Day Change Summary |
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Previous |
Current |
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22-Mar-2005 |
23-Mar-2005 |
Change |
Change % |
Previous Week |
Open |
10,565.40 |
10,470.60 |
-94.80 |
-0.9% |
10,773.90 |
High |
10,610.00 |
10,497.40 |
-112.60 |
-1.1% |
10,838.70 |
Low |
10,470.30 |
10,430.50 |
-39.80 |
-0.4% |
10,557.00 |
Close |
10,470.50 |
10,456.00 |
-14.50 |
-0.1% |
10,629.70 |
Range |
139.70 |
66.90 |
-72.80 |
-52.1% |
281.70 |
ATR |
95.40 |
93.36 |
-2.04 |
-2.1% |
0.00 |
Volume |
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Daily Pivots for day following 23-Mar-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,662.00 |
10,625.90 |
10,492.80 |
|
R3 |
10,595.10 |
10,559.00 |
10,474.40 |
|
R2 |
10,528.20 |
10,528.20 |
10,468.27 |
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R1 |
10,492.10 |
10,492.10 |
10,462.13 |
10,476.70 |
PP |
10,461.30 |
10,461.30 |
10,461.30 |
10,453.60 |
S1 |
10,425.20 |
10,425.20 |
10,449.87 |
10,409.80 |
S2 |
10,394.40 |
10,394.40 |
10,443.74 |
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S3 |
10,327.50 |
10,358.30 |
10,437.60 |
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S4 |
10,260.60 |
10,291.40 |
10,419.21 |
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Weekly Pivots for week ending 18-Mar-2005 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,520.23 |
11,356.67 |
10,784.64 |
|
R3 |
11,238.53 |
11,074.97 |
10,707.17 |
|
R2 |
10,956.83 |
10,956.83 |
10,681.35 |
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R1 |
10,793.27 |
10,793.27 |
10,655.52 |
10,734.20 |
PP |
10,675.13 |
10,675.13 |
10,675.13 |
10,645.60 |
S1 |
10,511.57 |
10,511.57 |
10,603.88 |
10,452.50 |
S2 |
10,393.43 |
10,393.43 |
10,578.06 |
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S3 |
10,111.73 |
10,229.87 |
10,552.23 |
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S4 |
9,830.03 |
9,948.17 |
10,474.77 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,658.60 |
10,430.50 |
228.10 |
2.2% |
92.00 |
0.9% |
11% |
False |
True |
|
10 |
10,875.50 |
10,430.50 |
445.00 |
4.3% |
94.29 |
0.9% |
6% |
False |
True |
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20 |
10,984.50 |
10,430.50 |
554.00 |
5.3% |
95.24 |
0.9% |
5% |
False |
True |
|
40 |
10,984.50 |
10,386.60 |
597.90 |
5.7% |
88.28 |
0.8% |
12% |
False |
False |
|
60 |
10,984.50 |
10,368.60 |
615.90 |
5.9% |
91.27 |
0.9% |
14% |
False |
False |
|
80 |
10,984.50 |
10,368.60 |
615.90 |
5.9% |
91.04 |
0.9% |
14% |
False |
False |
|
100 |
10,984.50 |
9,990.83 |
993.67 |
9.5% |
89.82 |
0.9% |
47% |
False |
False |
|
120 |
10,984.50 |
9,708.40 |
1,276.10 |
12.2% |
92.41 |
0.9% |
59% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
10,781.73 |
2.618 |
10,672.54 |
1.618 |
10,605.64 |
1.000 |
10,564.30 |
0.618 |
10,538.74 |
HIGH |
10,497.40 |
0.618 |
10,471.84 |
0.500 |
10,463.95 |
0.382 |
10,456.06 |
LOW |
10,430.50 |
0.618 |
10,389.16 |
1.000 |
10,363.60 |
1.618 |
10,322.26 |
2.618 |
10,255.36 |
4.250 |
10,146.18 |
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