Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2007 |
23-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
6,961.0 |
6,966.5 |
5.5 |
0.1% |
6,773.0 |
High |
7,002.5 |
7,036.5 |
34.0 |
0.5% |
7,036.5 |
Low |
6,940.0 |
6,960.0 |
20.0 |
0.3% |
6,762.5 |
Close |
6,987.0 |
7,030.0 |
43.0 |
0.6% |
7,030.0 |
Range |
62.5 |
76.5 |
14.0 |
22.4% |
274.0 |
ATR |
112.8 |
110.2 |
-2.6 |
-2.3% |
0.0 |
Volume |
694 |
395 |
-299 |
-43.1% |
2,649 |
|
Daily Pivots for day following 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,238.3 |
7,210.7 |
7,072.1 |
|
R3 |
7,161.8 |
7,134.2 |
7,051.0 |
|
R2 |
7,085.3 |
7,085.3 |
7,044.0 |
|
R1 |
7,057.7 |
7,057.7 |
7,037.0 |
7,071.5 |
PP |
7,008.8 |
7,008.8 |
7,008.8 |
7,015.8 |
S1 |
6,981.2 |
6,981.2 |
7,023.0 |
6,995.0 |
S2 |
6,932.3 |
6,932.3 |
7,016.0 |
|
S3 |
6,855.8 |
6,904.7 |
7,009.0 |
|
S4 |
6,779.3 |
6,828.2 |
6,987.9 |
|
|
Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,765.0 |
7,671.5 |
7,180.7 |
|
R3 |
7,491.0 |
7,397.5 |
7,105.4 |
|
R2 |
7,217.0 |
7,217.0 |
7,080.2 |
|
R1 |
7,123.5 |
7,123.5 |
7,055.1 |
7,170.3 |
PP |
6,943.0 |
6,943.0 |
6,943.0 |
6,966.4 |
S1 |
6,849.5 |
6,849.5 |
7,004.9 |
6,896.3 |
S2 |
6,669.0 |
6,669.0 |
6,979.8 |
|
S3 |
6,395.0 |
6,575.5 |
6,954.7 |
|
S4 |
6,121.0 |
6,301.5 |
6,879.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,036.5 |
6,762.5 |
274.0 |
3.9% |
78.2 |
1.1% |
98% |
True |
False |
529 |
10 |
7,036.5 |
6,554.0 |
482.5 |
6.9% |
96.1 |
1.4% |
99% |
True |
False |
5,876 |
20 |
7,198.0 |
6,554.0 |
644.0 |
9.2% |
112.7 |
1.6% |
74% |
False |
False |
3,563 |
40 |
7,198.0 |
6,554.0 |
644.0 |
9.2% |
77.6 |
1.1% |
74% |
False |
False |
1,870 |
60 |
7,198.0 |
6,554.0 |
644.0 |
9.2% |
73.5 |
1.0% |
74% |
False |
False |
1,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,361.6 |
2.618 |
7,236.8 |
1.618 |
7,160.3 |
1.000 |
7,113.0 |
0.618 |
7,083.8 |
HIGH |
7,036.5 |
0.618 |
7,007.3 |
0.500 |
6,998.3 |
0.382 |
6,989.2 |
LOW |
6,960.0 |
0.618 |
6,912.7 |
1.000 |
6,883.5 |
1.618 |
6,836.2 |
2.618 |
6,759.7 |
4.250 |
6,634.9 |
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