| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2007 |
12-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
6,303.5 |
6,325.0 |
21.5 |
0.3% |
6,107.0 |
| High |
6,303.5 |
6,325.0 |
21.5 |
0.3% |
6,303.5 |
| Low |
6,303.5 |
6,285.0 |
-18.5 |
-0.3% |
6,107.0 |
| Close |
6,303.5 |
6,289.0 |
-14.5 |
-0.2% |
6,303.5 |
| Range |
0.0 |
40.0 |
40.0 |
|
196.5 |
| ATR |
43.5 |
43.2 |
-0.2 |
-0.6% |
0.0 |
| Volume |
60 |
66 |
6 |
10.0% |
945 |
|
| Daily Pivots for day following 12-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,419.5 |
6,394.5 |
6,311.0 |
|
| R3 |
6,379.5 |
6,354.5 |
6,300.0 |
|
| R2 |
6,339.5 |
6,339.5 |
6,296.5 |
|
| R1 |
6,314.5 |
6,314.5 |
6,292.5 |
6,307.0 |
| PP |
6,299.5 |
6,299.5 |
6,299.5 |
6,296.0 |
| S1 |
6,274.5 |
6,274.5 |
6,285.5 |
6,267.0 |
| S2 |
6,259.5 |
6,259.5 |
6,281.5 |
|
| S3 |
6,219.5 |
6,234.5 |
6,278.0 |
|
| S4 |
6,179.5 |
6,194.5 |
6,267.0 |
|
|
| Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,827.5 |
6,762.0 |
6,411.5 |
|
| R3 |
6,631.0 |
6,565.5 |
6,357.5 |
|
| R2 |
6,434.5 |
6,434.5 |
6,339.5 |
|
| R1 |
6,369.0 |
6,369.0 |
6,321.5 |
6,402.0 |
| PP |
6,238.0 |
6,238.0 |
6,238.0 |
6,254.5 |
| S1 |
6,172.5 |
6,172.5 |
6,285.5 |
6,205.0 |
| S2 |
6,041.5 |
6,041.5 |
6,267.5 |
|
| S3 |
5,845.0 |
5,976.0 |
6,249.5 |
|
| S4 |
5,648.5 |
5,779.5 |
6,195.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,325.0 |
6,168.0 |
157.0 |
2.5% |
11.0 |
0.2% |
77% |
True |
False |
192 |
| 10 |
6,401.5 |
6,107.0 |
294.5 |
4.7% |
23.5 |
0.4% |
62% |
False |
False |
234 |
| 20 |
6,486.5 |
6,107.0 |
379.5 |
6.0% |
12.0 |
0.2% |
48% |
False |
False |
117 |
| 40 |
6,486.5 |
6,107.0 |
379.5 |
6.0% |
10.0 |
0.2% |
48% |
False |
False |
113 |
| 60 |
6,486.5 |
6,107.0 |
379.5 |
6.0% |
9.5 |
0.1% |
48% |
False |
False |
76 |
| 80 |
6,486.5 |
6,107.0 |
379.5 |
6.0% |
7.0 |
0.1% |
48% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,495.0 |
|
2.618 |
6,429.5 |
|
1.618 |
6,389.5 |
|
1.000 |
6,365.0 |
|
0.618 |
6,349.5 |
|
HIGH |
6,325.0 |
|
0.618 |
6,309.5 |
|
0.500 |
6,305.0 |
|
0.382 |
6,300.5 |
|
LOW |
6,285.0 |
|
0.618 |
6,260.5 |
|
1.000 |
6,245.0 |
|
1.618 |
6,220.5 |
|
2.618 |
6,180.5 |
|
4.250 |
6,115.0 |
|
|