1.618 |
1,739.62 |
2.618 |
1,720.51 |
4.250 |
1,689.32 |
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