Day Change Summary |
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Previous |
Current |
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20-Mar-2006 |
21-Mar-2006 |
Change |
Change % |
Previous Week |
Open |
11,278.93 |
11,275.89 |
-3.04 |
0.0% |
11,067.61 |
High |
11,308.39 |
11,334.96 |
26.57 |
0.2% |
11,290.07 |
Low |
11,259.80 |
11,221.54 |
-38.26 |
-0.3% |
11,056.33 |
Close |
11,274.53 |
11,235.47 |
-39.06 |
-0.3% |
11,279.65 |
Range |
48.59 |
113.42 |
64.83 |
133.4% |
233.74 |
ATR |
83.53 |
85.67 |
2.13 |
2.6% |
0.00 |
Volume |
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Daily Pivots for day following 21-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,604.25 |
11,533.28 |
11,297.85 |
|
R3 |
11,490.83 |
11,419.86 |
11,266.66 |
|
R2 |
11,377.41 |
11,377.41 |
11,256.26 |
|
R1 |
11,306.44 |
11,306.44 |
11,245.87 |
11,285.22 |
PP |
11,263.99 |
11,263.99 |
11,263.99 |
11,253.38 |
S1 |
11,193.02 |
11,193.02 |
11,225.07 |
11,171.80 |
S2 |
11,150.57 |
11,150.57 |
11,214.68 |
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S3 |
11,037.15 |
11,079.60 |
11,204.28 |
|
S4 |
10,923.73 |
10,966.18 |
11,173.09 |
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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 |
11,334.96 |
11,138.93 |
196.03 |
1.7% |
71.53 |
0.6% |
49% |
True |
False |
|
10 |
11,334.96 |
10,922.73 |
412.23 |
3.7% |
83.60 |
0.7% |
76% |
True |
False |
|
20 |
11,334.96 |
10,922.73 |
412.23 |
3.7% |
86.00 |
0.8% |
76% |
True |
False |
|
40 |
11,334.96 |
10,672.60 |
662.36 |
5.9% |
89.07 |
0.8% |
85% |
True |
False |
|
60 |
11,334.96 |
10,661.15 |
673.81 |
6.0% |
87.48 |
0.8% |
85% |
True |
False |
|
80 |
11,334.96 |
10,661.15 |
673.81 |
6.0% |
87.42 |
0.8% |
85% |
True |
False |
|
100 |
11,334.96 |
10,230.00 |
1,104.96 |
9.8% |
86.84 |
0.8% |
91% |
True |
False |
|
120 |
11,334.96 |
10,156.50 |
1,178.46 |
10.5% |
91.05 |
0.8% |
92% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,817.00 |
2.618 |
11,631.89 |
1.618 |
11,518.47 |
1.000 |
11,448.38 |
0.618 |
11,405.05 |
HIGH |
11,334.96 |
0.618 |
11,291.63 |
0.500 |
11,278.25 |
0.382 |
11,264.87 |
LOW |
11,221.54 |
0.618 |
11,151.45 |
1.000 |
11,108.12 |
1.618 |
11,038.03 |
2.618 |
10,924.61 |
4.250 |
10,739.51 |
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