Day Change Summary |
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Previous |
Current |
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26-Mar-2007 |
27-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
12,480.37 |
12,468.59 |
-11.78 |
-0.1% |
12,110.41 |
High |
12,486.78 |
12,468.67 |
-18.11 |
-0.1% |
12,511.05 |
Low |
12,367.17 |
12,377.27 |
10.10 |
0.1% |
12,110.41 |
Close |
12,469.07 |
12,397.29 |
-71.78 |
-0.6% |
12,481.01 |
Range |
119.61 |
91.40 |
-28.21 |
-23.6% |
400.64 |
ATR |
124.45 |
122.11 |
-2.33 |
-1.9% |
0.00 |
Volume |
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Daily Pivots for day following 27-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,688.61 |
12,634.35 |
12,447.56 |
|
R3 |
12,597.21 |
12,542.95 |
12,422.43 |
|
R2 |
12,505.81 |
12,505.81 |
12,414.05 |
|
R1 |
12,451.55 |
12,451.55 |
12,405.67 |
12,432.98 |
PP |
12,414.41 |
12,414.41 |
12,414.41 |
12,405.13 |
S1 |
12,360.15 |
12,360.15 |
12,388.91 |
12,341.58 |
S2 |
12,323.01 |
12,323.01 |
12,380.53 |
|
S3 |
12,231.61 |
12,268.75 |
12,372.16 |
|
S4 |
12,140.21 |
12,177.35 |
12,347.02 |
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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 |
12,263.51 |
247.54 |
2.0% |
111.62 |
0.9% |
54% |
False |
False |
|
10 |
12,511.05 |
11,939.61 |
571.44 |
4.6% |
115.71 |
0.9% |
80% |
False |
False |
|
20 |
12,511.05 |
11,939.61 |
571.44 |
4.6% |
132.39 |
1.1% |
80% |
False |
False |
|
40 |
12,795.93 |
11,939.61 |
856.32 |
6.9% |
117.73 |
0.9% |
53% |
False |
False |
|
60 |
12,795.93 |
11,939.61 |
856.32 |
6.9% |
109.15 |
0.9% |
53% |
False |
False |
|
80 |
12,795.93 |
11,939.61 |
856.32 |
6.9% |
103.52 |
0.8% |
53% |
False |
False |
|
100 |
12,795.93 |
11,939.61 |
856.32 |
6.9% |
100.21 |
0.8% |
53% |
False |
False |
|
120 |
12,795.93 |
11,653.06 |
1,142.87 |
9.2% |
97.07 |
0.8% |
65% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
12,857.12 |
2.618 |
12,707.96 |
1.618 |
12,616.56 |
1.000 |
12,560.07 |
0.618 |
12,525.16 |
HIGH |
12,468.67 |
0.618 |
12,433.76 |
0.500 |
12,422.97 |
0.382 |
12,412.18 |
LOW |
12,377.27 |
0.618 |
12,320.78 |
1.000 |
12,285.87 |
1.618 |
12,229.38 |
2.618 |
12,137.98 |
4.250 |
11,988.82 |
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