| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2006 |
27-Mar-2006 |
Change |
Change % |
Previous Week |
| Open |
11,270.61 |
11,280.13 |
9.52 |
0.1% |
11,278.93 |
| High |
11,316.09 |
11,280.45 |
-35.64 |
-0.3% |
11,334.96 |
| Low |
11,244.03 |
11,229.86 |
-14.17 |
-0.1% |
11,221.54 |
| Close |
11,279.97 |
11,250.11 |
-29.86 |
-0.3% |
11,279.97 |
| Range |
72.06 |
50.59 |
-21.47 |
-29.8% |
113.42 |
| ATR |
86.02 |
83.49 |
-2.53 |
-2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,405.24 |
11,378.27 |
11,277.93 |
|
| R3 |
11,354.65 |
11,327.68 |
11,264.02 |
|
| R2 |
11,304.06 |
11,304.06 |
11,259.38 |
|
| R1 |
11,277.09 |
11,277.09 |
11,254.75 |
11,265.28 |
| PP |
11,253.47 |
11,253.47 |
11,253.47 |
11,247.57 |
| S1 |
11,226.50 |
11,226.50 |
11,245.47 |
11,214.69 |
| S2 |
11,202.88 |
11,202.88 |
11,240.84 |
|
| S3 |
11,152.29 |
11,175.91 |
11,236.20 |
|
| S4 |
11,101.70 |
11,125.32 |
11,222.29 |
|
|
| Weekly Pivots for week ending 24-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,619.08 |
11,562.95 |
11,342.35 |
|
| R3 |
11,505.66 |
11,449.53 |
11,311.16 |
|
| R2 |
11,392.24 |
11,392.24 |
11,300.76 |
|
| R1 |
11,336.11 |
11,336.11 |
11,290.37 |
11,364.18 |
| PP |
11,278.82 |
11,278.82 |
11,278.82 |
11,292.86 |
| S1 |
11,222.69 |
11,222.69 |
11,269.57 |
11,250.76 |
| S2 |
11,165.40 |
11,165.40 |
11,259.18 |
|
| S3 |
11,051.98 |
11,109.27 |
11,248.78 |
|
| S4 |
10,938.56 |
10,995.85 |
11,217.59 |
|
|
| 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 |
11,221.54 |
113.42 |
1.0% |
85.70 |
0.8% |
25% |
False |
False |
|
| 10 |
11,334.96 |
11,058.65 |
276.31 |
2.5% |
77.54 |
0.7% |
69% |
False |
False |
|
| 20 |
11,334.96 |
10,922.73 |
412.23 |
3.7% |
85.34 |
0.8% |
79% |
False |
False |
|
| 40 |
11,334.96 |
10,737.67 |
597.29 |
5.3% |
87.02 |
0.8% |
86% |
False |
False |
|
| 60 |
11,334.96 |
10,661.15 |
673.81 |
6.0% |
87.73 |
0.8% |
87% |
False |
False |
|
| 80 |
11,334.96 |
10,661.15 |
673.81 |
6.0% |
87.87 |
0.8% |
87% |
False |
False |
|
| 100 |
11,334.96 |
10,388.80 |
946.16 |
8.4% |
85.25 |
0.8% |
91% |
False |
False |
|
| 120 |
11,334.96 |
10,156.50 |
1,178.46 |
10.5% |
90.65 |
0.8% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,495.46 |
|
2.618 |
11,412.89 |
|
1.618 |
11,362.30 |
|
1.000 |
11,331.04 |
|
0.618 |
11,311.71 |
|
HIGH |
11,280.45 |
|
0.618 |
11,261.12 |
|
0.500 |
11,255.16 |
|
0.382 |
11,249.19 |
|
LOW |
11,229.86 |
|
0.618 |
11,198.60 |
|
1.000 |
11,179.27 |
|
1.618 |
11,148.01 |
|
2.618 |
11,097.42 |
|
4.250 |
11,014.85 |
|
|