| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2007 |
19-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
6,159.5 |
6,217.5 |
58.0 |
0.9% |
6,325.0 |
| High |
6,193.0 |
6,246.0 |
53.0 |
0.9% |
6,325.0 |
| Low |
6,159.5 |
6,189.5 |
30.0 |
0.5% |
6,062.5 |
| Close |
6,178.5 |
6,236.5 |
58.0 |
0.9% |
6,178.5 |
| Range |
33.5 |
56.5 |
23.0 |
68.7% |
262.5 |
| ATR |
54.0 |
55.0 |
1.0 |
1.8% |
0.0 |
| Volume |
14 |
110 |
96 |
685.7% |
331 |
|
| Daily Pivots for day following 19-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,393.5 |
6,371.5 |
6,267.5 |
|
| R3 |
6,337.0 |
6,315.0 |
6,252.0 |
|
| R2 |
6,280.5 |
6,280.5 |
6,247.0 |
|
| R1 |
6,258.5 |
6,258.5 |
6,241.5 |
6,269.5 |
| PP |
6,224.0 |
6,224.0 |
6,224.0 |
6,229.5 |
| S1 |
6,202.0 |
6,202.0 |
6,231.5 |
6,213.0 |
| S2 |
6,167.5 |
6,167.5 |
6,226.0 |
|
| S3 |
6,111.0 |
6,145.5 |
6,221.0 |
|
| S4 |
6,054.5 |
6,089.0 |
6,205.5 |
|
|
| 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 |
6,259.0 |
6,062.5 |
196.5 |
3.2% |
41.5 |
0.7% |
89% |
False |
False |
75 |
| 10 |
6,325.0 |
6,062.5 |
262.5 |
4.2% |
26.5 |
0.4% |
66% |
False |
False |
133 |
| 20 |
6,486.5 |
6,062.5 |
424.0 |
6.8% |
22.5 |
0.4% |
41% |
False |
False |
135 |
| 40 |
6,486.5 |
6,062.5 |
424.0 |
6.8% |
14.5 |
0.2% |
41% |
False |
False |
122 |
| 60 |
6,486.5 |
6,062.5 |
424.0 |
6.8% |
12.5 |
0.2% |
41% |
False |
False |
82 |
| 80 |
6,486.5 |
6,062.5 |
424.0 |
6.8% |
9.5 |
0.2% |
41% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,486.0 |
|
2.618 |
6,394.0 |
|
1.618 |
6,337.5 |
|
1.000 |
6,302.5 |
|
0.618 |
6,281.0 |
|
HIGH |
6,246.0 |
|
0.618 |
6,224.5 |
|
0.500 |
6,218.0 |
|
0.382 |
6,211.0 |
|
LOW |
6,189.5 |
|
0.618 |
6,154.5 |
|
1.000 |
6,133.0 |
|
1.618 |
6,098.0 |
|
2.618 |
6,041.5 |
|
4.250 |
5,949.5 |
|
|