| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2007 |
16-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
6,149.0 |
6,159.5 |
10.5 |
0.2% |
6,325.0 |
| High |
6,187.5 |
6,193.0 |
5.5 |
0.1% |
6,325.0 |
| Low |
6,142.0 |
6,159.5 |
17.5 |
0.3% |
6,062.5 |
| Close |
6,172.0 |
6,178.5 |
6.5 |
0.1% |
6,178.5 |
| Range |
45.5 |
33.5 |
-12.0 |
-26.4% |
262.5 |
| ATR |
55.6 |
54.0 |
-1.6 |
-2.8% |
0.0 |
| Volume |
217 |
14 |
-203 |
-93.5% |
331 |
|
| Daily Pivots for day following 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,277.5 |
6,261.5 |
6,197.0 |
|
| R3 |
6,244.0 |
6,228.0 |
6,187.5 |
|
| R2 |
6,210.5 |
6,210.5 |
6,184.5 |
|
| R1 |
6,194.5 |
6,194.5 |
6,181.5 |
6,202.5 |
| PP |
6,177.0 |
6,177.0 |
6,177.0 |
6,181.0 |
| S1 |
6,161.0 |
6,161.0 |
6,175.5 |
6,169.0 |
| S2 |
6,143.5 |
6,143.5 |
6,172.5 |
|
| S3 |
6,110.0 |
6,127.5 |
6,169.5 |
|
| S4 |
6,076.5 |
6,094.0 |
6,160.0 |
|
|
| Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,976.0 |
6,840.0 |
6,323.0 |
|
| R3 |
6,713.5 |
6,577.5 |
6,250.5 |
|
| R2 |
6,451.0 |
6,451.0 |
6,226.5 |
|
| R1 |
6,315.0 |
6,315.0 |
6,202.5 |
6,252.0 |
| PP |
6,188.5 |
6,188.5 |
6,188.5 |
6,157.0 |
| S1 |
6,052.5 |
6,052.5 |
6,154.5 |
5,989.0 |
| S2 |
5,926.0 |
5,926.0 |
6,130.5 |
|
| S3 |
5,663.5 |
5,790.0 |
6,106.5 |
|
| S4 |
5,401.0 |
5,527.5 |
6,034.0 |
|
|
| 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 |
4.2% |
38.5 |
0.6% |
44% |
False |
False |
66 |
| 10 |
6,325.0 |
6,062.5 |
262.5 |
4.2% |
21.0 |
0.3% |
44% |
False |
False |
127 |
| 20 |
6,486.5 |
6,062.5 |
424.0 |
6.9% |
19.5 |
0.3% |
27% |
False |
False |
130 |
| 40 |
6,486.5 |
6,062.5 |
424.0 |
6.9% |
13.0 |
0.2% |
27% |
False |
False |
119 |
| 60 |
6,486.5 |
6,062.5 |
424.0 |
6.9% |
11.5 |
0.2% |
27% |
False |
False |
81 |
| 80 |
6,486.5 |
6,062.5 |
424.0 |
6.9% |
9.0 |
0.1% |
27% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,335.5 |
|
2.618 |
6,280.5 |
|
1.618 |
6,247.0 |
|
1.000 |
6,226.5 |
|
0.618 |
6,213.5 |
|
HIGH |
6,193.0 |
|
0.618 |
6,180.0 |
|
0.500 |
6,176.0 |
|
0.382 |
6,172.5 |
|
LOW |
6,159.5 |
|
0.618 |
6,139.0 |
|
1.000 |
6,126.0 |
|
1.618 |
6,105.5 |
|
2.618 |
6,072.0 |
|
4.250 |
6,017.0 |
|
|