Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2007 |
26-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,460.4 |
1,450.0 |
-10.4 |
-0.7% |
1,428.9 |
High |
1,460.4 |
1,462.5 |
2.1 |
0.1% |
1,462.2 |
Low |
1,460.4 |
1,447.4 |
-13.0 |
-0.9% |
1,428.9 |
Close |
1,460.4 |
1,458.7 |
-1.7 |
-0.1% |
1,460.4 |
Range |
0.0 |
15.1 |
15.1 |
|
33.3 |
ATR |
11.6 |
11.8 |
0.3 |
2.2% |
0.0 |
Volume |
889 |
425 |
-464 |
-52.2% |
980 |
|
Daily Pivots for day following 26-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,501.5 |
1,495.2 |
1,467.0 |
|
R3 |
1,486.4 |
1,480.1 |
1,462.9 |
|
R2 |
1,471.3 |
1,471.3 |
1,461.5 |
|
R1 |
1,465.0 |
1,465.0 |
1,460.1 |
1,468.2 |
PP |
1,456.2 |
1,456.2 |
1,456.2 |
1,457.8 |
S1 |
1,449.9 |
1,449.9 |
1,457.3 |
1,453.1 |
S2 |
1,441.1 |
1,441.1 |
1,455.9 |
|
S3 |
1,426.0 |
1,434.8 |
1,454.5 |
|
S4 |
1,410.9 |
1,419.7 |
1,450.4 |
|
|
Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,550.4 |
1,538.7 |
1,478.7 |
|
R3 |
1,517.1 |
1,505.4 |
1,469.6 |
|
R2 |
1,483.8 |
1,483.8 |
1,466.5 |
|
R1 |
1,472.1 |
1,472.1 |
1,463.5 |
1,478.0 |
PP |
1,450.5 |
1,450.5 |
1,450.5 |
1,453.4 |
S1 |
1,438.8 |
1,438.8 |
1,457.3 |
1,444.7 |
S2 |
1,417.2 |
1,417.2 |
1,454.3 |
|
S3 |
1,383.9 |
1,405.5 |
1,451.2 |
|
S4 |
1,350.6 |
1,372.2 |
1,442.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,462.5 |
1,436.5 |
26.0 |
1.8% |
4.3 |
0.3% |
85% |
True |
False |
280 |
10 |
1,462.5 |
1,388.4 |
74.1 |
5.1% |
7.1 |
0.5% |
95% |
True |
False |
195 |
20 |
1,462.5 |
1,388.4 |
74.1 |
5.1% |
7.1 |
0.5% |
95% |
True |
False |
116 |
40 |
1,489.2 |
1,388.4 |
100.8 |
6.9% |
4.7 |
0.3% |
70% |
False |
False |
153 |
60 |
1,489.2 |
1,388.4 |
100.8 |
6.9% |
3.6 |
0.2% |
70% |
False |
False |
264 |
80 |
1,489.2 |
1,388.4 |
100.8 |
6.9% |
3.1 |
0.2% |
70% |
False |
False |
350 |
100 |
1,489.2 |
1,388.4 |
100.8 |
6.9% |
2.6 |
0.2% |
70% |
False |
False |
303 |
120 |
1,489.2 |
1,377.5 |
111.7 |
7.7% |
2.2 |
0.2% |
73% |
False |
False |
260 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,526.7 |
2.618 |
1,502.0 |
1.618 |
1,486.9 |
1.000 |
1,477.6 |
0.618 |
1,471.8 |
HIGH |
1,462.5 |
0.618 |
1,456.7 |
0.500 |
1,455.0 |
0.382 |
1,453.2 |
LOW |
1,447.4 |
0.618 |
1,438.1 |
1.000 |
1,432.3 |
1.618 |
1,423.0 |
2.618 |
1,407.9 |
4.250 |
1,383.2 |
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