| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2007 |
01-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
6,231.5 |
6,229.5 |
-2.0 |
0.0% |
6,486.0 |
| High |
6,232.0 |
6,255.0 |
23.0 |
0.4% |
6,486.0 |
| Low |
6,184.0 |
6,157.5 |
-26.5 |
-0.4% |
6,409.0 |
| Close |
6,215.5 |
6,157.5 |
-58.0 |
-0.9% |
6,439.0 |
| Range |
48.0 |
97.5 |
49.5 |
103.1% |
77.0 |
| ATR |
40.7 |
44.8 |
4.1 |
10.0% |
0.0 |
| Volume |
9 |
13 |
4 |
44.4% |
0 |
|
| Daily Pivots for day following 01-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,482.5 |
6,417.5 |
6,211.0 |
|
| R3 |
6,385.0 |
6,320.0 |
6,184.5 |
|
| R2 |
6,287.5 |
6,287.5 |
6,175.5 |
|
| R1 |
6,222.5 |
6,222.5 |
6,166.5 |
6,206.0 |
| PP |
6,190.0 |
6,190.0 |
6,190.0 |
6,182.0 |
| S1 |
6,125.0 |
6,125.0 |
6,148.5 |
6,109.0 |
| S2 |
6,092.5 |
6,092.5 |
6,139.5 |
|
| S3 |
5,995.0 |
6,027.5 |
6,130.5 |
|
| S4 |
5,897.5 |
5,930.0 |
6,104.0 |
|
|
| Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,675.5 |
6,634.5 |
6,481.5 |
|
| R3 |
6,598.5 |
6,557.5 |
6,460.0 |
|
| R2 |
6,521.5 |
6,521.5 |
6,453.0 |
|
| R1 |
6,480.5 |
6,480.5 |
6,446.0 |
6,462.5 |
| PP |
6,444.5 |
6,444.5 |
6,444.5 |
6,436.0 |
| S1 |
6,403.5 |
6,403.5 |
6,432.0 |
6,385.5 |
| S2 |
6,367.5 |
6,367.5 |
6,425.0 |
|
| S3 |
6,290.5 |
6,326.5 |
6,418.0 |
|
| S4 |
6,213.5 |
6,249.5 |
6,396.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,486.5 |
6,157.5 |
329.0 |
5.3% |
36.5 |
0.6% |
0% |
False |
True |
256 |
| 10 |
6,486.5 |
6,157.5 |
329.0 |
5.3% |
18.0 |
0.3% |
0% |
False |
True |
128 |
| 20 |
6,486.5 |
6,157.5 |
329.0 |
5.3% |
9.5 |
0.2% |
0% |
False |
True |
65 |
| 40 |
6,486.5 |
6,157.5 |
329.0 |
5.3% |
11.5 |
0.2% |
0% |
False |
True |
87 |
| 60 |
6,486.5 |
6,157.5 |
329.0 |
5.3% |
8.5 |
0.1% |
0% |
False |
True |
59 |
| 80 |
6,486.5 |
6,107.5 |
379.0 |
6.2% |
6.0 |
0.1% |
13% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,669.5 |
|
2.618 |
6,510.5 |
|
1.618 |
6,413.0 |
|
1.000 |
6,352.5 |
|
0.618 |
6,315.5 |
|
HIGH |
6,255.0 |
|
0.618 |
6,218.0 |
|
0.500 |
6,206.0 |
|
0.382 |
6,194.5 |
|
LOW |
6,157.5 |
|
0.618 |
6,097.0 |
|
1.000 |
6,060.0 |
|
1.618 |
5,999.5 |
|
2.618 |
5,902.0 |
|
4.250 |
5,743.0 |
|
|