| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2007 |
28-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
6,386.5 |
6,353.0 |
-33.5 |
-0.5% |
6,217.5 |
| High |
6,386.5 |
6,355.5 |
-31.0 |
-0.5% |
6,409.5 |
| Low |
6,342.5 |
6,321.5 |
-21.0 |
-0.3% |
6,189.5 |
| Close |
6,346.0 |
6,325.0 |
-21.0 |
-0.3% |
6,398.0 |
| Range |
44.0 |
34.0 |
-10.0 |
-22.7% |
220.0 |
| ATR |
55.2 |
53.7 |
-1.5 |
-2.7% |
0.0 |
| Volume |
288 |
431 |
143 |
49.7% |
1,860 |
|
| Daily Pivots for day following 28-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,436.0 |
6,414.5 |
6,343.5 |
|
| R3 |
6,402.0 |
6,380.5 |
6,334.5 |
|
| R2 |
6,368.0 |
6,368.0 |
6,331.0 |
|
| R1 |
6,346.5 |
6,346.5 |
6,328.0 |
6,340.0 |
| PP |
6,334.0 |
6,334.0 |
6,334.0 |
6,331.0 |
| S1 |
6,312.5 |
6,312.5 |
6,322.0 |
6,306.0 |
| S2 |
6,300.0 |
6,300.0 |
6,319.0 |
|
| S3 |
6,266.0 |
6,278.5 |
6,315.5 |
|
| S4 |
6,232.0 |
6,244.5 |
6,306.5 |
|
|
| Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,992.5 |
6,915.0 |
6,519.0 |
|
| R3 |
6,772.5 |
6,695.0 |
6,458.5 |
|
| R2 |
6,552.5 |
6,552.5 |
6,438.5 |
|
| R1 |
6,475.0 |
6,475.0 |
6,418.0 |
6,514.0 |
| PP |
6,332.5 |
6,332.5 |
6,332.5 |
6,351.5 |
| S1 |
6,255.0 |
6,255.0 |
6,378.0 |
6,294.0 |
| S2 |
6,112.5 |
6,112.5 |
6,357.5 |
|
| S3 |
5,892.5 |
6,035.0 |
6,337.5 |
|
| S4 |
5,672.5 |
5,815.0 |
6,277.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,409.5 |
6,321.5 |
88.0 |
1.4% |
42.5 |
0.7% |
4% |
False |
True |
410 |
| 10 |
6,409.5 |
6,142.0 |
267.5 |
4.2% |
46.0 |
0.7% |
68% |
False |
False |
350 |
| 20 |
6,409.5 |
6,062.5 |
347.0 |
5.5% |
34.0 |
0.5% |
76% |
False |
False |
230 |
| 40 |
6,486.5 |
6,062.5 |
424.0 |
6.7% |
19.5 |
0.3% |
62% |
False |
False |
147 |
| 60 |
6,486.5 |
6,062.5 |
424.0 |
6.7% |
17.5 |
0.3% |
62% |
False |
False |
135 |
| 80 |
6,486.5 |
6,062.5 |
424.0 |
6.7% |
13.5 |
0.2% |
62% |
False |
False |
101 |
| 100 |
6,486.5 |
6,062.5 |
424.0 |
6.7% |
11.0 |
0.2% |
62% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,500.0 |
|
2.618 |
6,444.5 |
|
1.618 |
6,410.5 |
|
1.000 |
6,389.5 |
|
0.618 |
6,376.5 |
|
HIGH |
6,355.5 |
|
0.618 |
6,342.5 |
|
0.500 |
6,338.5 |
|
0.382 |
6,334.5 |
|
LOW |
6,321.5 |
|
0.618 |
6,300.5 |
|
1.000 |
6,287.5 |
|
1.618 |
6,266.5 |
|
2.618 |
6,232.5 |
|
4.250 |
6,177.0 |
|
|