| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2007 |
05-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
6,430.0 |
6,415.5 |
-14.5 |
-0.2% |
6,400.5 |
| High |
6,430.0 |
6,463.5 |
33.5 |
0.5% |
6,407.0 |
| Low |
6,402.0 |
6,413.5 |
11.5 |
0.2% |
6,321.5 |
| Close |
6,422.5 |
6,447.5 |
25.0 |
0.4% |
6,362.0 |
| Range |
28.0 |
50.0 |
22.0 |
78.6% |
85.5 |
| ATR |
51.9 |
51.8 |
-0.1 |
-0.3% |
0.0 |
| Volume |
186 |
488 |
302 |
162.4% |
2,268 |
|
| Daily Pivots for day following 05-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,591.5 |
6,569.5 |
6,475.0 |
|
| R3 |
6,541.5 |
6,519.5 |
6,461.0 |
|
| R2 |
6,491.5 |
6,491.5 |
6,456.5 |
|
| R1 |
6,469.5 |
6,469.5 |
6,452.0 |
6,480.5 |
| PP |
6,441.5 |
6,441.5 |
6,441.5 |
6,447.0 |
| S1 |
6,419.5 |
6,419.5 |
6,443.0 |
6,430.5 |
| S2 |
6,391.5 |
6,391.5 |
6,438.5 |
|
| S3 |
6,341.5 |
6,369.5 |
6,434.0 |
|
| S4 |
6,291.5 |
6,319.5 |
6,420.0 |
|
|
| 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 |
6,463.5 |
6,348.0 |
115.5 |
1.8% |
39.0 |
0.6% |
86% |
True |
False |
352 |
| 10 |
6,463.5 |
6,321.5 |
142.0 |
2.2% |
39.5 |
0.6% |
89% |
True |
False |
371 |
| 20 |
6,463.5 |
6,062.5 |
401.0 |
6.2% |
40.0 |
0.6% |
96% |
True |
False |
285 |
| 40 |
6,486.5 |
6,062.5 |
424.0 |
6.6% |
25.0 |
0.4% |
91% |
False |
False |
198 |
| 60 |
6,486.5 |
6,062.5 |
424.0 |
6.6% |
19.5 |
0.3% |
91% |
False |
False |
168 |
| 80 |
6,486.5 |
6,062.5 |
424.0 |
6.6% |
16.5 |
0.3% |
91% |
False |
False |
127 |
| 100 |
6,486.5 |
6,062.5 |
424.0 |
6.6% |
13.0 |
0.2% |
91% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,676.0 |
|
2.618 |
6,594.5 |
|
1.618 |
6,544.5 |
|
1.000 |
6,513.5 |
|
0.618 |
6,494.5 |
|
HIGH |
6,463.5 |
|
0.618 |
6,444.5 |
|
0.500 |
6,438.5 |
|
0.382 |
6,432.5 |
|
LOW |
6,413.5 |
|
0.618 |
6,382.5 |
|
1.000 |
6,363.5 |
|
1.618 |
6,332.5 |
|
2.618 |
6,282.5 |
|
4.250 |
6,201.0 |
|
|