| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2008 |
20-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1,765.10 |
1,719.70 |
-45.40 |
-2.6% |
1,705.55 |
| High |
1,772.09 |
1,752.28 |
-19.81 |
-1.1% |
1,764.72 |
| Low |
1,715.59 |
1,712.33 |
-3.26 |
-0.2% |
1,672.76 |
| Close |
1,715.59 |
1,751.99 |
36.40 |
2.1% |
1,713.83 |
| Range |
56.50 |
39.95 |
-16.55 |
-29.3% |
91.96 |
| ATR |
47.92 |
47.35 |
-0.57 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,858.72 |
1,845.30 |
1,773.96 |
|
| R3 |
1,818.77 |
1,805.35 |
1,762.98 |
|
| R2 |
1,778.82 |
1,778.82 |
1,759.31 |
|
| R1 |
1,765.40 |
1,765.40 |
1,755.65 |
1,772.11 |
| PP |
1,738.87 |
1,738.87 |
1,738.87 |
1,742.22 |
| S1 |
1,725.45 |
1,725.45 |
1,748.33 |
1,732.16 |
| S2 |
1,698.92 |
1,698.92 |
1,744.67 |
|
| S3 |
1,658.97 |
1,685.50 |
1,741.00 |
|
| S4 |
1,619.02 |
1,645.55 |
1,730.02 |
|
|
| Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,992.98 |
1,945.37 |
1,764.41 |
|
| R3 |
1,901.02 |
1,853.41 |
1,739.12 |
|
| R2 |
1,809.06 |
1,809.06 |
1,730.69 |
|
| R1 |
1,761.45 |
1,761.45 |
1,722.26 |
1,785.26 |
| PP |
1,717.10 |
1,717.10 |
1,717.10 |
1,729.01 |
| S1 |
1,669.49 |
1,669.49 |
1,705.40 |
1,693.30 |
| S2 |
1,625.14 |
1,625.14 |
1,696.97 |
|
| S3 |
1,533.18 |
1,577.53 |
1,688.54 |
|
| S4 |
1,441.22 |
1,485.57 |
1,663.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,772.09 |
1,668.57 |
103.52 |
5.9% |
49.78 |
2.8% |
81% |
False |
False |
|
| 10 |
1,772.09 |
1,668.57 |
103.52 |
5.9% |
48.57 |
2.8% |
81% |
False |
False |
|
| 20 |
1,808.65 |
1,668.57 |
140.08 |
8.0% |
41.66 |
2.4% |
60% |
False |
False |
|
| 40 |
1,864.97 |
1,668.57 |
196.40 |
11.2% |
41.47 |
2.4% |
42% |
False |
False |
|
| 60 |
2,141.08 |
1,668.57 |
472.51 |
27.0% |
43.37 |
2.5% |
18% |
False |
False |
|
| 80 |
2,147.68 |
1,668.57 |
479.11 |
27.3% |
41.22 |
2.4% |
17% |
False |
False |
|
| 100 |
2,239.23 |
1,668.57 |
570.66 |
32.6% |
42.06 |
2.4% |
15% |
False |
False |
|
| 120 |
2,239.23 |
1,668.57 |
570.66 |
32.6% |
40.50 |
2.3% |
15% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,922.07 |
|
2.618 |
1,856.87 |
|
1.618 |
1,816.92 |
|
1.000 |
1,792.23 |
|
0.618 |
1,776.97 |
|
HIGH |
1,752.28 |
|
0.618 |
1,737.02 |
|
0.500 |
1,732.31 |
|
0.382 |
1,727.59 |
|
LOW |
1,712.33 |
|
0.618 |
1,687.64 |
|
1.000 |
1,672.38 |
|
1.618 |
1,647.69 |
|
2.618 |
1,607.74 |
|
4.250 |
1,542.54 |
|
|