| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2007 |
29-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
12,396.49 |
12,301.48 |
-95.01 |
-0.8% |
12,110.41 |
| High |
12,396.49 |
12,381.91 |
-14.58 |
-0.1% |
12,511.05 |
| Low |
12,257.42 |
12,267.59 |
10.17 |
0.1% |
12,110.41 |
| Close |
12,300.36 |
12,348.75 |
48.39 |
0.4% |
12,481.01 |
| Range |
139.07 |
114.32 |
-24.75 |
-17.8% |
400.64 |
| ATR |
123.38 |
122.74 |
-0.65 |
-0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,675.71 |
12,626.55 |
12,411.63 |
|
| R3 |
12,561.39 |
12,512.23 |
12,380.19 |
|
| R2 |
12,447.07 |
12,447.07 |
12,369.71 |
|
| R1 |
12,397.91 |
12,397.91 |
12,359.23 |
12,422.49 |
| PP |
12,332.75 |
12,332.75 |
12,332.75 |
12,345.04 |
| S1 |
12,283.59 |
12,283.59 |
12,338.27 |
12,308.17 |
| S2 |
12,218.43 |
12,218.43 |
12,327.79 |
|
| S3 |
12,104.11 |
12,169.27 |
12,317.31 |
|
| S4 |
11,989.79 |
12,054.95 |
12,285.87 |
|
|
| Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,569.41 |
13,425.85 |
12,701.36 |
|
| R3 |
13,168.77 |
13,025.21 |
12,591.19 |
|
| R2 |
12,768.13 |
12,768.13 |
12,554.46 |
|
| R1 |
12,624.57 |
12,624.57 |
12,517.74 |
12,696.35 |
| PP |
12,367.49 |
12,367.49 |
12,367.49 |
12,403.38 |
| S1 |
12,223.93 |
12,223.93 |
12,444.28 |
12,295.71 |
| S2 |
11,966.85 |
11,966.85 |
12,407.56 |
|
| S3 |
11,566.21 |
11,823.29 |
12,370.83 |
|
| S4 |
11,165.57 |
11,422.65 |
12,260.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,511.05 |
12,257.42 |
253.63 |
2.1% |
105.36 |
0.9% |
36% |
False |
False |
|
| 10 |
12,511.05 |
12,082.13 |
428.92 |
3.5% |
112.49 |
0.9% |
62% |
False |
False |
|
| 20 |
12,511.05 |
11,939.61 |
571.44 |
4.6% |
125.21 |
1.0% |
72% |
False |
False |
|
| 40 |
12,795.93 |
11,939.61 |
856.32 |
6.9% |
118.30 |
1.0% |
48% |
False |
False |
|
| 60 |
12,795.93 |
11,939.61 |
856.32 |
6.9% |
111.26 |
0.9% |
48% |
False |
False |
|
| 80 |
12,795.93 |
11,939.61 |
856.32 |
6.9% |
103.95 |
0.8% |
48% |
False |
False |
|
| 100 |
12,795.93 |
11,939.61 |
856.32 |
6.9% |
100.69 |
0.8% |
48% |
False |
False |
|
| 120 |
12,795.93 |
11,794.17 |
1,001.76 |
8.1% |
97.10 |
0.8% |
55% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,867.77 |
|
2.618 |
12,681.20 |
|
1.618 |
12,566.88 |
|
1.000 |
12,496.23 |
|
0.618 |
12,452.56 |
|
HIGH |
12,381.91 |
|
0.618 |
12,338.24 |
|
0.500 |
12,324.75 |
|
0.382 |
12,311.26 |
|
LOW |
12,267.59 |
|
0.618 |
12,196.94 |
|
1.000 |
12,153.27 |
|
1.618 |
12,082.62 |
|
2.618 |
11,968.30 |
|
4.250 |
11,781.73 |
|
|