Day Change Summary |
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Previous |
Current |
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27-Mar-2007 |
28-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
12,468.59 |
12,396.49 |
-72.10 |
-0.6% |
12,110.41 |
High |
12,468.67 |
12,396.49 |
-72.18 |
-0.6% |
12,511.05 |
Low |
12,377.27 |
12,257.42 |
-119.85 |
-1.0% |
12,110.41 |
Close |
12,397.29 |
12,300.36 |
-96.93 |
-0.8% |
12,481.01 |
Range |
91.40 |
139.07 |
47.67 |
52.2% |
400.64 |
ATR |
122.11 |
123.38 |
1.27 |
1.0% |
0.00 |
Volume |
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Daily Pivots for day following 28-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,735.30 |
12,656.90 |
12,376.85 |
|
R3 |
12,596.23 |
12,517.83 |
12,338.60 |
|
R2 |
12,457.16 |
12,457.16 |
12,325.86 |
|
R1 |
12,378.76 |
12,378.76 |
12,313.11 |
12,348.43 |
PP |
12,318.09 |
12,318.09 |
12,318.09 |
12,302.92 |
S1 |
12,239.69 |
12,239.69 |
12,287.61 |
12,209.36 |
S2 |
12,179.02 |
12,179.02 |
12,274.86 |
|
S3 |
12,039.95 |
12,100.62 |
12,262.12 |
|
S4 |
11,900.88 |
11,961.55 |
12,223.87 |
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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 |
12,257.42 |
253.63 |
2.1% |
96.05 |
0.8% |
17% |
False |
True |
|
10 |
12,511.05 |
12,082.13 |
428.92 |
3.5% |
109.28 |
0.9% |
51% |
False |
False |
|
20 |
12,511.05 |
11,939.61 |
571.44 |
4.6% |
130.98 |
1.1% |
63% |
False |
False |
|
40 |
12,795.93 |
11,939.61 |
856.32 |
7.0% |
119.24 |
1.0% |
42% |
False |
False |
|
60 |
12,795.93 |
11,939.61 |
856.32 |
7.0% |
110.61 |
0.9% |
42% |
False |
False |
|
80 |
12,795.93 |
11,939.61 |
856.32 |
7.0% |
103.93 |
0.8% |
42% |
False |
False |
|
100 |
12,795.93 |
11,939.61 |
856.32 |
7.0% |
100.72 |
0.8% |
42% |
False |
False |
|
120 |
12,795.93 |
11,707.49 |
1,088.44 |
8.8% |
97.35 |
0.8% |
54% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
12,987.54 |
2.618 |
12,760.58 |
1.618 |
12,621.51 |
1.000 |
12,535.56 |
0.618 |
12,482.44 |
HIGH |
12,396.49 |
0.618 |
12,343.37 |
0.500 |
12,326.96 |
0.382 |
12,310.54 |
LOW |
12,257.42 |
0.618 |
12,171.47 |
1.000 |
12,118.35 |
1.618 |
12,032.40 |
2.618 |
11,893.33 |
4.250 |
11,666.37 |
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