| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2007 |
27-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1,796.01 |
1,798.14 |
2.13 |
0.1% |
1,752.19 |
| High |
1,802.95 |
1,798.89 |
-4.06 |
-0.2% |
1,807.43 |
| Low |
1,774.96 |
1,787.98 |
13.02 |
0.7% |
1,747.05 |
| Close |
1,802.95 |
1,789.93 |
-13.02 |
-0.7% |
1,794.04 |
| Range |
27.99 |
10.91 |
-17.08 |
-61.0% |
60.38 |
| ATR |
24.06 |
23.41 |
-0.65 |
-2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,825.00 |
1,818.37 |
1,795.93 |
|
| R3 |
1,814.09 |
1,807.46 |
1,792.93 |
|
| R2 |
1,803.18 |
1,803.18 |
1,791.93 |
|
| R1 |
1,796.55 |
1,796.55 |
1,790.93 |
1,794.41 |
| PP |
1,792.27 |
1,792.27 |
1,792.27 |
1,791.20 |
| S1 |
1,785.64 |
1,785.64 |
1,788.93 |
1,783.50 |
| S2 |
1,781.36 |
1,781.36 |
1,787.93 |
|
| S3 |
1,770.45 |
1,774.73 |
1,786.93 |
|
| S4 |
1,759.54 |
1,763.82 |
1,783.93 |
|
|
| Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,963.98 |
1,939.39 |
1,827.25 |
|
| R3 |
1,903.60 |
1,879.01 |
1,810.64 |
|
| R2 |
1,843.22 |
1,843.22 |
1,805.11 |
|
| R1 |
1,818.63 |
1,818.63 |
1,799.57 |
1,830.93 |
| PP |
1,782.84 |
1,782.84 |
1,782.84 |
1,788.99 |
| S1 |
1,758.25 |
1,758.25 |
1,788.51 |
1,770.55 |
| S2 |
1,722.46 |
1,722.46 |
1,782.97 |
|
| S3 |
1,662.08 |
1,697.87 |
1,777.44 |
|
| S4 |
1,601.70 |
1,637.49 |
1,760.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,807.43 |
1,763.54 |
43.89 |
2.5% |
21.53 |
1.2% |
60% |
False |
False |
|
| 10 |
1,807.43 |
1,711.28 |
96.15 |
5.4% |
20.10 |
1.1% |
82% |
False |
False |
|
| 20 |
1,807.43 |
1,710.97 |
96.46 |
5.4% |
23.24 |
1.3% |
82% |
False |
False |
|
| 40 |
1,851.47 |
1,710.97 |
140.50 |
7.8% |
22.14 |
1.2% |
56% |
False |
False |
|
| 60 |
1,851.47 |
1,710.97 |
140.50 |
7.8% |
22.99 |
1.3% |
56% |
False |
False |
|
| 80 |
1,851.47 |
1,710.97 |
140.50 |
7.8% |
22.68 |
1.3% |
56% |
False |
False |
|
| 100 |
1,851.47 |
1,693.19 |
158.28 |
8.8% |
22.47 |
1.3% |
61% |
False |
False |
|
| 120 |
1,851.47 |
1,623.07 |
228.40 |
12.8% |
22.32 |
1.2% |
73% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,845.26 |
|
2.618 |
1,827.45 |
|
1.618 |
1,816.54 |
|
1.000 |
1,809.80 |
|
0.618 |
1,805.63 |
|
HIGH |
1,798.89 |
|
0.618 |
1,794.72 |
|
0.500 |
1,793.44 |
|
0.382 |
1,792.15 |
|
LOW |
1,787.98 |
|
0.618 |
1,781.24 |
|
1.000 |
1,777.07 |
|
1.618 |
1,770.33 |
|
2.618 |
1,759.42 |
|
4.250 |
1,741.61 |
|
|