Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2008 |
27-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
5,399.0 |
5,380.0 |
-19.0 |
-0.4% |
5,164.0 |
High |
5,462.0 |
5,445.0 |
-17.0 |
-0.3% |
5,361.0 |
Low |
5,381.0 |
5,380.0 |
-1.0 |
0.0% |
5,090.0 |
Close |
5,456.0 |
5,424.0 |
-32.0 |
-0.6% |
5,178.0 |
Range |
81.0 |
65.0 |
-16.0 |
-19.8% |
271.0 |
ATR |
133.0 |
129.0 |
-4.1 |
-3.1% |
0.0 |
Volume |
23,256 |
16,875 |
-6,381 |
-27.4% |
237,333 |
|
Daily Pivots for day following 27-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,611.3 |
5,582.7 |
5,459.8 |
|
R3 |
5,546.3 |
5,517.7 |
5,441.9 |
|
R2 |
5,481.3 |
5,481.3 |
5,435.9 |
|
R1 |
5,452.7 |
5,452.7 |
5,430.0 |
5,467.0 |
PP |
5,416.3 |
5,416.3 |
5,416.3 |
5,423.5 |
S1 |
5,387.7 |
5,387.7 |
5,418.0 |
5,402.0 |
S2 |
5,351.3 |
5,351.3 |
5,412.1 |
|
S3 |
5,286.3 |
5,322.7 |
5,406.1 |
|
S4 |
5,221.3 |
5,257.7 |
5,388.3 |
|
|
Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,022.7 |
5,871.3 |
5,327.1 |
|
R3 |
5,751.7 |
5,600.3 |
5,252.5 |
|
R2 |
5,480.7 |
5,480.7 |
5,227.7 |
|
R1 |
5,329.3 |
5,329.3 |
5,202.8 |
5,405.0 |
PP |
5,209.7 |
5,209.7 |
5,209.7 |
5,247.5 |
S1 |
5,058.3 |
5,058.3 |
5,153.2 |
5,134.0 |
S2 |
4,938.7 |
4,938.7 |
5,128.3 |
|
S3 |
4,667.7 |
4,787.3 |
5,103.5 |
|
S4 |
4,396.7 |
4,516.3 |
5,029.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,462.0 |
5,173.0 |
289.0 |
5.3% |
71.4 |
1.3% |
87% |
False |
False |
29,113 |
10 |
5,462.0 |
5,090.0 |
372.0 |
6.9% |
87.6 |
1.6% |
90% |
False |
False |
33,076 |
20 |
5,816.0 |
5,090.0 |
726.0 |
13.4% |
81.2 |
1.5% |
46% |
False |
False |
16,821 |
40 |
5,880.0 |
5,090.0 |
790.0 |
14.6% |
66.7 |
1.2% |
42% |
False |
False |
8,449 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,721.3 |
2.618 |
5,615.2 |
1.618 |
5,550.2 |
1.000 |
5,510.0 |
0.618 |
5,485.2 |
HIGH |
5,445.0 |
0.618 |
5,420.2 |
0.500 |
5,412.5 |
0.382 |
5,404.8 |
LOW |
5,380.0 |
0.618 |
5,339.8 |
1.000 |
5,315.0 |
1.618 |
5,274.8 |
2.618 |
5,209.8 |
4.250 |
5,103.8 |
|
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