Day Change Summary |
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Previous |
Current |
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20-Mar-2007 |
21-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
12,226.81 |
12,288.98 |
62.17 |
0.5% |
12,275.68 |
High |
12,294.03 |
12,480.45 |
186.42 |
1.5% |
12,349.95 |
Low |
12,213.11 |
12,263.51 |
50.40 |
0.4% |
11,939.61 |
Close |
12,288.10 |
12,447.52 |
159.42 |
1.3% |
12,110.41 |
Range |
80.92 |
216.94 |
136.02 |
168.1% |
410.34 |
ATR |
128.03 |
134.38 |
6.35 |
5.0% |
0.00 |
Volume |
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Daily Pivots for day following 21-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,047.98 |
12,964.69 |
12,566.84 |
|
R3 |
12,831.04 |
12,747.75 |
12,507.18 |
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R2 |
12,614.10 |
12,614.10 |
12,487.29 |
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R1 |
12,530.81 |
12,530.81 |
12,467.41 |
12,572.46 |
PP |
12,397.16 |
12,397.16 |
12,397.16 |
12,417.98 |
S1 |
12,313.87 |
12,313.87 |
12,427.63 |
12,355.52 |
S2 |
12,180.22 |
12,180.22 |
12,407.75 |
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S3 |
11,963.28 |
12,096.93 |
12,387.86 |
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S4 |
11,746.34 |
11,879.99 |
12,328.20 |
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Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,364.34 |
13,147.72 |
12,336.10 |
|
R3 |
12,954.00 |
12,737.38 |
12,223.25 |
|
R2 |
12,543.66 |
12,543.66 |
12,185.64 |
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R1 |
12,327.04 |
12,327.04 |
12,148.02 |
12,230.18 |
PP |
12,133.32 |
12,133.32 |
12,133.32 |
12,084.90 |
S1 |
11,916.70 |
11,916.70 |
12,072.80 |
11,819.84 |
S2 |
11,722.98 |
11,722.98 |
12,035.18 |
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S3 |
11,312.64 |
11,506.36 |
11,997.57 |
|
S4 |
10,902.30 |
11,096.02 |
11,884.72 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,480.45 |
12,082.13 |
398.32 |
3.2% |
122.51 |
1.0% |
92% |
True |
False |
|
10 |
12,480.45 |
11,939.61 |
540.84 |
4.3% |
136.81 |
1.1% |
94% |
True |
False |
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20 |
12,763.73 |
11,939.61 |
824.12 |
6.6% |
155.30 |
1.2% |
62% |
False |
False |
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40 |
12,795.93 |
11,939.61 |
856.32 |
6.9% |
119.12 |
1.0% |
59% |
False |
False |
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60 |
12,795.93 |
11,939.61 |
856.32 |
6.9% |
109.45 |
0.9% |
59% |
False |
False |
|
80 |
12,795.93 |
11,939.61 |
856.32 |
6.9% |
103.87 |
0.8% |
59% |
False |
False |
|
100 |
12,795.93 |
11,939.61 |
856.32 |
6.9% |
99.75 |
0.8% |
59% |
False |
False |
|
120 |
12,795.93 |
11,653.06 |
1,142.87 |
9.2% |
96.41 |
0.8% |
70% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
13,402.45 |
2.618 |
13,048.40 |
1.618 |
12,831.46 |
1.000 |
12,697.39 |
0.618 |
12,614.52 |
HIGH |
12,480.45 |
0.618 |
12,397.58 |
0.500 |
12,371.98 |
0.382 |
12,346.38 |
LOW |
12,263.51 |
0.618 |
12,129.44 |
1.000 |
12,046.57 |
1.618 |
11,912.50 |
2.618 |
11,695.56 |
4.250 |
11,341.52 |
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