| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2006 |
20-Mar-2006 |
Change |
Change % |
Previous Week |
| Open |
1,682.68 |
1,690.90 |
8.22 |
0.5% |
1,655.35 |
| High |
1,690.96 |
1,695.04 |
4.08 |
0.2% |
1,703.11 |
| Low |
1,676.63 |
1,684.16 |
7.53 |
0.4% |
1,650.93 |
| Close |
1,685.66 |
1,688.98 |
3.32 |
0.2% |
1,685.66 |
| Range |
14.33 |
10.88 |
-3.45 |
-24.1% |
52.18 |
| ATR |
21.70 |
20.93 |
-0.77 |
-3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,722.03 |
1,716.39 |
1,694.96 |
|
| R3 |
1,711.15 |
1,705.51 |
1,691.97 |
|
| R2 |
1,700.27 |
1,700.27 |
1,690.97 |
|
| R1 |
1,694.63 |
1,694.63 |
1,689.98 |
1,692.01 |
| PP |
1,689.39 |
1,689.39 |
1,689.39 |
1,688.09 |
| S1 |
1,683.75 |
1,683.75 |
1,687.98 |
1,681.13 |
| S2 |
1,678.51 |
1,678.51 |
1,686.99 |
|
| S3 |
1,667.63 |
1,672.87 |
1,685.99 |
|
| S4 |
1,656.75 |
1,661.99 |
1,683.00 |
|
|
| 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% |
19.22 |
1.1% |
73% |
False |
False |
|
| 10 |
1,703.11 |
1,634.25 |
68.86 |
4.1% |
19.72 |
1.2% |
79% |
False |
False |
|
| 20 |
1,706.41 |
1,634.25 |
72.16 |
4.3% |
21.17 |
1.3% |
76% |
False |
False |
|
| 40 |
1,722.93 |
1,634.25 |
88.68 |
5.3% |
20.30 |
1.2% |
62% |
False |
False |
|
| 60 |
1,761.46 |
1,633.62 |
127.84 |
7.6% |
20.02 |
1.2% |
43% |
False |
False |
|
| 80 |
1,761.46 |
1,633.62 |
127.84 |
7.6% |
19.26 |
1.1% |
43% |
False |
False |
|
| 100 |
1,761.46 |
1,538.78 |
222.68 |
13.2% |
18.89 |
1.1% |
67% |
False |
False |
|
| 120 |
1,761.46 |
1,515.42 |
246.04 |
14.6% |
19.20 |
1.1% |
71% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,741.28 |
|
2.618 |
1,723.52 |
|
1.618 |
1,712.64 |
|
1.000 |
1,705.92 |
|
0.618 |
1,701.76 |
|
HIGH |
1,695.04 |
|
0.618 |
1,690.88 |
|
0.500 |
1,689.60 |
|
0.382 |
1,688.32 |
|
LOW |
1,684.16 |
|
0.618 |
1,677.44 |
|
1.000 |
1,673.28 |
|
1.618 |
1,666.56 |
|
2.618 |
1,655.68 |
|
4.250 |
1,637.92 |
|
|