| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2006 |
17-Mar-2006 |
Change |
Change % |
Previous Week |
| Open |
1,701.00 |
1,682.68 |
-18.32 |
-1.1% |
1,655.35 |
| High |
1,703.11 |
1,690.96 |
-12.15 |
-0.7% |
1,703.11 |
| Low |
1,679.05 |
1,676.63 |
-2.42 |
-0.1% |
1,650.93 |
| Close |
1,679.05 |
1,685.66 |
6.61 |
0.4% |
1,685.66 |
| Range |
24.06 |
14.33 |
-9.73 |
-40.4% |
52.18 |
| ATR |
22.27 |
21.70 |
-0.57 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,727.41 |
1,720.86 |
1,693.54 |
|
| R3 |
1,713.08 |
1,706.53 |
1,689.60 |
|
| R2 |
1,698.75 |
1,698.75 |
1,688.29 |
|
| R1 |
1,692.20 |
1,692.20 |
1,686.97 |
1,695.48 |
| PP |
1,684.42 |
1,684.42 |
1,684.42 |
1,686.05 |
| S1 |
1,677.87 |
1,677.87 |
1,684.35 |
1,681.15 |
| S2 |
1,670.09 |
1,670.09 |
1,683.03 |
|
| S3 |
1,655.76 |
1,663.54 |
1,681.72 |
|
| S4 |
1,641.43 |
1,649.21 |
1,677.78 |
|
|
| Weekly Pivots for week ending 17-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,836.44 |
1,813.23 |
1,714.36 |
|
| R3 |
1,784.26 |
1,761.05 |
1,700.01 |
|
| R2 |
1,732.08 |
1,732.08 |
1,695.23 |
|
| R1 |
1,708.87 |
1,708.87 |
1,690.44 |
1,720.48 |
| PP |
1,679.90 |
1,679.90 |
1,679.90 |
1,685.70 |
| S1 |
1,656.69 |
1,656.69 |
1,680.88 |
1,668.30 |
| S2 |
1,627.72 |
1,627.72 |
1,676.09 |
|
| S3 |
1,575.54 |
1,604.51 |
1,671.31 |
|
| S4 |
1,523.36 |
1,552.33 |
1,656.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,703.11 |
1,650.93 |
52.18 |
3.1% |
19.60 |
1.2% |
67% |
False |
False |
|
| 10 |
1,703.11 |
1,634.25 |
68.86 |
4.1% |
21.21 |
1.3% |
75% |
False |
False |
|
| 20 |
1,706.41 |
1,634.25 |
72.16 |
4.3% |
21.09 |
1.3% |
71% |
False |
False |
|
| 40 |
1,727.02 |
1,634.25 |
92.77 |
5.5% |
21.35 |
1.3% |
55% |
False |
False |
|
| 60 |
1,761.46 |
1,633.62 |
127.84 |
7.6% |
20.08 |
1.2% |
41% |
False |
False |
|
| 80 |
1,761.46 |
1,633.62 |
127.84 |
7.6% |
19.30 |
1.1% |
41% |
False |
False |
|
| 100 |
1,761.46 |
1,538.78 |
222.68 |
13.2% |
19.07 |
1.1% |
66% |
False |
False |
|
| 120 |
1,761.46 |
1,515.42 |
246.04 |
14.6% |
19.28 |
1.1% |
69% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,751.86 |
|
2.618 |
1,728.48 |
|
1.618 |
1,714.15 |
|
1.000 |
1,705.29 |
|
0.618 |
1,699.82 |
|
HIGH |
1,690.96 |
|
0.618 |
1,685.49 |
|
0.500 |
1,683.80 |
|
0.382 |
1,682.10 |
|
LOW |
1,676.63 |
|
0.618 |
1,667.77 |
|
1.000 |
1,662.30 |
|
1.618 |
1,653.44 |
|
2.618 |
1,639.11 |
|
4.250 |
1,615.73 |
|
|