| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2008 |
20-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
6,603.0 |
6,435.5 |
-167.5 |
-2.5% |
6,617.5 |
| High |
6,606.0 |
6,522.0 |
-84.0 |
-1.3% |
6,791.0 |
| Low |
6,415.0 |
6,427.0 |
12.0 |
0.2% |
6,508.0 |
| Close |
6,501.5 |
6,461.5 |
-40.0 |
-0.6% |
6,607.5 |
| Range |
191.0 |
95.0 |
-96.0 |
-50.3% |
283.0 |
| ATR |
177.2 |
171.3 |
-5.9 |
-3.3% |
0.0 |
| Volume |
16,279 |
6,156 |
-10,123 |
-62.2% |
5,011 |
|
| Daily Pivots for day following 20-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,755.2 |
6,703.3 |
6,513.8 |
|
| R3 |
6,660.2 |
6,608.3 |
6,487.6 |
|
| R2 |
6,565.2 |
6,565.2 |
6,478.9 |
|
| R1 |
6,513.3 |
6,513.3 |
6,470.2 |
6,539.3 |
| PP |
6,470.2 |
6,470.2 |
6,470.2 |
6,483.1 |
| S1 |
6,418.3 |
6,418.3 |
6,452.8 |
6,444.3 |
| S2 |
6,375.2 |
6,375.2 |
6,444.1 |
|
| S3 |
6,280.2 |
6,323.3 |
6,435.4 |
|
| S4 |
6,185.2 |
6,228.3 |
6,409.3 |
|
|
| Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,484.5 |
7,329.0 |
6,763.2 |
|
| R3 |
7,201.5 |
7,046.0 |
6,685.3 |
|
| R2 |
6,918.5 |
6,918.5 |
6,659.4 |
|
| R1 |
6,763.0 |
6,763.0 |
6,633.4 |
6,699.3 |
| PP |
6,635.5 |
6,635.5 |
6,635.5 |
6,603.6 |
| S1 |
6,480.0 |
6,480.0 |
6,581.6 |
6,416.3 |
| S2 |
6,352.5 |
6,352.5 |
6,555.6 |
|
| S3 |
6,069.5 |
6,197.0 |
6,529.7 |
|
| S4 |
5,786.5 |
5,914.0 |
6,451.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,770.5 |
6,306.5 |
464.0 |
7.2% |
180.5 |
2.8% |
33% |
False |
False |
7,374 |
| 10 |
6,791.0 |
6,306.5 |
484.5 |
7.5% |
155.1 |
2.4% |
32% |
False |
False |
3,999 |
| 20 |
7,170.0 |
6,306.5 |
863.5 |
13.4% |
130.9 |
2.0% |
18% |
False |
False |
2,181 |
| 40 |
7,249.5 |
6,306.5 |
943.0 |
14.6% |
133.2 |
2.1% |
16% |
False |
False |
1,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,925.8 |
|
2.618 |
6,770.7 |
|
1.618 |
6,675.7 |
|
1.000 |
6,617.0 |
|
0.618 |
6,580.7 |
|
HIGH |
6,522.0 |
|
0.618 |
6,485.7 |
|
0.500 |
6,474.5 |
|
0.382 |
6,463.3 |
|
LOW |
6,427.0 |
|
0.618 |
6,368.3 |
|
1.000 |
6,332.0 |
|
1.618 |
6,273.3 |
|
2.618 |
6,178.3 |
|
4.250 |
6,023.3 |
|
|