| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2006 |
31-Mar-2006 |
Change |
Change % |
Previous Week |
| Open |
1,706.61 |
1,712.93 |
6.32 |
0.4% |
1,678.93 |
| High |
1,720.20 |
1,715.62 |
-4.58 |
-0.3% |
1,720.20 |
| Low |
1,700.15 |
1,701.86 |
1.71 |
0.1% |
1,667.95 |
| Close |
1,708.68 |
1,703.66 |
-5.02 |
-0.3% |
1,703.66 |
| Range |
20.05 |
13.76 |
-6.29 |
-31.4% |
52.25 |
| ATR |
21.75 |
21.18 |
-0.57 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,748.33 |
1,739.75 |
1,711.23 |
|
| R3 |
1,734.57 |
1,725.99 |
1,707.44 |
|
| R2 |
1,720.81 |
1,720.81 |
1,706.18 |
|
| R1 |
1,712.23 |
1,712.23 |
1,704.92 |
1,709.64 |
| PP |
1,707.05 |
1,707.05 |
1,707.05 |
1,705.75 |
| S1 |
1,698.47 |
1,698.47 |
1,702.40 |
1,695.88 |
| S2 |
1,693.29 |
1,693.29 |
1,701.14 |
|
| S3 |
1,679.53 |
1,684.71 |
1,699.88 |
|
| S4 |
1,665.77 |
1,670.95 |
1,696.09 |
|
|
| Weekly Pivots for week ending 31-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,854.02 |
1,831.09 |
1,732.40 |
|
| R3 |
1,801.77 |
1,778.84 |
1,718.03 |
|
| R2 |
1,749.52 |
1,749.52 |
1,713.24 |
|
| R1 |
1,726.59 |
1,726.59 |
1,708.45 |
1,738.06 |
| PP |
1,697.27 |
1,697.27 |
1,697.27 |
1,703.00 |
| S1 |
1,674.34 |
1,674.34 |
1,698.87 |
1,685.81 |
| S2 |
1,645.02 |
1,645.02 |
1,694.08 |
|
| S3 |
1,592.77 |
1,622.09 |
1,689.29 |
|
| S4 |
1,540.52 |
1,569.84 |
1,674.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,720.20 |
1,667.95 |
52.25 |
3.1% |
21.27 |
1.2% |
68% |
False |
False |
|
| 10 |
1,720.20 |
1,660.82 |
59.38 |
3.5% |
20.37 |
1.2% |
72% |
False |
False |
|
| 20 |
1,720.20 |
1,634.25 |
85.95 |
5.0% |
20.79 |
1.2% |
81% |
False |
False |
|
| 40 |
1,720.20 |
1,634.25 |
85.95 |
5.0% |
20.91 |
1.2% |
81% |
False |
False |
|
| 60 |
1,761.46 |
1,634.25 |
127.21 |
7.5% |
20.31 |
1.2% |
55% |
False |
False |
|
| 80 |
1,761.46 |
1,633.62 |
127.84 |
7.5% |
19.92 |
1.2% |
55% |
False |
False |
|
| 100 |
1,761.46 |
1,620.74 |
140.72 |
8.3% |
18.99 |
1.1% |
59% |
False |
False |
|
| 120 |
1,761.46 |
1,515.42 |
246.04 |
14.4% |
19.31 |
1.1% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,774.10 |
|
2.618 |
1,751.64 |
|
1.618 |
1,737.88 |
|
1.000 |
1,729.38 |
|
0.618 |
1,724.12 |
|
HIGH |
1,715.62 |
|
0.618 |
1,710.36 |
|
0.500 |
1,708.74 |
|
0.382 |
1,707.12 |
|
LOW |
1,701.86 |
|
0.618 |
1,693.36 |
|
1.000 |
1,688.10 |
|
1.618 |
1,679.60 |
|
2.618 |
1,665.84 |
|
4.250 |
1,643.38 |
|
|