| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2006 |
13-Mar-2006 |
Change |
Change % |
Previous Week |
| Open |
10,972.92 |
11,067.61 |
94.69 |
0.9% |
11,022.47 |
| High |
11,098.99 |
11,116.68 |
17.69 |
0.2% |
11,098.99 |
| Low |
10,972.92 |
11,056.33 |
83.41 |
0.8% |
10,922.73 |
| Close |
11,076.34 |
11,076.02 |
-0.32 |
0.0% |
11,076.34 |
| Range |
126.07 |
60.35 |
-65.72 |
-52.1% |
176.26 |
| ATR |
93.12 |
90.78 |
-2.34 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,264.06 |
11,230.39 |
11,109.21 |
|
| R3 |
11,203.71 |
11,170.04 |
11,092.62 |
|
| R2 |
11,143.36 |
11,143.36 |
11,087.08 |
|
| R1 |
11,109.69 |
11,109.69 |
11,081.55 |
11,126.53 |
| PP |
11,083.01 |
11,083.01 |
11,083.01 |
11,091.43 |
| S1 |
11,049.34 |
11,049.34 |
11,070.49 |
11,066.18 |
| S2 |
11,022.66 |
11,022.66 |
11,064.96 |
|
| S3 |
10,962.31 |
10,988.99 |
11,059.42 |
|
| S4 |
10,901.96 |
10,928.64 |
11,042.83 |
|
|
| Weekly Pivots for week ending 10-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,561.47 |
11,495.16 |
11,173.28 |
|
| R3 |
11,385.21 |
11,318.90 |
11,124.81 |
|
| R2 |
11,208.95 |
11,208.95 |
11,108.65 |
|
| R1 |
11,142.64 |
11,142.64 |
11,092.50 |
11,175.80 |
| PP |
11,032.69 |
11,032.69 |
11,032.69 |
11,049.26 |
| S1 |
10,966.38 |
10,966.38 |
11,060.18 |
10,999.54 |
| S2 |
10,856.43 |
10,856.43 |
11,044.03 |
|
| S3 |
10,680.17 |
10,790.12 |
11,027.87 |
|
| S4 |
10,503.91 |
10,613.86 |
10,979.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,116.68 |
10,922.73 |
193.95 |
1.8% |
87.18 |
0.8% |
79% |
True |
False |
|
| 10 |
11,116.68 |
10,922.73 |
193.95 |
1.8% |
93.14 |
0.8% |
79% |
True |
False |
|
| 20 |
11,159.18 |
10,849.89 |
309.29 |
2.8% |
90.21 |
0.8% |
73% |
False |
False |
|
| 40 |
11,159.18 |
10,661.15 |
498.03 |
4.5% |
92.06 |
0.8% |
83% |
False |
False |
|
| 60 |
11,159.18 |
10,661.15 |
498.03 |
4.5% |
88.24 |
0.8% |
83% |
False |
False |
|
| 80 |
11,159.18 |
10,652.30 |
506.88 |
4.6% |
87.45 |
0.8% |
84% |
False |
False |
|
| 100 |
11,159.18 |
10,193.50 |
965.68 |
8.7% |
90.85 |
0.8% |
91% |
False |
False |
|
| 120 |
11,159.18 |
10,156.50 |
1,002.68 |
9.1% |
92.24 |
0.8% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,373.17 |
|
2.618 |
11,274.68 |
|
1.618 |
11,214.33 |
|
1.000 |
11,177.03 |
|
0.618 |
11,153.98 |
|
HIGH |
11,116.68 |
|
0.618 |
11,093.63 |
|
0.500 |
11,086.51 |
|
0.382 |
11,079.38 |
|
LOW |
11,056.33 |
|
0.618 |
11,019.03 |
|
1.000 |
10,995.98 |
|
1.618 |
10,958.68 |
|
2.618 |
10,898.33 |
|
4.250 |
10,799.84 |
|
|