Day Change Summary |
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Previous |
Current |
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|
|
|
19-Mar-2007 |
20-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
6,773.0 |
6,781.5 |
8.5 |
0.1% |
6,883.5 |
High |
6,805.0 |
6,834.0 |
29.0 |
0.4% |
6,893.5 |
Low |
6,762.5 |
6,766.0 |
3.5 |
0.1% |
6,554.0 |
Close |
6,800.5 |
6,832.5 |
32.0 |
0.5% |
6,709.5 |
Range |
42.5 |
68.0 |
25.5 |
60.0% |
339.5 |
ATR |
109.7 |
106.7 |
-3.0 |
-2.7% |
0.0 |
Volume |
708 |
404 |
-304 |
-42.9% |
56,115 |
|
Daily Pivots for day following 20-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,014.8 |
6,991.7 |
6,869.9 |
|
R3 |
6,946.8 |
6,923.7 |
6,851.2 |
|
R2 |
6,878.8 |
6,878.8 |
6,845.0 |
|
R1 |
6,855.7 |
6,855.7 |
6,838.7 |
6,867.3 |
PP |
6,810.8 |
6,810.8 |
6,810.8 |
6,816.6 |
S1 |
6,787.7 |
6,787.7 |
6,826.3 |
6,799.3 |
S2 |
6,742.8 |
6,742.8 |
6,820.0 |
|
S3 |
6,674.8 |
6,719.7 |
6,813.8 |
|
S4 |
6,606.8 |
6,651.7 |
6,795.1 |
|
|
Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,737.5 |
7,563.0 |
6,896.2 |
|
R3 |
7,398.0 |
7,223.5 |
6,802.9 |
|
R2 |
7,058.5 |
7,058.5 |
6,771.7 |
|
R1 |
6,884.0 |
6,884.0 |
6,740.6 |
6,801.5 |
PP |
6,719.0 |
6,719.0 |
6,719.0 |
6,677.8 |
S1 |
6,544.5 |
6,544.5 |
6,678.4 |
6,462.0 |
S2 |
6,379.5 |
6,379.5 |
6,647.3 |
|
S3 |
6,040.0 |
6,205.0 |
6,616.1 |
|
S4 |
5,700.5 |
5,865.5 |
6,522.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,834.0 |
6,554.0 |
280.0 |
4.1% |
83.3 |
1.2% |
99% |
True |
False |
8,477 |
10 |
6,893.5 |
6,554.0 |
339.5 |
5.0% |
89.2 |
1.3% |
82% |
False |
False |
6,414 |
20 |
7,198.0 |
6,554.0 |
644.0 |
9.4% |
106.2 |
1.6% |
43% |
False |
False |
3,546 |
40 |
7,198.0 |
6,554.0 |
644.0 |
9.4% |
75.6 |
1.1% |
43% |
False |
False |
1,848 |
60 |
7,198.0 |
6,554.0 |
644.0 |
9.4% |
71.9 |
1.1% |
43% |
False |
False |
1,386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,123.0 |
2.618 |
7,012.0 |
1.618 |
6,944.0 |
1.000 |
6,902.0 |
0.618 |
6,876.0 |
HIGH |
6,834.0 |
0.618 |
6,808.0 |
0.500 |
6,800.0 |
0.382 |
6,792.0 |
LOW |
6,766.0 |
0.618 |
6,724.0 |
1.000 |
6,698.0 |
1.618 |
6,656.0 |
2.618 |
6,588.0 |
4.250 |
6,477.0 |
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