| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2006 |
23-Mar-2006 |
Change |
Change % |
Previous Week |
| Open |
1,663.61 |
1,672.12 |
8.51 |
0.5% |
1,655.35 |
| High |
1,678.73 |
1,676.28 |
-2.45 |
-0.1% |
1,703.11 |
| Low |
1,662.56 |
1,660.82 |
-1.74 |
-0.1% |
1,650.93 |
| Close |
1,676.32 |
1,670.73 |
-5.59 |
-0.3% |
1,685.66 |
| Range |
16.17 |
15.46 |
-0.71 |
-4.4% |
52.18 |
| ATR |
21.62 |
21.18 |
-0.44 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,715.66 |
1,708.65 |
1,679.23 |
|
| R3 |
1,700.20 |
1,693.19 |
1,674.98 |
|
| R2 |
1,684.74 |
1,684.74 |
1,673.56 |
|
| R1 |
1,677.73 |
1,677.73 |
1,672.15 |
1,673.51 |
| PP |
1,669.28 |
1,669.28 |
1,669.28 |
1,667.16 |
| S1 |
1,662.27 |
1,662.27 |
1,669.31 |
1,658.05 |
| S2 |
1,653.82 |
1,653.82 |
1,667.90 |
|
| S3 |
1,638.36 |
1,646.81 |
1,666.48 |
|
| S4 |
1,622.90 |
1,631.35 |
1,662.23 |
|
|
| 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 |
1,660.82 |
46.87 |
2.8% |
18.67 |
1.1% |
21% |
False |
True |
|
| 10 |
1,707.69 |
1,634.25 |
73.44 |
4.4% |
20.01 |
1.2% |
50% |
False |
False |
|
| 20 |
1,707.69 |
1,634.25 |
73.44 |
4.4% |
20.87 |
1.2% |
50% |
False |
False |
|
| 40 |
1,722.93 |
1,634.25 |
88.68 |
5.3% |
20.65 |
1.2% |
41% |
False |
False |
|
| 60 |
1,761.46 |
1,633.62 |
127.84 |
7.7% |
20.45 |
1.2% |
29% |
False |
False |
|
| 80 |
1,761.46 |
1,633.62 |
127.84 |
7.7% |
19.61 |
1.2% |
29% |
False |
False |
|
| 100 |
1,761.46 |
1,538.78 |
222.68 |
13.3% |
18.90 |
1.1% |
59% |
False |
False |
|
| 120 |
1,761.46 |
1,515.42 |
246.04 |
14.7% |
19.26 |
1.2% |
63% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,741.99 |
|
2.618 |
1,716.75 |
|
1.618 |
1,701.29 |
|
1.000 |
1,691.74 |
|
0.618 |
1,685.83 |
|
HIGH |
1,676.28 |
|
0.618 |
1,670.37 |
|
0.500 |
1,668.55 |
|
0.382 |
1,666.73 |
|
LOW |
1,660.82 |
|
0.618 |
1,651.27 |
|
1.000 |
1,645.36 |
|
1.618 |
1,635.81 |
|
2.618 |
1,620.35 |
|
4.250 |
1,595.12 |
|
|