| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2006 |
06-Apr-2006 |
Change |
Change % |
Previous Week |
| Open |
11,203.21 |
11,233.01 |
29.80 |
0.3% |
11,280.13 |
| High |
11,250.99 |
11,246.91 |
-4.08 |
0.0% |
11,281.77 |
| Low |
11,169.35 |
11,167.03 |
-2.32 |
0.0% |
11,105.65 |
| Close |
11,239.55 |
11,216.50 |
-23.05 |
-0.2% |
11,109.32 |
| Range |
81.64 |
79.88 |
-1.76 |
-2.2% |
176.12 |
| ATR |
94.03 |
93.02 |
-1.01 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,449.79 |
11,413.02 |
11,260.43 |
|
| R3 |
11,369.91 |
11,333.14 |
11,238.47 |
|
| R2 |
11,290.03 |
11,290.03 |
11,231.14 |
|
| R1 |
11,253.26 |
11,253.26 |
11,223.82 |
11,231.71 |
| PP |
11,210.15 |
11,210.15 |
11,210.15 |
11,199.37 |
| S1 |
11,173.38 |
11,173.38 |
11,209.18 |
11,151.83 |
| S2 |
11,130.27 |
11,130.27 |
11,201.86 |
|
| S3 |
11,050.39 |
11,093.50 |
11,194.53 |
|
| S4 |
10,970.51 |
11,013.62 |
11,172.57 |
|
|
| 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 |
11,250.99 |
11,105.65 |
145.34 |
1.3% |
97.10 |
0.9% |
76% |
False |
False |
|
| 10 |
11,316.09 |
11,105.65 |
210.44 |
1.9% |
97.58 |
0.9% |
53% |
False |
False |
|
| 20 |
11,334.96 |
10,972.92 |
362.04 |
3.2% |
90.75 |
0.8% |
67% |
False |
False |
|
| 40 |
11,334.96 |
10,820.20 |
514.76 |
4.6% |
91.35 |
0.8% |
77% |
False |
False |
|
| 60 |
11,334.96 |
10,661.15 |
673.81 |
6.0% |
91.03 |
0.8% |
82% |
False |
False |
|
| 80 |
11,334.96 |
10,661.15 |
673.81 |
6.0% |
89.00 |
0.8% |
82% |
False |
False |
|
| 100 |
11,334.96 |
10,637.40 |
697.56 |
6.2% |
87.19 |
0.8% |
83% |
False |
False |
|
| 120 |
11,334.96 |
10,193.50 |
1,141.46 |
10.2% |
90.72 |
0.8% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,586.40 |
|
2.618 |
11,456.04 |
|
1.618 |
11,376.16 |
|
1.000 |
11,326.79 |
|
0.618 |
11,296.28 |
|
HIGH |
11,246.91 |
|
0.618 |
11,216.40 |
|
0.500 |
11,206.97 |
|
0.382 |
11,197.54 |
|
LOW |
11,167.03 |
|
0.618 |
11,117.66 |
|
1.000 |
11,087.15 |
|
1.618 |
11,037.78 |
|
2.618 |
10,957.90 |
|
4.250 |
10,827.54 |
|
|