Day Change Summary |
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Previous |
Current |
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23-Mar-2007 |
26-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
12,460.50 |
12,480.37 |
19.87 |
0.2% |
12,110.41 |
High |
12,511.05 |
12,486.78 |
-24.27 |
-0.2% |
12,511.05 |
Low |
12,448.65 |
12,367.17 |
-81.48 |
-0.7% |
12,110.41 |
Close |
12,481.01 |
12,469.07 |
-11.94 |
-0.1% |
12,481.01 |
Range |
62.40 |
119.61 |
57.21 |
91.7% |
400.64 |
ATR |
124.82 |
124.45 |
-0.37 |
-0.3% |
0.00 |
Volume |
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Daily Pivots for day following 26-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,799.84 |
12,754.06 |
12,534.86 |
|
R3 |
12,680.23 |
12,634.45 |
12,501.96 |
|
R2 |
12,560.62 |
12,560.62 |
12,491.00 |
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R1 |
12,514.84 |
12,514.84 |
12,480.03 |
12,477.93 |
PP |
12,441.01 |
12,441.01 |
12,441.01 |
12,422.55 |
S1 |
12,395.23 |
12,395.23 |
12,458.11 |
12,358.32 |
S2 |
12,321.40 |
12,321.40 |
12,447.14 |
|
S3 |
12,201.79 |
12,275.62 |
12,436.18 |
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S4 |
12,082.18 |
12,156.01 |
12,403.28 |
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Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,569.41 |
13,425.85 |
12,701.36 |
|
R3 |
13,168.77 |
13,025.21 |
12,591.19 |
|
R2 |
12,768.13 |
12,768.13 |
12,554.46 |
|
R1 |
12,624.57 |
12,624.57 |
12,517.74 |
12,696.35 |
PP |
12,367.49 |
12,367.49 |
12,367.49 |
12,403.38 |
S1 |
12,223.93 |
12,223.93 |
12,444.28 |
12,295.71 |
S2 |
11,966.85 |
11,966.85 |
12,407.56 |
|
S3 |
11,566.21 |
11,823.29 |
12,370.83 |
|
S4 |
11,165.57 |
11,422.65 |
12,260.66 |
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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 |
12,511.05 |
12,213.11 |
297.94 |
2.4% |
109.53 |
0.9% |
86% |
False |
False |
|
10 |
12,511.05 |
11,939.61 |
571.44 |
4.6% |
130.18 |
1.0% |
93% |
False |
False |
|
20 |
12,629.38 |
11,939.61 |
689.77 |
5.5% |
154.99 |
1.2% |
77% |
False |
False |
|
40 |
12,795.93 |
11,939.61 |
856.32 |
6.9% |
116.98 |
0.9% |
62% |
False |
False |
|
60 |
12,795.93 |
11,939.61 |
856.32 |
6.9% |
109.49 |
0.9% |
62% |
False |
False |
|
80 |
12,795.93 |
11,939.61 |
856.32 |
6.9% |
103.34 |
0.8% |
62% |
False |
False |
|
100 |
12,795.93 |
11,939.61 |
856.32 |
6.9% |
99.97 |
0.8% |
62% |
False |
False |
|
120 |
12,795.93 |
11,653.06 |
1,142.87 |
9.2% |
96.88 |
0.8% |
71% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
12,995.12 |
2.618 |
12,799.92 |
1.618 |
12,680.31 |
1.000 |
12,606.39 |
0.618 |
12,560.70 |
HIGH |
12,486.78 |
0.618 |
12,441.09 |
0.500 |
12,426.98 |
0.382 |
12,412.86 |
LOW |
12,367.17 |
0.618 |
12,293.25 |
1.000 |
12,247.56 |
1.618 |
12,173.64 |
2.618 |
12,054.03 |
4.250 |
11,858.83 |
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