Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2007 |
02-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
6,364.5 |
6,386.0 |
21.5 |
0.3% |
6,400.5 |
High |
6,379.0 |
6,396.0 |
17.0 |
0.3% |
6,407.0 |
Low |
6,351.5 |
6,348.0 |
-3.5 |
-0.1% |
6,321.5 |
Close |
6,362.0 |
6,365.5 |
3.5 |
0.1% |
6,362.0 |
Range |
27.5 |
48.0 |
20.5 |
74.5% |
85.5 |
ATR |
53.5 |
53.1 |
-0.4 |
-0.7% |
0.0 |
Volume |
574 |
264 |
-310 |
-54.0% |
2,268 |
|
Daily Pivots for day following 02-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,514.0 |
6,487.5 |
6,392.0 |
|
R3 |
6,466.0 |
6,439.5 |
6,378.5 |
|
R2 |
6,418.0 |
6,418.0 |
6,374.5 |
|
R1 |
6,391.5 |
6,391.5 |
6,370.0 |
6,381.0 |
PP |
6,370.0 |
6,370.0 |
6,370.0 |
6,364.5 |
S1 |
6,343.5 |
6,343.5 |
6,361.0 |
6,333.0 |
S2 |
6,322.0 |
6,322.0 |
6,356.5 |
|
S3 |
6,274.0 |
6,295.5 |
6,352.5 |
|
S4 |
6,226.0 |
6,247.5 |
6,339.0 |
|
|
Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,620.0 |
6,576.5 |
6,409.0 |
|
R3 |
6,534.5 |
6,491.0 |
6,385.5 |
|
R2 |
6,449.0 |
6,449.0 |
6,377.5 |
|
R1 |
6,405.5 |
6,405.5 |
6,370.0 |
6,384.5 |
PP |
6,363.5 |
6,363.5 |
6,363.5 |
6,353.0 |
S1 |
6,320.0 |
6,320.0 |
6,354.0 |
6,299.0 |
S2 |
6,278.0 |
6,278.0 |
6,346.5 |
|
S3 |
6,192.5 |
6,234.5 |
6,338.5 |
|
S4 |
6,107.0 |
6,149.0 |
6,315.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,396.0 |
6,321.5 |
74.5 |
1.2% |
37.5 |
0.6% |
59% |
True |
False |
367 |
10 |
6,409.5 |
6,214.0 |
195.5 |
3.1% |
43.0 |
0.7% |
77% |
False |
False |
428 |
20 |
6,409.5 |
6,062.5 |
347.0 |
5.5% |
35.0 |
0.5% |
87% |
False |
False |
280 |
40 |
6,486.5 |
6,062.5 |
424.0 |
6.7% |
22.5 |
0.3% |
71% |
False |
False |
175 |
60 |
6,486.5 |
6,062.5 |
424.0 |
6.7% |
19.5 |
0.3% |
71% |
False |
False |
153 |
80 |
6,486.5 |
6,062.5 |
424.0 |
6.7% |
15.0 |
0.2% |
71% |
False |
False |
115 |
100 |
6,486.5 |
6,062.5 |
424.0 |
6.7% |
12.0 |
0.2% |
71% |
False |
False |
92 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,600.0 |
2.618 |
6,521.5 |
1.618 |
6,473.5 |
1.000 |
6,444.0 |
0.618 |
6,425.5 |
HIGH |
6,396.0 |
0.618 |
6,377.5 |
0.500 |
6,372.0 |
0.382 |
6,366.5 |
LOW |
6,348.0 |
0.618 |
6,318.5 |
1.000 |
6,300.0 |
1.618 |
6,270.5 |
2.618 |
6,222.5 |
4.250 |
6,144.0 |
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