Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2008 |
20-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
1,770.75 |
1,725.50 |
-45.25 |
-2.6% |
1,710.00 |
High |
1,782.00 |
1,759.25 |
-22.75 |
-1.3% |
1,783.75 |
Low |
1,721.25 |
1,709.75 |
-11.50 |
-0.7% |
1,676.50 |
Close |
1,724.50 |
1,750.00 |
25.50 |
1.5% |
1,724.50 |
Range |
60.75 |
49.50 |
-11.25 |
-18.5% |
107.25 |
ATR |
54.20 |
53.86 |
-0.34 |
-0.6% |
0.00 |
Volume |
573,469 |
578,465 |
4,996 |
0.9% |
500,327 |
|
Daily Pivots for day following 20-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,888.25 |
1,868.50 |
1,777.25 |
|
R3 |
1,838.75 |
1,819.00 |
1,763.50 |
|
R2 |
1,789.25 |
1,789.25 |
1,759.00 |
|
R1 |
1,769.50 |
1,769.50 |
1,754.50 |
1,779.50 |
PP |
1,739.75 |
1,739.75 |
1,739.75 |
1,744.50 |
S1 |
1,720.00 |
1,720.00 |
1,745.50 |
1,730.00 |
S2 |
1,690.25 |
1,690.25 |
1,741.00 |
|
S3 |
1,640.75 |
1,670.50 |
1,736.50 |
|
S4 |
1,591.25 |
1,621.00 |
1,722.75 |
|
|
Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,050.00 |
1,994.50 |
1,783.50 |
|
R3 |
1,942.75 |
1,887.25 |
1,754.00 |
|
R2 |
1,835.50 |
1,835.50 |
1,744.25 |
|
R1 |
1,780.00 |
1,780.00 |
1,734.25 |
1,807.75 |
PP |
1,728.25 |
1,728.25 |
1,728.25 |
1,742.00 |
S1 |
1,672.75 |
1,672.75 |
1,714.75 |
1,700.50 |
S2 |
1,621.00 |
1,621.00 |
1,704.75 |
|
S3 |
1,513.75 |
1,565.50 |
1,695.00 |
|
S4 |
1,406.50 |
1,458.25 |
1,665.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,783.75 |
1,674.00 |
109.75 |
6.3% |
70.25 |
4.0% |
69% |
False |
False |
565,890 |
10 |
1,783.75 |
1,674.00 |
109.75 |
6.3% |
62.75 |
3.6% |
69% |
False |
False |
292,063 |
20 |
1,821.25 |
1,674.00 |
147.25 |
8.4% |
49.50 |
2.8% |
52% |
False |
False |
146,407 |
40 |
1,885.00 |
1,674.00 |
211.00 |
12.1% |
49.00 |
2.8% |
36% |
False |
False |
73,445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,969.50 |
2.618 |
1,888.75 |
1.618 |
1,839.25 |
1.000 |
1,808.75 |
0.618 |
1,789.75 |
HIGH |
1,759.25 |
0.618 |
1,740.25 |
0.500 |
1,734.50 |
0.382 |
1,728.75 |
LOW |
1,709.75 |
0.618 |
1,679.25 |
1.000 |
1,660.25 |
1.618 |
1,629.75 |
2.618 |
1,580.25 |
4.250 |
1,499.50 |
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