| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2007 |
06-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
6,415.5 |
6,415.5 |
0.0 |
0.0% |
6,386.0 |
| High |
6,463.5 |
6,463.5 |
0.0 |
0.0% |
6,463.5 |
| Low |
6,413.5 |
6,413.5 |
0.0 |
0.0% |
6,348.0 |
| Close |
6,447.5 |
6,459.0 |
11.5 |
0.2% |
6,459.0 |
| Range |
50.0 |
50.0 |
0.0 |
0.0% |
115.5 |
| ATR |
51.8 |
51.7 |
-0.1 |
-0.2% |
0.0 |
| Volume |
488 |
488 |
0 |
0.0% |
1,674 |
|
| Daily Pivots for day following 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,595.5 |
6,577.0 |
6,486.5 |
|
| R3 |
6,545.5 |
6,527.0 |
6,473.0 |
|
| R2 |
6,495.5 |
6,495.5 |
6,468.0 |
|
| R1 |
6,477.0 |
6,477.0 |
6,463.5 |
6,486.0 |
| PP |
6,445.5 |
6,445.5 |
6,445.5 |
6,450.0 |
| S1 |
6,427.0 |
6,427.0 |
6,454.5 |
6,436.0 |
| S2 |
6,395.5 |
6,395.5 |
6,450.0 |
|
| S3 |
6,345.5 |
6,377.0 |
6,445.0 |
|
| S4 |
6,295.5 |
6,327.0 |
6,431.5 |
|
|
| Weekly Pivots for week ending 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,770.0 |
6,730.0 |
6,522.5 |
|
| R3 |
6,654.5 |
6,614.5 |
6,491.0 |
|
| R2 |
6,539.0 |
6,539.0 |
6,480.0 |
|
| R1 |
6,499.0 |
6,499.0 |
6,469.5 |
6,519.0 |
| PP |
6,423.5 |
6,423.5 |
6,423.5 |
6,433.5 |
| S1 |
6,383.5 |
6,383.5 |
6,448.5 |
6,403.5 |
| S2 |
6,308.0 |
6,308.0 |
6,438.0 |
|
| S3 |
6,192.5 |
6,268.0 |
6,427.0 |
|
| S4 |
6,077.0 |
6,152.5 |
6,395.5 |
|
|
| 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% |
43.5 |
0.7% |
96% |
True |
False |
334 |
| 10 |
6,463.5 |
6,321.5 |
142.0 |
2.2% |
40.5 |
0.6% |
97% |
True |
False |
394 |
| 20 |
6,463.5 |
6,062.5 |
401.0 |
6.2% |
42.5 |
0.7% |
99% |
True |
False |
306 |
| 40 |
6,486.5 |
6,062.5 |
424.0 |
6.6% |
26.0 |
0.4% |
94% |
False |
False |
210 |
| 60 |
6,486.5 |
6,062.5 |
424.0 |
6.6% |
20.0 |
0.3% |
94% |
False |
False |
176 |
| 80 |
6,486.5 |
6,062.5 |
424.0 |
6.6% |
17.0 |
0.3% |
94% |
False |
False |
133 |
| 100 |
6,486.5 |
6,062.5 |
424.0 |
6.6% |
13.5 |
0.2% |
94% |
False |
False |
106 |
|
|
|
| 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 |
|
|