Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2007 |
21-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
6,781.5 |
6,822.0 |
40.5 |
0.6% |
6,883.5 |
High |
6,834.0 |
6,959.5 |
125.5 |
1.8% |
6,893.5 |
Low |
6,766.0 |
6,818.0 |
52.0 |
0.8% |
6,554.0 |
Close |
6,832.5 |
6,842.5 |
10.0 |
0.1% |
6,709.5 |
Range |
68.0 |
141.5 |
73.5 |
108.1% |
339.5 |
ATR |
106.7 |
109.2 |
2.5 |
2.3% |
0.0 |
Volume |
404 |
448 |
44 |
10.9% |
56,115 |
|
Daily Pivots for day following 21-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,297.8 |
7,211.7 |
6,920.3 |
|
R3 |
7,156.3 |
7,070.2 |
6,881.4 |
|
R2 |
7,014.8 |
7,014.8 |
6,868.4 |
|
R1 |
6,928.7 |
6,928.7 |
6,855.5 |
6,971.8 |
PP |
6,873.3 |
6,873.3 |
6,873.3 |
6,894.9 |
S1 |
6,787.2 |
6,787.2 |
6,829.5 |
6,830.3 |
S2 |
6,731.8 |
6,731.8 |
6,816.6 |
|
S3 |
6,590.3 |
6,645.7 |
6,803.6 |
|
S4 |
6,448.8 |
6,504.2 |
6,764.7 |
|
|
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 |
6,959.5 |
6,638.5 |
321.0 |
4.7% |
84.1 |
1.2% |
64% |
True |
False |
5,702 |
10 |
6,959.5 |
6,554.0 |
405.5 |
5.9% |
97.4 |
1.4% |
71% |
True |
False |
6,357 |
20 |
7,198.0 |
6,554.0 |
644.0 |
9.4% |
109.3 |
1.6% |
45% |
False |
False |
3,552 |
40 |
7,198.0 |
6,554.0 |
644.0 |
9.4% |
77.3 |
1.1% |
45% |
False |
False |
1,854 |
60 |
7,198.0 |
6,554.0 |
644.0 |
9.4% |
72.8 |
1.1% |
45% |
False |
False |
1,390 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,560.9 |
2.618 |
7,329.9 |
1.618 |
7,188.4 |
1.000 |
7,101.0 |
0.618 |
7,046.9 |
HIGH |
6,959.5 |
0.618 |
6,905.4 |
0.500 |
6,888.8 |
0.382 |
6,872.1 |
LOW |
6,818.0 |
0.618 |
6,730.6 |
1.000 |
6,676.5 |
1.618 |
6,589.1 |
2.618 |
6,447.6 |
4.250 |
6,216.6 |
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