| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2006 |
31-Mar-2006 |
Change |
Change % |
Previous Week |
| Open |
11,216.34 |
11,151.34 |
-65.00 |
-0.6% |
11,280.13 |
| High |
11,259.16 |
11,191.36 |
-67.80 |
-0.6% |
11,281.77 |
| Low |
11,117.64 |
11,105.65 |
-11.99 |
-0.1% |
11,105.65 |
| Close |
11,150.70 |
11,109.32 |
-41.38 |
-0.4% |
11,109.32 |
| Range |
141.52 |
85.71 |
-55.81 |
-39.4% |
176.12 |
| ATR |
91.33 |
90.93 |
-0.40 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,392.57 |
11,336.66 |
11,156.46 |
|
| R3 |
11,306.86 |
11,250.95 |
11,132.89 |
|
| R2 |
11,221.15 |
11,221.15 |
11,125.03 |
|
| R1 |
11,165.24 |
11,165.24 |
11,117.18 |
11,150.34 |
| PP |
11,135.44 |
11,135.44 |
11,135.44 |
11,128.00 |
| S1 |
11,079.53 |
11,079.53 |
11,101.46 |
11,064.63 |
| S2 |
11,049.73 |
11,049.73 |
11,093.61 |
|
| S3 |
10,964.02 |
10,993.82 |
11,085.75 |
|
| S4 |
10,878.31 |
10,908.11 |
11,062.18 |
|
|
| Weekly Pivots for week ending 31-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,693.94 |
11,577.75 |
11,206.19 |
|
| R3 |
11,517.82 |
11,401.63 |
11,157.75 |
|
| R2 |
11,341.70 |
11,341.70 |
11,141.61 |
|
| R1 |
11,225.51 |
11,225.51 |
11,125.46 |
11,195.55 |
| PP |
11,165.58 |
11,165.58 |
11,165.58 |
11,150.60 |
| S1 |
11,049.39 |
11,049.39 |
11,093.18 |
11,019.43 |
| S2 |
10,989.46 |
10,989.46 |
11,077.03 |
|
| S3 |
10,813.34 |
10,873.27 |
11,060.89 |
|
| S4 |
10,637.22 |
10,697.15 |
11,012.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,281.77 |
11,105.65 |
176.12 |
1.6% |
100.80 |
0.9% |
2% |
False |
True |
|
| 10 |
11,334.96 |
11,105.65 |
229.31 |
2.1% |
93.05 |
0.8% |
2% |
False |
True |
|
| 20 |
11,334.96 |
10,922.73 |
412.23 |
3.7% |
88.63 |
0.8% |
45% |
False |
False |
|
| 40 |
11,334.96 |
10,737.67 |
597.29 |
5.4% |
89.81 |
0.8% |
62% |
False |
False |
|
| 60 |
11,334.96 |
10,661.15 |
673.81 |
6.1% |
89.33 |
0.8% |
67% |
False |
False |
|
| 80 |
11,334.96 |
10,661.15 |
673.81 |
6.1% |
88.84 |
0.8% |
67% |
False |
False |
|
| 100 |
11,334.96 |
10,519.40 |
815.56 |
7.3% |
86.61 |
0.8% |
72% |
False |
False |
|
| 120 |
11,334.96 |
10,156.50 |
1,178.46 |
10.6% |
90.49 |
0.8% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,555.63 |
|
2.618 |
11,415.75 |
|
1.618 |
11,330.04 |
|
1.000 |
11,277.07 |
|
0.618 |
11,244.33 |
|
HIGH |
11,191.36 |
|
0.618 |
11,158.62 |
|
0.500 |
11,148.51 |
|
0.382 |
11,138.39 |
|
LOW |
11,105.65 |
|
0.618 |
11,052.68 |
|
1.000 |
11,019.94 |
|
1.618 |
10,966.97 |
|
2.618 |
10,881.26 |
|
4.250 |
10,741.38 |
|
|