Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2007 |
28-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,454.0 |
1,444.0 |
-10.0 |
-0.7% |
1,428.9 |
High |
1,454.0 |
1,449.5 |
-4.5 |
-0.3% |
1,462.2 |
Low |
1,454.0 |
1,439.0 |
-15.0 |
-1.0% |
1,428.9 |
Close |
1,454.0 |
1,442.7 |
-11.3 |
-0.8% |
1,460.4 |
Range |
0.0 |
10.5 |
10.5 |
|
33.3 |
ATR |
11.3 |
11.6 |
0.3 |
2.3% |
0.0 |
Volume |
422 |
191 |
-231 |
-54.7% |
980 |
|
Daily Pivots for day following 28-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,475.2 |
1,469.5 |
1,448.5 |
|
R3 |
1,464.7 |
1,459.0 |
1,445.6 |
|
R2 |
1,454.2 |
1,454.2 |
1,444.6 |
|
R1 |
1,448.5 |
1,448.5 |
1,443.7 |
1,446.1 |
PP |
1,443.7 |
1,443.7 |
1,443.7 |
1,442.6 |
S1 |
1,438.0 |
1,438.0 |
1,441.7 |
1,435.6 |
S2 |
1,433.2 |
1,433.2 |
1,440.8 |
|
S3 |
1,422.7 |
1,427.5 |
1,439.8 |
|
S4 |
1,412.2 |
1,417.0 |
1,436.9 |
|
|
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 |
1,439.0 |
23.5 |
1.6% |
6.4 |
0.4% |
16% |
False |
True |
403 |
10 |
1,462.5 |
1,409.5 |
53.0 |
3.7% |
4.4 |
0.3% |
63% |
False |
False |
208 |
20 |
1,462.5 |
1,388.4 |
74.1 |
5.1% |
6.2 |
0.4% |
73% |
False |
False |
141 |
40 |
1,489.2 |
1,388.4 |
100.8 |
7.0% |
5.0 |
0.3% |
54% |
False |
False |
167 |
60 |
1,489.2 |
1,388.4 |
100.8 |
7.0% |
3.7 |
0.3% |
54% |
False |
False |
239 |
80 |
1,489.2 |
1,388.4 |
100.8 |
7.0% |
3.3 |
0.2% |
54% |
False |
False |
358 |
100 |
1,489.2 |
1,388.4 |
100.8 |
7.0% |
2.7 |
0.2% |
54% |
False |
False |
308 |
120 |
1,489.2 |
1,388.4 |
100.8 |
7.0% |
2.3 |
0.2% |
54% |
False |
False |
265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,494.1 |
2.618 |
1,477.0 |
1.618 |
1,466.5 |
1.000 |
1,460.0 |
0.618 |
1,456.0 |
HIGH |
1,449.5 |
0.618 |
1,445.5 |
0.500 |
1,444.3 |
0.382 |
1,443.0 |
LOW |
1,439.0 |
0.618 |
1,432.5 |
1.000 |
1,428.5 |
1.618 |
1,422.0 |
2.618 |
1,411.5 |
4.250 |
1,394.4 |
|
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