Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2008 |
20-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
5,283.0 |
5,224.0 |
-59.0 |
-1.1% |
5,261.0 |
High |
5,361.0 |
5,253.0 |
-108.0 |
-2.0% |
5,421.0 |
Low |
5,283.0 |
5,173.0 |
-110.0 |
-2.1% |
5,144.0 |
Close |
5,350.0 |
5,178.0 |
-172.0 |
-3.2% |
5,211.0 |
Range |
78.0 |
80.0 |
2.0 |
2.6% |
277.0 |
ATR |
125.7 |
129.3 |
3.7 |
2.9% |
0.0 |
Volume |
53,814 |
23,399 |
-30,415 |
-56.5% |
27,199 |
|
Daily Pivots for day following 20-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,441.3 |
5,389.7 |
5,222.0 |
|
R3 |
5,361.3 |
5,309.7 |
5,200.0 |
|
R2 |
5,281.3 |
5,281.3 |
5,192.7 |
|
R1 |
5,229.7 |
5,229.7 |
5,185.3 |
5,215.5 |
PP |
5,201.3 |
5,201.3 |
5,201.3 |
5,194.3 |
S1 |
5,149.7 |
5,149.7 |
5,170.7 |
5,135.5 |
S2 |
5,121.3 |
5,121.3 |
5,163.3 |
|
S3 |
5,041.3 |
5,069.7 |
5,156.0 |
|
S4 |
4,961.3 |
4,989.7 |
5,134.0 |
|
|
Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,089.7 |
5,927.3 |
5,363.4 |
|
R3 |
5,812.7 |
5,650.3 |
5,287.2 |
|
R2 |
5,535.7 |
5,535.7 |
5,261.8 |
|
R1 |
5,373.3 |
5,373.3 |
5,236.4 |
5,316.0 |
PP |
5,258.7 |
5,258.7 |
5,258.7 |
5,230.0 |
S1 |
5,096.3 |
5,096.3 |
5,185.6 |
5,039.0 |
S2 |
4,981.7 |
4,981.7 |
5,160.2 |
|
S3 |
4,704.7 |
4,819.3 |
5,134.8 |
|
S4 |
4,427.7 |
4,542.3 |
5,058.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,361.0 |
5,090.0 |
271.0 |
5.2% |
84.8 |
1.6% |
32% |
False |
False |
50,442 |
10 |
5,421.0 |
5,090.0 |
331.0 |
6.4% |
89.2 |
1.7% |
27% |
False |
False |
26,535 |
20 |
5,816.0 |
5,090.0 |
726.0 |
14.0% |
76.4 |
1.5% |
12% |
False |
False |
13,412 |
40 |
5,880.0 |
5,090.0 |
790.0 |
15.3% |
71.4 |
1.4% |
11% |
False |
False |
6,765 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,593.0 |
2.618 |
5,462.4 |
1.618 |
5,382.4 |
1.000 |
5,333.0 |
0.618 |
5,302.4 |
HIGH |
5,253.0 |
0.618 |
5,222.4 |
0.500 |
5,213.0 |
0.382 |
5,203.6 |
LOW |
5,173.0 |
0.618 |
5,123.6 |
1.000 |
5,093.0 |
1.618 |
5,043.6 |
2.618 |
4,963.6 |
4.250 |
4,833.0 |
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