| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2007 |
16-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
12,133.16 |
12,160.16 |
27.00 |
0.2% |
12,275.68 |
| High |
12,188.12 |
12,190.36 |
2.24 |
0.0% |
12,349.95 |
| Low |
12,105.92 |
12,082.13 |
-23.79 |
-0.2% |
11,939.61 |
| Close |
12,159.68 |
12,110.41 |
-49.27 |
-0.4% |
12,110.41 |
| Range |
82.20 |
108.23 |
26.03 |
31.7% |
410.34 |
| ATR |
134.06 |
132.22 |
-1.85 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,452.32 |
12,389.60 |
12,169.94 |
|
| R3 |
12,344.09 |
12,281.37 |
12,140.17 |
|
| R2 |
12,235.86 |
12,235.86 |
12,130.25 |
|
| R1 |
12,173.14 |
12,173.14 |
12,120.33 |
12,150.39 |
| PP |
12,127.63 |
12,127.63 |
12,127.63 |
12,116.26 |
| S1 |
12,064.91 |
12,064.91 |
12,100.49 |
12,042.16 |
| S2 |
12,019.40 |
12,019.40 |
12,090.57 |
|
| S3 |
11,911.17 |
11,956.68 |
12,080.65 |
|
| S4 |
11,802.94 |
11,848.45 |
12,050.88 |
|
|
| Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,364.34 |
13,147.72 |
12,336.10 |
|
| R3 |
12,954.00 |
12,737.38 |
12,223.25 |
|
| R2 |
12,543.66 |
12,543.66 |
12,185.64 |
|
| R1 |
12,327.04 |
12,327.04 |
12,148.02 |
12,230.18 |
| PP |
12,133.32 |
12,133.32 |
12,133.32 |
12,084.90 |
| S1 |
11,916.70 |
11,916.70 |
12,072.80 |
11,819.84 |
| S2 |
11,722.98 |
11,722.98 |
12,035.18 |
|
| S3 |
11,312.64 |
11,506.36 |
11,997.57 |
|
| S4 |
10,902.30 |
11,096.02 |
11,884.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,349.95 |
11,939.61 |
410.34 |
3.4% |
146.66 |
1.2% |
42% |
False |
False |
|
| 10 |
12,349.95 |
11,939.61 |
410.34 |
3.4% |
134.75 |
1.1% |
42% |
False |
False |
|
| 20 |
12,795.93 |
11,939.61 |
856.32 |
7.1% |
143.80 |
1.2% |
20% |
False |
False |
|
| 40 |
12,795.93 |
11,939.61 |
856.32 |
7.1% |
115.34 |
1.0% |
20% |
False |
False |
|
| 60 |
12,795.93 |
11,939.61 |
856.32 |
7.1% |
105.71 |
0.9% |
20% |
False |
False |
|
| 80 |
12,795.93 |
11,939.61 |
856.32 |
7.1% |
100.61 |
0.8% |
20% |
False |
False |
|
| 100 |
12,795.93 |
11,939.61 |
856.32 |
7.1% |
98.68 |
0.8% |
20% |
False |
False |
|
| 120 |
12,795.93 |
11,474.56 |
1,321.37 |
10.9% |
95.32 |
0.8% |
48% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,650.34 |
|
2.618 |
12,473.71 |
|
1.618 |
12,365.48 |
|
1.000 |
12,298.59 |
|
0.618 |
12,257.25 |
|
HIGH |
12,190.36 |
|
0.618 |
12,149.02 |
|
0.500 |
12,136.25 |
|
0.382 |
12,123.47 |
|
LOW |
12,082.13 |
|
0.618 |
12,015.24 |
|
1.000 |
11,973.90 |
|
1.618 |
11,907.01 |
|
2.618 |
11,798.78 |
|
4.250 |
11,622.15 |
|
|