Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2007 |
27-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
7,021.5 |
7,005.0 |
-16.5 |
-0.2% |
6,773.0 |
High |
7,032.0 |
7,015.0 |
-17.0 |
-0.2% |
7,036.5 |
Low |
6,933.0 |
6,972.0 |
39.0 |
0.6% |
6,762.5 |
Close |
6,959.0 |
6,984.5 |
25.5 |
0.4% |
7,030.0 |
Range |
99.0 |
43.0 |
-56.0 |
-56.6% |
274.0 |
ATR |
109.4 |
105.6 |
-3.8 |
-3.5% |
0.0 |
Volume |
268 |
318 |
50 |
18.7% |
2,649 |
|
Daily Pivots for day following 27-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,119.5 |
7,095.0 |
7,008.2 |
|
R3 |
7,076.5 |
7,052.0 |
6,996.3 |
|
R2 |
7,033.5 |
7,033.5 |
6,992.4 |
|
R1 |
7,009.0 |
7,009.0 |
6,988.4 |
6,999.8 |
PP |
6,990.5 |
6,990.5 |
6,990.5 |
6,985.9 |
S1 |
6,966.0 |
6,966.0 |
6,980.6 |
6,956.8 |
S2 |
6,947.5 |
6,947.5 |
6,976.6 |
|
S3 |
6,904.5 |
6,923.0 |
6,972.7 |
|
S4 |
6,861.5 |
6,880.0 |
6,960.9 |
|
|
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 |
6,818.0 |
218.5 |
3.1% |
84.5 |
1.2% |
76% |
False |
False |
424 |
10 |
7,036.5 |
6,554.0 |
482.5 |
6.9% |
83.9 |
1.2% |
89% |
False |
False |
4,451 |
20 |
7,036.5 |
6,554.0 |
482.5 |
6.9% |
98.8 |
1.4% |
89% |
False |
False |
3,486 |
40 |
7,198.0 |
6,554.0 |
644.0 |
9.2% |
78.6 |
1.1% |
67% |
False |
False |
1,879 |
60 |
7,198.0 |
6,554.0 |
644.0 |
9.2% |
74.2 |
1.1% |
67% |
False |
False |
1,364 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,197.8 |
2.618 |
7,127.6 |
1.618 |
7,084.6 |
1.000 |
7,058.0 |
0.618 |
7,041.6 |
HIGH |
7,015.0 |
0.618 |
6,998.6 |
0.500 |
6,993.5 |
0.382 |
6,988.4 |
LOW |
6,972.0 |
0.618 |
6,945.4 |
1.000 |
6,929.0 |
1.618 |
6,902.4 |
2.618 |
6,859.4 |
4.250 |
6,789.3 |
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