| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2007 |
08-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
12,204.46 |
12,193.33 |
-11.13 |
-0.1% |
12,647.88 |
| High |
12,256.94 |
12,303.64 |
46.70 |
0.4% |
12,697.23 |
| Low |
12,178.99 |
12,193.33 |
14.34 |
0.1% |
12,059.54 |
| Close |
12,192.45 |
12,260.70 |
68.25 |
0.6% |
12,114.10 |
| Range |
77.95 |
110.31 |
32.36 |
41.5% |
637.69 |
| ATR |
128.93 |
127.66 |
-1.27 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,583.49 |
12,532.40 |
12,321.37 |
|
| R3 |
12,473.18 |
12,422.09 |
12,291.04 |
|
| R2 |
12,362.87 |
12,362.87 |
12,280.92 |
|
| R1 |
12,311.78 |
12,311.78 |
12,270.81 |
12,337.33 |
| PP |
12,252.56 |
12,252.56 |
12,252.56 |
12,265.33 |
| S1 |
12,201.47 |
12,201.47 |
12,250.59 |
12,227.02 |
| S2 |
12,142.25 |
12,142.25 |
12,240.48 |
|
| S3 |
12,031.94 |
12,091.16 |
12,230.36 |
|
| S4 |
11,921.63 |
11,980.85 |
12,200.03 |
|
|
| Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,203.36 |
13,796.42 |
12,464.83 |
|
| R3 |
13,565.67 |
13,158.73 |
12,289.46 |
|
| R2 |
12,927.98 |
12,927.98 |
12,231.01 |
|
| R1 |
12,521.04 |
12,521.04 |
12,172.55 |
12,405.67 |
| PP |
12,290.29 |
12,290.29 |
12,290.29 |
12,232.60 |
| S1 |
11,883.35 |
11,883.35 |
12,055.65 |
11,767.98 |
| S2 |
11,652.60 |
11,652.60 |
11,997.19 |
|
| S3 |
11,014.91 |
11,245.66 |
11,938.74 |
|
| S4 |
10,377.22 |
10,607.97 |
11,763.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,303.64 |
12,039.11 |
264.53 |
2.2% |
130.36 |
1.1% |
84% |
True |
False |
|
| 10 |
12,697.23 |
12,039.11 |
658.12 |
5.4% |
173.51 |
1.4% |
34% |
False |
False |
|
| 20 |
12,795.93 |
12,039.11 |
756.82 |
6.2% |
129.99 |
1.1% |
29% |
False |
False |
|
| 40 |
12,795.93 |
12,039.11 |
756.82 |
6.2% |
105.52 |
0.9% |
29% |
False |
False |
|
| 60 |
12,795.93 |
12,039.11 |
756.82 |
6.2% |
99.92 |
0.8% |
29% |
False |
False |
|
| 80 |
12,795.93 |
12,039.11 |
756.82 |
6.2% |
96.85 |
0.8% |
29% |
False |
False |
|
| 100 |
12,795.93 |
11,854.05 |
941.88 |
7.7% |
94.96 |
0.8% |
43% |
False |
False |
|
| 120 |
12,795.93 |
11,474.56 |
1,321.37 |
10.8% |
92.49 |
0.8% |
59% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,772.46 |
|
2.618 |
12,592.43 |
|
1.618 |
12,482.12 |
|
1.000 |
12,413.95 |
|
0.618 |
12,371.81 |
|
HIGH |
12,303.64 |
|
0.618 |
12,261.50 |
|
0.500 |
12,248.49 |
|
0.382 |
12,235.47 |
|
LOW |
12,193.33 |
|
0.618 |
12,125.16 |
|
1.000 |
12,083.02 |
|
1.618 |
12,014.85 |
|
2.618 |
11,904.54 |
|
4.250 |
11,724.51 |
|
|