Day Change Summary |
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Previous |
Current |
|
|
|
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27-Mar-2007 |
28-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
7,005.0 |
6,950.5 |
-54.5 |
-0.8% |
6,773.0 |
High |
7,015.0 |
6,991.5 |
-23.5 |
-0.3% |
7,036.5 |
Low |
6,972.0 |
6,920.0 |
-52.0 |
-0.7% |
6,762.5 |
Close |
6,984.5 |
6,943.0 |
-41.5 |
-0.6% |
7,030.0 |
Range |
43.0 |
71.5 |
28.5 |
66.3% |
274.0 |
ATR |
105.6 |
103.2 |
-2.4 |
-2.3% |
0.0 |
Volume |
318 |
434 |
116 |
36.5% |
2,649 |
|
Daily Pivots for day following 28-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,166.0 |
7,126.0 |
6,982.3 |
|
R3 |
7,094.5 |
7,054.5 |
6,962.7 |
|
R2 |
7,023.0 |
7,023.0 |
6,956.1 |
|
R1 |
6,983.0 |
6,983.0 |
6,949.6 |
6,967.3 |
PP |
6,951.5 |
6,951.5 |
6,951.5 |
6,943.6 |
S1 |
6,911.5 |
6,911.5 |
6,936.4 |
6,895.8 |
S2 |
6,880.0 |
6,880.0 |
6,929.9 |
|
S3 |
6,808.5 |
6,840.0 |
6,923.3 |
|
S4 |
6,737.0 |
6,768.5 |
6,903.7 |
|
|
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 |
6,920.0 |
116.5 |
1.7% |
70.5 |
1.0% |
20% |
False |
True |
421 |
10 |
7,036.5 |
6,638.5 |
398.0 |
5.7% |
77.3 |
1.1% |
77% |
False |
False |
3,062 |
20 |
7,036.5 |
6,554.0 |
482.5 |
6.9% |
97.8 |
1.4% |
81% |
False |
False |
3,484 |
40 |
7,198.0 |
6,554.0 |
644.0 |
9.3% |
78.6 |
1.1% |
60% |
False |
False |
1,887 |
60 |
7,198.0 |
6,554.0 |
644.0 |
9.3% |
74.3 |
1.1% |
60% |
False |
False |
1,362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,295.4 |
2.618 |
7,178.7 |
1.618 |
7,107.2 |
1.000 |
7,063.0 |
0.618 |
7,035.7 |
HIGH |
6,991.5 |
0.618 |
6,964.2 |
0.500 |
6,955.8 |
0.382 |
6,947.3 |
LOW |
6,920.0 |
0.618 |
6,875.8 |
1.000 |
6,848.5 |
1.618 |
6,804.3 |
2.618 |
6,732.8 |
4.250 |
6,616.1 |
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