| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2006 |
24-Mar-2006 |
Change |
Change % |
Previous Week |
| Open |
11,317.35 |
11,270.61 |
-46.74 |
-0.4% |
11,278.93 |
| High |
11,327.20 |
11,316.09 |
-11.11 |
-0.1% |
11,334.96 |
| Low |
11,237.15 |
11,244.03 |
6.88 |
0.1% |
11,221.54 |
| Close |
11,270.29 |
11,279.97 |
9.68 |
0.1% |
11,279.97 |
| Range |
90.05 |
72.06 |
-17.99 |
-20.0% |
113.42 |
| ATR |
87.09 |
86.02 |
-1.07 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,496.21 |
11,460.15 |
11,319.60 |
|
| R3 |
11,424.15 |
11,388.09 |
11,299.79 |
|
| R2 |
11,352.09 |
11,352.09 |
11,293.18 |
|
| R1 |
11,316.03 |
11,316.03 |
11,286.58 |
11,334.06 |
| PP |
11,280.03 |
11,280.03 |
11,280.03 |
11,289.05 |
| S1 |
11,243.97 |
11,243.97 |
11,273.36 |
11,262.00 |
| S2 |
11,207.97 |
11,207.97 |
11,266.76 |
|
| S3 |
11,135.91 |
11,171.91 |
11,260.15 |
|
| S4 |
11,063.85 |
11,099.85 |
11,240.34 |
|
|
| Weekly Pivots for week ending 24-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,619.08 |
11,562.95 |
11,342.35 |
|
| R3 |
11,505.66 |
11,449.53 |
11,311.16 |
|
| R2 |
11,392.24 |
11,392.24 |
11,300.76 |
|
| R1 |
11,336.11 |
11,336.11 |
11,290.37 |
11,364.18 |
| PP |
11,278.82 |
11,278.82 |
11,278.82 |
11,292.86 |
| S1 |
11,222.69 |
11,222.69 |
11,269.57 |
11,250.76 |
| S2 |
11,165.40 |
11,165.40 |
11,259.18 |
|
| S3 |
11,051.98 |
11,109.27 |
11,248.78 |
|
| S4 |
10,938.56 |
10,995.85 |
11,217.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,334.96 |
11,221.54 |
113.42 |
1.0% |
85.30 |
0.8% |
52% |
False |
False |
|
| 10 |
11,334.96 |
11,056.33 |
278.63 |
2.5% |
78.52 |
0.7% |
80% |
False |
False |
|
| 20 |
11,334.96 |
10,922.73 |
412.23 |
3.7% |
86.36 |
0.8% |
87% |
False |
False |
|
| 40 |
11,334.96 |
10,737.67 |
597.29 |
5.3% |
88.95 |
0.8% |
91% |
False |
False |
|
| 60 |
11,334.96 |
10,661.15 |
673.81 |
6.0% |
87.67 |
0.8% |
92% |
False |
False |
|
| 80 |
11,334.96 |
10,661.15 |
673.81 |
6.0% |
88.14 |
0.8% |
92% |
False |
False |
|
| 100 |
11,334.96 |
10,388.80 |
946.16 |
8.4% |
85.58 |
0.8% |
94% |
False |
False |
|
| 120 |
11,334.96 |
10,156.50 |
1,178.46 |
10.4% |
90.94 |
0.8% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,622.35 |
|
2.618 |
11,504.74 |
|
1.618 |
11,432.68 |
|
1.000 |
11,388.15 |
|
0.618 |
11,360.62 |
|
HIGH |
11,316.09 |
|
0.618 |
11,288.56 |
|
0.500 |
11,280.06 |
|
0.382 |
11,271.56 |
|
LOW |
11,244.03 |
|
0.618 |
11,199.50 |
|
1.000 |
11,171.97 |
|
1.618 |
11,127.44 |
|
2.618 |
11,055.38 |
|
4.250 |
10,937.78 |
|
|