| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2005 |
16-Mar-2005 |
Change |
Change % |
Previous Week |
| Open |
1,520.26 |
1,497.40 |
-22.86 |
-1.5% |
1,524.04 |
| High |
1,520.43 |
1,508.16 |
-12.27 |
-0.8% |
1,552.53 |
| Low |
1,500.88 |
1,482.62 |
-18.26 |
-1.2% |
1,501.99 |
| Close |
1,502.06 |
1,486.23 |
-15.83 |
-1.1% |
1,505.64 |
| Range |
19.55 |
25.54 |
5.99 |
30.6% |
50.54 |
| ATR |
22.00 |
22.25 |
0.25 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Mar-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,568.96 |
1,553.13 |
1,500.28 |
|
| R3 |
1,543.42 |
1,527.59 |
1,493.25 |
|
| R2 |
1,517.88 |
1,517.88 |
1,490.91 |
|
| R1 |
1,502.05 |
1,502.05 |
1,488.57 |
1,497.20 |
| PP |
1,492.34 |
1,492.34 |
1,492.34 |
1,489.91 |
| S1 |
1,476.51 |
1,476.51 |
1,483.89 |
1,471.66 |
| S2 |
1,466.80 |
1,466.80 |
1,481.55 |
|
| S3 |
1,441.26 |
1,450.97 |
1,479.21 |
|
| S4 |
1,415.72 |
1,425.43 |
1,472.18 |
|
|
| Weekly Pivots for week ending 11-Mar-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,671.67 |
1,639.20 |
1,533.44 |
|
| R3 |
1,621.13 |
1,588.66 |
1,519.54 |
|
| R2 |
1,570.59 |
1,570.59 |
1,514.91 |
|
| R1 |
1,538.12 |
1,538.12 |
1,510.27 |
1,529.09 |
| PP |
1,520.05 |
1,520.05 |
1,520.05 |
1,515.54 |
| S1 |
1,487.58 |
1,487.58 |
1,501.01 |
1,478.55 |
| S2 |
1,469.51 |
1,469.51 |
1,496.37 |
|
| S3 |
1,418.97 |
1,437.04 |
1,491.74 |
|
| S4 |
1,368.43 |
1,386.50 |
1,477.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,533.85 |
1,482.62 |
51.23 |
3.4% |
22.59 |
1.5% |
7% |
False |
True |
|
| 10 |
1,552.53 |
1,482.62 |
69.91 |
4.7% |
22.30 |
1.5% |
5% |
False |
True |
|
| 20 |
1,552.53 |
1,482.62 |
69.91 |
4.7% |
21.27 |
1.4% |
5% |
False |
True |
|
| 40 |
1,573.02 |
1,480.66 |
92.36 |
6.2% |
20.75 |
1.4% |
6% |
False |
False |
|
| 60 |
1,635.45 |
1,480.66 |
154.79 |
10.4% |
20.50 |
1.4% |
4% |
False |
False |
|
| 80 |
1,635.70 |
1,480.66 |
155.04 |
10.4% |
20.64 |
1.4% |
4% |
False |
False |
|
| 100 |
1,635.70 |
1,423.98 |
211.72 |
14.2% |
20.61 |
1.4% |
29% |
False |
False |
|
| 120 |
1,635.70 |
1,376.99 |
258.71 |
17.4% |
20.66 |
1.4% |
42% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,616.71 |
|
2.618 |
1,575.02 |
|
1.618 |
1,549.48 |
|
1.000 |
1,533.70 |
|
0.618 |
1,523.94 |
|
HIGH |
1,508.16 |
|
0.618 |
1,498.40 |
|
0.500 |
1,495.39 |
|
0.382 |
1,492.38 |
|
LOW |
1,482.62 |
|
0.618 |
1,466.84 |
|
1.000 |
1,457.08 |
|
1.618 |
1,441.30 |
|
2.618 |
1,415.76 |
|
4.250 |
1,374.08 |
|
|