| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2007 |
21-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1,436.5 |
1,458.2 |
21.7 |
1.5% |
1,432.6 |
| High |
1,436.5 |
1,458.2 |
21.7 |
1.5% |
1,432.6 |
| Low |
1,436.5 |
1,458.2 |
21.7 |
1.5% |
1,388.4 |
| Close |
1,436.5 |
1,458.2 |
21.7 |
1.5% |
1,411.6 |
| Range |
|
|
|
|
|
| ATR |
12.1 |
12.8 |
0.7 |
5.7% |
0.0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,458.2 |
1,458.2 |
1,458.2 |
|
| R3 |
1,458.2 |
1,458.2 |
1,458.2 |
|
| R2 |
1,458.2 |
1,458.2 |
1,458.2 |
|
| R1 |
1,458.2 |
1,458.2 |
1,458.2 |
1,458.2 |
| PP |
1,458.2 |
1,458.2 |
1,458.2 |
1,458.2 |
| S1 |
1,458.2 |
1,458.2 |
1,458.2 |
1,458.2 |
| S2 |
1,458.2 |
1,458.2 |
1,458.2 |
|
| S3 |
1,458.2 |
1,458.2 |
1,458.2 |
|
| S4 |
1,458.2 |
1,458.2 |
1,458.2 |
|
|
| Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,543.5 |
1,521.7 |
1,435.9 |
|
| R3 |
1,499.3 |
1,477.5 |
1,423.8 |
|
| R2 |
1,455.1 |
1,455.1 |
1,419.7 |
|
| R1 |
1,433.3 |
1,433.3 |
1,415.7 |
1,422.1 |
| PP |
1,410.9 |
1,410.9 |
1,410.9 |
1,405.3 |
| S1 |
1,389.1 |
1,389.1 |
1,407.5 |
1,377.9 |
| S2 |
1,366.7 |
1,366.7 |
1,403.5 |
|
| S3 |
1,322.5 |
1,344.9 |
1,399.4 |
|
| S4 |
1,278.3 |
1,300.7 |
1,387.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,458.2 |
1,409.5 |
48.7 |
3.3% |
2.4 |
0.2% |
100% |
True |
False |
13 |
| 10 |
1,458.2 |
1,388.4 |
69.8 |
4.8% |
5.7 |
0.4% |
100% |
True |
False |
63 |
| 20 |
1,486.7 |
1,388.4 |
98.3 |
6.7% |
6.1 |
0.4% |
71% |
False |
False |
52 |
| 40 |
1,489.2 |
1,388.4 |
100.8 |
6.9% |
4.4 |
0.3% |
69% |
False |
False |
131 |
| 60 |
1,489.2 |
1,388.4 |
100.8 |
6.9% |
3.2 |
0.2% |
69% |
False |
False |
245 |
| 80 |
1,489.2 |
1,388.4 |
100.8 |
6.9% |
2.9 |
0.2% |
69% |
False |
False |
333 |
| 100 |
1,489.2 |
1,388.4 |
100.8 |
6.9% |
2.3 |
0.2% |
69% |
False |
False |
296 |
| 120 |
1,489.2 |
1,374.7 |
114.5 |
7.9% |
2.0 |
0.1% |
73% |
False |
False |
248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,458.2 |
|
2.618 |
1,458.2 |
|
1.618 |
1,458.2 |
|
1.000 |
1,458.2 |
|
0.618 |
1,458.2 |
|
HIGH |
1,458.2 |
|
0.618 |
1,458.2 |
|
0.500 |
1,458.2 |
|
0.382 |
1,458.2 |
|
LOW |
1,458.2 |
|
0.618 |
1,458.2 |
|
1.000 |
1,458.2 |
|
1.618 |
1,458.2 |
|
2.618 |
1,458.2 |
|
4.250 |
1,458.2 |
|
|