Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2007 |
23-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
12,446.72 |
12,460.50 |
13.78 |
0.1% |
12,110.41 |
High |
12,476.28 |
12,511.05 |
34.77 |
0.3% |
12,511.05 |
Low |
12,408.51 |
12,448.65 |
40.14 |
0.3% |
12,110.41 |
Close |
12,461.14 |
12,481.01 |
19.87 |
0.2% |
12,481.01 |
Range |
67.77 |
62.40 |
-5.37 |
-7.9% |
400.64 |
ATR |
129.62 |
124.82 |
-4.80 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,667.44 |
12,636.62 |
12,515.33 |
|
R3 |
12,605.04 |
12,574.22 |
12,498.17 |
|
R2 |
12,542.64 |
12,542.64 |
12,492.45 |
|
R1 |
12,511.82 |
12,511.82 |
12,486.73 |
12,527.23 |
PP |
12,480.24 |
12,480.24 |
12,480.24 |
12,487.94 |
S1 |
12,449.42 |
12,449.42 |
12,475.29 |
12,464.83 |
S2 |
12,417.84 |
12,417.84 |
12,469.57 |
|
S3 |
12,355.44 |
12,387.02 |
12,463.85 |
|
S4 |
12,293.04 |
12,324.62 |
12,446.69 |
|
|
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 |
|
|
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 |
12,110.41 |
400.64 |
3.2% |
110.46 |
0.9% |
93% |
True |
False |
|
10 |
12,511.05 |
11,939.61 |
571.44 |
4.6% |
128.56 |
1.0% |
95% |
True |
False |
|
20 |
12,697.23 |
11,939.61 |
757.62 |
6.1% |
153.45 |
1.2% |
71% |
False |
False |
|
40 |
12,795.93 |
11,939.61 |
856.32 |
6.9% |
116.68 |
0.9% |
63% |
False |
False |
|
60 |
12,795.93 |
11,939.61 |
856.32 |
6.9% |
108.84 |
0.9% |
63% |
False |
False |
|
80 |
12,795.93 |
11,939.61 |
856.32 |
6.9% |
103.95 |
0.8% |
63% |
False |
False |
|
100 |
12,795.93 |
11,939.61 |
856.32 |
6.9% |
99.68 |
0.8% |
63% |
False |
False |
|
120 |
12,795.93 |
11,653.06 |
1,142.87 |
9.2% |
96.42 |
0.8% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,776.25 |
2.618 |
12,674.41 |
1.618 |
12,612.01 |
1.000 |
12,573.45 |
0.618 |
12,549.61 |
HIGH |
12,511.05 |
0.618 |
12,487.21 |
0.500 |
12,479.85 |
0.382 |
12,472.49 |
LOW |
12,448.65 |
0.618 |
12,410.09 |
1.000 |
12,386.25 |
1.618 |
12,347.69 |
2.618 |
12,285.29 |
4.250 |
12,183.45 |
|
|