| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2006 |
24-Mar-2006 |
Change |
Change % |
Previous Week |
| Open |
1,672.12 |
1,677.09 |
4.97 |
0.3% |
1,690.90 |
| High |
1,676.28 |
1,687.56 |
11.28 |
0.7% |
1,707.69 |
| Low |
1,660.82 |
1,669.17 |
8.35 |
0.5% |
1,660.82 |
| Close |
1,670.73 |
1,679.81 |
9.08 |
0.5% |
1,679.81 |
| Range |
15.46 |
18.39 |
2.93 |
19.0% |
46.87 |
| ATR |
21.18 |
20.98 |
-0.20 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,734.02 |
1,725.30 |
1,689.92 |
|
| R3 |
1,715.63 |
1,706.91 |
1,684.87 |
|
| R2 |
1,697.24 |
1,697.24 |
1,683.18 |
|
| R1 |
1,688.52 |
1,688.52 |
1,681.50 |
1,692.88 |
| PP |
1,678.85 |
1,678.85 |
1,678.85 |
1,681.03 |
| S1 |
1,670.13 |
1,670.13 |
1,678.12 |
1,674.49 |
| S2 |
1,660.46 |
1,660.46 |
1,676.44 |
|
| S3 |
1,642.07 |
1,651.74 |
1,674.75 |
|
| S4 |
1,623.68 |
1,633.35 |
1,669.70 |
|
|
| Weekly Pivots for week ending 24-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,823.38 |
1,798.47 |
1,705.59 |
|
| R3 |
1,776.51 |
1,751.60 |
1,692.70 |
|
| R2 |
1,729.64 |
1,729.64 |
1,688.40 |
|
| R1 |
1,704.73 |
1,704.73 |
1,684.11 |
1,693.75 |
| PP |
1,682.77 |
1,682.77 |
1,682.77 |
1,677.29 |
| S1 |
1,657.86 |
1,657.86 |
1,675.51 |
1,646.88 |
| S2 |
1,635.90 |
1,635.90 |
1,671.22 |
|
| S3 |
1,589.03 |
1,610.99 |
1,666.92 |
|
| S4 |
1,542.16 |
1,564.12 |
1,654.03 |
|
|
| 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% |
19.48 |
1.2% |
41% |
False |
False |
|
| 10 |
1,707.69 |
1,650.93 |
56.76 |
3.4% |
19.54 |
1.2% |
51% |
False |
False |
|
| 20 |
1,707.69 |
1,634.25 |
73.44 |
4.4% |
21.23 |
1.3% |
62% |
False |
False |
|
| 40 |
1,722.93 |
1,634.25 |
88.68 |
5.3% |
20.68 |
1.2% |
51% |
False |
False |
|
| 60 |
1,761.46 |
1,633.62 |
127.84 |
7.6% |
20.30 |
1.2% |
36% |
False |
False |
|
| 80 |
1,761.46 |
1,633.62 |
127.84 |
7.6% |
19.60 |
1.2% |
36% |
False |
False |
|
| 100 |
1,761.46 |
1,559.84 |
201.62 |
12.0% |
18.89 |
1.1% |
60% |
False |
False |
|
| 120 |
1,761.46 |
1,515.42 |
246.04 |
14.6% |
19.30 |
1.1% |
67% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,765.72 |
|
2.618 |
1,735.71 |
|
1.618 |
1,717.32 |
|
1.000 |
1,705.95 |
|
0.618 |
1,698.93 |
|
HIGH |
1,687.56 |
|
0.618 |
1,680.54 |
|
0.500 |
1,678.37 |
|
0.382 |
1,676.19 |
|
LOW |
1,669.17 |
|
0.618 |
1,657.80 |
|
1.000 |
1,650.78 |
|
1.618 |
1,639.41 |
|
2.618 |
1,621.02 |
|
4.250 |
1,591.01 |
|
|