| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2006 |
22-Mar-2006 |
Change |
Change % |
Previous Week |
| Open |
1,688.59 |
1,663.61 |
-24.98 |
-1.5% |
1,655.35 |
| High |
1,707.69 |
1,678.73 |
-28.96 |
-1.7% |
1,703.11 |
| Low |
1,671.20 |
1,662.56 |
-8.64 |
-0.5% |
1,650.93 |
| Close |
1,672.47 |
1,676.32 |
3.85 |
0.2% |
1,685.66 |
| Range |
36.49 |
16.17 |
-20.32 |
-55.7% |
52.18 |
| ATR |
22.04 |
21.62 |
-0.42 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,721.05 |
1,714.85 |
1,685.21 |
|
| R3 |
1,704.88 |
1,698.68 |
1,680.77 |
|
| R2 |
1,688.71 |
1,688.71 |
1,679.28 |
|
| R1 |
1,682.51 |
1,682.51 |
1,677.80 |
1,685.61 |
| PP |
1,672.54 |
1,672.54 |
1,672.54 |
1,674.09 |
| S1 |
1,666.34 |
1,666.34 |
1,674.84 |
1,669.44 |
| S2 |
1,656.37 |
1,656.37 |
1,673.36 |
|
| S3 |
1,640.20 |
1,650.17 |
1,671.87 |
|
| S4 |
1,624.03 |
1,634.00 |
1,667.43 |
|
|
| 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 |
1,662.56 |
45.13 |
2.7% |
20.39 |
1.2% |
30% |
False |
True |
|
| 10 |
1,707.69 |
1,634.25 |
73.44 |
4.4% |
21.16 |
1.3% |
57% |
False |
False |
|
| 20 |
1,707.69 |
1,634.25 |
73.44 |
4.4% |
20.98 |
1.3% |
57% |
False |
False |
|
| 40 |
1,722.93 |
1,634.25 |
88.68 |
5.3% |
20.87 |
1.2% |
47% |
False |
False |
|
| 60 |
1,761.46 |
1,633.62 |
127.84 |
7.6% |
20.38 |
1.2% |
33% |
False |
False |
|
| 80 |
1,761.46 |
1,633.62 |
127.84 |
7.6% |
19.51 |
1.2% |
33% |
False |
False |
|
| 100 |
1,761.46 |
1,538.78 |
222.68 |
13.3% |
19.05 |
1.1% |
62% |
False |
False |
|
| 120 |
1,761.46 |
1,515.42 |
246.04 |
14.7% |
19.39 |
1.2% |
65% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,747.45 |
|
2.618 |
1,721.06 |
|
1.618 |
1,704.89 |
|
1.000 |
1,694.90 |
|
0.618 |
1,688.72 |
|
HIGH |
1,678.73 |
|
0.618 |
1,672.55 |
|
0.500 |
1,670.65 |
|
0.382 |
1,668.74 |
|
LOW |
1,662.56 |
|
0.618 |
1,652.57 |
|
1.000 |
1,646.39 |
|
1.618 |
1,636.40 |
|
2.618 |
1,620.23 |
|
4.250 |
1,593.84 |
|
|