| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2007 |
03-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
6,386.0 |
6,407.0 |
21.0 |
0.3% |
6,400.5 |
| High |
6,396.0 |
6,428.0 |
32.0 |
0.5% |
6,407.0 |
| Low |
6,348.0 |
6,387.5 |
39.5 |
0.6% |
6,321.5 |
| Close |
6,365.5 |
6,408.5 |
43.0 |
0.7% |
6,362.0 |
| Range |
48.0 |
40.5 |
-7.5 |
-15.6% |
85.5 |
| ATR |
53.1 |
53.8 |
0.7 |
1.3% |
0.0 |
| Volume |
264 |
248 |
-16 |
-6.1% |
2,268 |
|
| Daily Pivots for day following 03-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,529.5 |
6,509.5 |
6,431.0 |
|
| R3 |
6,489.0 |
6,469.0 |
6,419.5 |
|
| R2 |
6,448.5 |
6,448.5 |
6,416.0 |
|
| R1 |
6,428.5 |
6,428.5 |
6,412.0 |
6,438.5 |
| PP |
6,408.0 |
6,408.0 |
6,408.0 |
6,413.0 |
| S1 |
6,388.0 |
6,388.0 |
6,405.0 |
6,398.0 |
| S2 |
6,367.5 |
6,367.5 |
6,401.0 |
|
| S3 |
6,327.0 |
6,347.5 |
6,397.5 |
|
| S4 |
6,286.5 |
6,307.0 |
6,386.0 |
|
|
| Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,620.0 |
6,576.5 |
6,409.0 |
|
| R3 |
6,534.5 |
6,491.0 |
6,385.5 |
|
| R2 |
6,449.0 |
6,449.0 |
6,377.5 |
|
| R1 |
6,405.5 |
6,405.5 |
6,370.0 |
6,384.5 |
| PP |
6,363.5 |
6,363.5 |
6,363.5 |
6,353.0 |
| S1 |
6,320.0 |
6,320.0 |
6,354.0 |
6,299.0 |
| S2 |
6,278.0 |
6,278.0 |
6,346.5 |
|
| S3 |
6,192.5 |
6,234.5 |
6,338.5 |
|
| S4 |
6,107.0 |
6,149.0 |
6,315.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,428.0 |
6,321.5 |
106.5 |
1.7% |
37.0 |
0.6% |
82% |
True |
False |
359 |
| 10 |
6,428.0 |
6,286.5 |
141.5 |
2.2% |
42.0 |
0.7% |
86% |
True |
False |
437 |
| 20 |
6,428.0 |
6,062.5 |
365.5 |
5.7% |
37.0 |
0.6% |
95% |
True |
False |
287 |
| 40 |
6,486.5 |
6,062.5 |
424.0 |
6.6% |
23.0 |
0.4% |
82% |
False |
False |
181 |
| 60 |
6,486.5 |
6,062.5 |
424.0 |
6.6% |
20.0 |
0.3% |
82% |
False |
False |
157 |
| 80 |
6,486.5 |
6,062.5 |
424.0 |
6.6% |
15.5 |
0.2% |
82% |
False |
False |
118 |
| 100 |
6,486.5 |
6,062.5 |
424.0 |
6.6% |
12.5 |
0.2% |
82% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,600.0 |
|
2.618 |
6,534.0 |
|
1.618 |
6,493.5 |
|
1.000 |
6,468.5 |
|
0.618 |
6,453.0 |
|
HIGH |
6,428.0 |
|
0.618 |
6,412.5 |
|
0.500 |
6,408.0 |
|
0.382 |
6,403.0 |
|
LOW |
6,387.5 |
|
0.618 |
6,362.5 |
|
1.000 |
6,347.0 |
|
1.618 |
6,322.0 |
|
2.618 |
6,281.5 |
|
4.250 |
6,215.5 |
|
|