Day Change Summary |
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Previous |
Current |
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17-Mar-2006 |
20-Mar-2006 |
Change |
Change % |
Previous Week |
Open |
11,254.12 |
11,278.93 |
24.81 |
0.2% |
11,067.61 |
High |
11,290.07 |
11,308.39 |
18.32 |
0.2% |
11,290.07 |
Low |
11,254.12 |
11,259.80 |
5.68 |
0.1% |
11,056.33 |
Close |
11,279.65 |
11,274.53 |
-5.12 |
0.0% |
11,279.65 |
Range |
35.95 |
48.59 |
12.64 |
35.2% |
233.74 |
ATR |
86.22 |
83.53 |
-2.69 |
-3.1% |
0.00 |
Volume |
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Daily Pivots for day following 20-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,426.68 |
11,399.19 |
11,301.25 |
|
R3 |
11,378.09 |
11,350.60 |
11,287.89 |
|
R2 |
11,329.50 |
11,329.50 |
11,283.44 |
|
R1 |
11,302.01 |
11,302.01 |
11,278.98 |
11,291.46 |
PP |
11,280.91 |
11,280.91 |
11,280.91 |
11,275.63 |
S1 |
11,253.42 |
11,253.42 |
11,270.08 |
11,242.87 |
S2 |
11,232.32 |
11,232.32 |
11,265.62 |
|
S3 |
11,183.73 |
11,204.83 |
11,261.17 |
|
S4 |
11,135.14 |
11,156.24 |
11,247.81 |
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Weekly Pivots for week ending 17-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,909.90 |
11,828.52 |
11,408.21 |
|
R3 |
11,676.16 |
11,594.78 |
11,343.93 |
|
R2 |
11,442.42 |
11,442.42 |
11,322.50 |
|
R1 |
11,361.04 |
11,361.04 |
11,301.08 |
11,401.73 |
PP |
11,208.68 |
11,208.68 |
11,208.68 |
11,229.03 |
S1 |
11,127.30 |
11,127.30 |
11,258.22 |
11,167.99 |
S2 |
10,974.94 |
10,974.94 |
11,236.80 |
|
S3 |
10,741.20 |
10,893.56 |
11,215.37 |
|
S4 |
10,507.46 |
10,659.82 |
11,151.09 |
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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 |
11,308.39 |
11,058.65 |
249.74 |
2.2% |
69.39 |
0.6% |
86% |
True |
False |
|
10 |
11,308.39 |
10,922.73 |
385.66 |
3.4% |
78.28 |
0.7% |
91% |
True |
False |
|
20 |
11,308.39 |
10,922.73 |
385.66 |
3.4% |
84.82 |
0.8% |
91% |
True |
False |
|
40 |
11,308.39 |
10,666.35 |
642.04 |
5.7% |
88.00 |
0.8% |
95% |
True |
False |
|
60 |
11,308.39 |
10,661.15 |
647.24 |
5.7% |
87.17 |
0.8% |
95% |
True |
False |
|
80 |
11,308.39 |
10,661.15 |
647.24 |
5.7% |
87.13 |
0.8% |
95% |
True |
False |
|
100 |
11,308.39 |
10,230.00 |
1,078.39 |
9.6% |
86.66 |
0.8% |
97% |
True |
False |
|
120 |
11,308.39 |
10,156.50 |
1,151.89 |
10.2% |
90.77 |
0.8% |
97% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,514.90 |
2.618 |
11,435.60 |
1.618 |
11,387.01 |
1.000 |
11,356.98 |
0.618 |
11,338.42 |
HIGH |
11,308.39 |
0.618 |
11,289.83 |
0.500 |
11,284.10 |
0.382 |
11,278.36 |
LOW |
11,259.80 |
0.618 |
11,229.77 |
1.000 |
11,211.21 |
1.618 |
11,181.18 |
2.618 |
11,132.59 |
4.250 |
11,053.29 |
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