Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2008 |
27-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
1,825.75 |
1,807.75 |
-18.00 |
-1.0% |
1,721.00 |
High |
1,829.75 |
1,823.50 |
-6.25 |
-0.3% |
1,782.00 |
Low |
1,802.75 |
1,782.75 |
-20.00 |
-1.1% |
1,674.00 |
Close |
1,810.25 |
1,792.00 |
-18.25 |
-1.0% |
1,750.00 |
Range |
27.00 |
40.75 |
13.75 |
50.9% |
108.00 |
ATR |
52.04 |
51.24 |
-0.81 |
-1.6% |
0.00 |
Volume |
328,964 |
304,128 |
-24,836 |
-7.5% |
2,411,261 |
|
Daily Pivots for day following 27-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,921.75 |
1,897.50 |
1,814.50 |
|
R3 |
1,881.00 |
1,856.75 |
1,803.25 |
|
R2 |
1,840.25 |
1,840.25 |
1,799.50 |
|
R1 |
1,816.00 |
1,816.00 |
1,795.75 |
1,807.75 |
PP |
1,799.50 |
1,799.50 |
1,799.50 |
1,795.25 |
S1 |
1,775.25 |
1,775.25 |
1,788.25 |
1,767.00 |
S2 |
1,758.75 |
1,758.75 |
1,784.50 |
|
S3 |
1,718.00 |
1,734.50 |
1,780.75 |
|
S4 |
1,677.25 |
1,693.75 |
1,769.50 |
|
|
Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,059.25 |
2,012.75 |
1,809.50 |
|
R3 |
1,951.25 |
1,904.75 |
1,779.75 |
|
R2 |
1,843.25 |
1,843.25 |
1,769.75 |
|
R1 |
1,796.75 |
1,796.75 |
1,760.00 |
1,820.00 |
PP |
1,735.25 |
1,735.25 |
1,735.25 |
1,747.00 |
S1 |
1,688.75 |
1,688.75 |
1,740.00 |
1,712.00 |
S2 |
1,627.25 |
1,627.25 |
1,730.25 |
|
S3 |
1,519.25 |
1,580.75 |
1,720.25 |
|
S4 |
1,411.25 |
1,472.75 |
1,690.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,839.50 |
1,709.75 |
129.75 |
7.2% |
45.75 |
2.5% |
63% |
False |
False |
390,505 |
10 |
1,839.50 |
1,674.00 |
165.50 |
9.2% |
59.25 |
3.3% |
71% |
False |
False |
425,195 |
20 |
1,839.50 |
1,674.00 |
165.50 |
9.2% |
52.00 |
2.9% |
71% |
False |
False |
215,068 |
40 |
1,885.00 |
1,674.00 |
211.00 |
11.8% |
48.25 |
2.7% |
56% |
False |
False |
107,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,996.75 |
2.618 |
1,930.25 |
1.618 |
1,889.50 |
1.000 |
1,864.25 |
0.618 |
1,848.75 |
HIGH |
1,823.50 |
0.618 |
1,808.00 |
0.500 |
1,803.00 |
0.382 |
1,798.25 |
LOW |
1,782.75 |
0.618 |
1,757.50 |
1.000 |
1,742.00 |
1.618 |
1,716.75 |
2.618 |
1,676.00 |
4.250 |
1,609.50 |
|
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