| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2007 |
15-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
6,126.0 |
6,149.0 |
23.0 |
0.4% |
6,107.0 |
| High |
6,126.5 |
6,187.5 |
61.0 |
1.0% |
6,303.5 |
| Low |
6,062.5 |
6,142.0 |
79.5 |
1.3% |
6,107.0 |
| Close |
6,062.5 |
6,172.0 |
109.5 |
1.8% |
6,303.5 |
| Range |
64.0 |
45.5 |
-18.5 |
-28.9% |
196.5 |
| ATR |
50.3 |
55.6 |
5.3 |
10.6% |
0.0 |
| Volume |
28 |
217 |
189 |
675.0% |
945 |
|
| Daily Pivots for day following 15-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,303.5 |
6,283.5 |
6,197.0 |
|
| R3 |
6,258.0 |
6,238.0 |
6,184.5 |
|
| R2 |
6,212.5 |
6,212.5 |
6,180.5 |
|
| R1 |
6,192.5 |
6,192.5 |
6,176.0 |
6,202.5 |
| PP |
6,167.0 |
6,167.0 |
6,167.0 |
6,172.0 |
| S1 |
6,147.0 |
6,147.0 |
6,168.0 |
6,157.0 |
| S2 |
6,121.5 |
6,121.5 |
6,163.5 |
|
| S3 |
6,076.0 |
6,101.5 |
6,159.5 |
|
| S4 |
6,030.5 |
6,056.0 |
6,147.0 |
|
|
| 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 |
6,062.5 |
262.5 |
4.3% |
31.5 |
0.5% |
42% |
False |
False |
75 |
| 10 |
6,325.0 |
6,062.5 |
262.5 |
4.3% |
17.5 |
0.3% |
42% |
False |
False |
131 |
| 20 |
6,486.5 |
6,062.5 |
424.0 |
6.9% |
18.0 |
0.3% |
26% |
False |
False |
129 |
| 40 |
6,486.5 |
6,062.5 |
424.0 |
6.9% |
12.0 |
0.2% |
26% |
False |
False |
119 |
| 60 |
6,486.5 |
6,062.5 |
424.0 |
6.9% |
11.0 |
0.2% |
26% |
False |
False |
80 |
| 80 |
6,486.5 |
6,062.5 |
424.0 |
6.9% |
8.5 |
0.1% |
26% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,381.0 |
|
2.618 |
6,306.5 |
|
1.618 |
6,261.0 |
|
1.000 |
6,233.0 |
|
0.618 |
6,215.5 |
|
HIGH |
6,187.5 |
|
0.618 |
6,170.0 |
|
0.500 |
6,165.0 |
|
0.382 |
6,159.5 |
|
LOW |
6,142.0 |
|
0.618 |
6,114.0 |
|
1.000 |
6,096.5 |
|
1.618 |
6,068.5 |
|
2.618 |
6,023.0 |
|
4.250 |
5,948.5 |
|
|