| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2006 |
21-Mar-2006 |
Change |
Change % |
Previous Week |
| Open |
1,690.90 |
1,688.59 |
-2.31 |
-0.1% |
1,655.35 |
| High |
1,695.04 |
1,707.69 |
12.65 |
0.7% |
1,703.11 |
| Low |
1,684.16 |
1,671.20 |
-12.96 |
-0.8% |
1,650.93 |
| Close |
1,688.98 |
1,672.47 |
-16.51 |
-1.0% |
1,685.66 |
| Range |
10.88 |
36.49 |
25.61 |
235.4% |
52.18 |
| ATR |
20.93 |
22.04 |
1.11 |
5.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,793.26 |
1,769.35 |
1,692.54 |
|
| R3 |
1,756.77 |
1,732.86 |
1,682.50 |
|
| R2 |
1,720.28 |
1,720.28 |
1,679.16 |
|
| R1 |
1,696.37 |
1,696.37 |
1,675.81 |
1,690.08 |
| PP |
1,683.79 |
1,683.79 |
1,683.79 |
1,680.64 |
| S1 |
1,659.88 |
1,659.88 |
1,669.13 |
1,653.59 |
| S2 |
1,647.30 |
1,647.30 |
1,665.78 |
|
| S3 |
1,610.81 |
1,623.39 |
1,662.44 |
|
| S4 |
1,574.32 |
1,586.90 |
1,652.40 |
|
|
| 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 |
1,707.69 |
1,671.20 |
36.49 |
2.2% |
20.12 |
1.2% |
3% |
True |
True |
|
| 10 |
1,707.69 |
1,634.25 |
73.44 |
4.4% |
21.75 |
1.3% |
52% |
True |
False |
|
| 20 |
1,707.69 |
1,634.25 |
73.44 |
4.4% |
21.70 |
1.3% |
52% |
True |
False |
|
| 40 |
1,722.93 |
1,634.25 |
88.68 |
5.3% |
20.84 |
1.2% |
43% |
False |
False |
|
| 60 |
1,761.46 |
1,633.62 |
127.84 |
7.6% |
20.34 |
1.2% |
30% |
False |
False |
|
| 80 |
1,761.46 |
1,633.62 |
127.84 |
7.6% |
19.48 |
1.2% |
30% |
False |
False |
|
| 100 |
1,761.46 |
1,538.78 |
222.68 |
13.3% |
19.09 |
1.1% |
60% |
False |
False |
|
| 120 |
1,761.46 |
1,515.42 |
246.04 |
14.7% |
19.38 |
1.2% |
64% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,862.77 |
|
2.618 |
1,803.22 |
|
1.618 |
1,766.73 |
|
1.000 |
1,744.18 |
|
0.618 |
1,730.24 |
|
HIGH |
1,707.69 |
|
0.618 |
1,693.75 |
|
0.500 |
1,689.45 |
|
0.382 |
1,685.14 |
|
LOW |
1,671.20 |
|
0.618 |
1,648.65 |
|
1.000 |
1,634.71 |
|
1.618 |
1,612.16 |
|
2.618 |
1,575.67 |
|
4.250 |
1,516.12 |
|
|