| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2007 |
04-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
6,407.0 |
6,430.0 |
23.0 |
0.4% |
6,400.5 |
| High |
6,428.0 |
6,430.0 |
2.0 |
0.0% |
6,407.0 |
| Low |
6,387.5 |
6,402.0 |
14.5 |
0.2% |
6,321.5 |
| Close |
6,408.5 |
6,422.5 |
14.0 |
0.2% |
6,362.0 |
| Range |
40.5 |
28.0 |
-12.5 |
-30.9% |
85.5 |
| ATR |
53.8 |
51.9 |
-1.8 |
-3.4% |
0.0 |
| Volume |
248 |
186 |
-62 |
-25.0% |
2,268 |
|
| Daily Pivots for day following 04-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,502.0 |
6,490.5 |
6,438.0 |
|
| R3 |
6,474.0 |
6,462.5 |
6,430.0 |
|
| R2 |
6,446.0 |
6,446.0 |
6,427.5 |
|
| R1 |
6,434.5 |
6,434.5 |
6,425.0 |
6,426.0 |
| PP |
6,418.0 |
6,418.0 |
6,418.0 |
6,414.0 |
| S1 |
6,406.5 |
6,406.5 |
6,420.0 |
6,398.0 |
| S2 |
6,390.0 |
6,390.0 |
6,417.5 |
|
| S3 |
6,362.0 |
6,378.5 |
6,415.0 |
|
| S4 |
6,334.0 |
6,350.5 |
6,407.0 |
|
|
| 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 |
6,430.0 |
6,348.0 |
82.0 |
1.3% |
35.5 |
0.6% |
91% |
True |
False |
310 |
| 10 |
6,430.0 |
6,321.5 |
108.5 |
1.7% |
39.0 |
0.6% |
93% |
True |
False |
360 |
| 20 |
6,430.0 |
6,062.5 |
367.5 |
5.7% |
38.0 |
0.6% |
98% |
True |
False |
264 |
| 40 |
6,486.5 |
6,062.5 |
424.0 |
6.6% |
24.0 |
0.4% |
85% |
False |
False |
186 |
| 60 |
6,486.5 |
6,062.5 |
424.0 |
6.6% |
20.5 |
0.3% |
85% |
False |
False |
160 |
| 80 |
6,486.5 |
6,062.5 |
424.0 |
6.6% |
16.0 |
0.2% |
85% |
False |
False |
121 |
| 100 |
6,486.5 |
6,062.5 |
424.0 |
6.6% |
12.5 |
0.2% |
85% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,549.0 |
|
2.618 |
6,503.5 |
|
1.618 |
6,475.5 |
|
1.000 |
6,458.0 |
|
0.618 |
6,447.5 |
|
HIGH |
6,430.0 |
|
0.618 |
6,419.5 |
|
0.500 |
6,416.0 |
|
0.382 |
6,412.5 |
|
LOW |
6,402.0 |
|
0.618 |
6,384.5 |
|
1.000 |
6,374.0 |
|
1.618 |
6,356.5 |
|
2.618 |
6,328.5 |
|
4.250 |
6,283.0 |
|
|