Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2007 |
22-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
6,822.0 |
6,961.0 |
139.0 |
2.0% |
6,883.5 |
High |
6,959.5 |
7,002.5 |
43.0 |
0.6% |
6,893.5 |
Low |
6,818.0 |
6,940.0 |
122.0 |
1.8% |
6,554.0 |
Close |
6,842.5 |
6,987.0 |
144.5 |
2.1% |
6,709.5 |
Range |
141.5 |
62.5 |
-79.0 |
-55.8% |
339.5 |
ATR |
109.2 |
112.8 |
3.6 |
3.3% |
0.0 |
Volume |
448 |
694 |
246 |
54.9% |
56,115 |
|
Daily Pivots for day following 22-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,164.0 |
7,138.0 |
7,021.4 |
|
R3 |
7,101.5 |
7,075.5 |
7,004.2 |
|
R2 |
7,039.0 |
7,039.0 |
6,998.5 |
|
R1 |
7,013.0 |
7,013.0 |
6,992.7 |
7,026.0 |
PP |
6,976.5 |
6,976.5 |
6,976.5 |
6,983.0 |
S1 |
6,950.5 |
6,950.5 |
6,981.3 |
6,963.5 |
S2 |
6,914.0 |
6,914.0 |
6,975.5 |
|
S3 |
6,851.5 |
6,888.0 |
6,969.8 |
|
S4 |
6,789.0 |
6,825.5 |
6,952.6 |
|
|
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 |
7,002.5 |
6,662.0 |
340.5 |
4.9% |
79.0 |
1.1% |
95% |
True |
False |
1,936 |
10 |
7,002.5 |
6,554.0 |
448.5 |
6.4% |
96.1 |
1.4% |
97% |
True |
False |
6,185 |
20 |
7,198.0 |
6,554.0 |
644.0 |
9.2% |
110.6 |
1.6% |
67% |
False |
False |
3,565 |
40 |
7,198.0 |
6,554.0 |
644.0 |
9.2% |
77.2 |
1.1% |
67% |
False |
False |
1,866 |
60 |
7,198.0 |
6,554.0 |
644.0 |
9.2% |
72.6 |
1.0% |
67% |
False |
False |
1,389 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,268.1 |
2.618 |
7,166.1 |
1.618 |
7,103.6 |
1.000 |
7,065.0 |
0.618 |
7,041.1 |
HIGH |
7,002.5 |
0.618 |
6,978.6 |
0.500 |
6,971.3 |
0.382 |
6,963.9 |
LOW |
6,940.0 |
0.618 |
6,901.4 |
1.000 |
6,877.5 |
1.618 |
6,838.9 |
2.618 |
6,776.4 |
4.250 |
6,674.4 |
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