Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2009 |
20-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
3,786.0 |
3,750.0 |
-36.0 |
-1.0% |
3,880.0 |
High |
3,865.5 |
3,809.0 |
-56.5 |
-1.5% |
3,880.0 |
Low |
3,741.0 |
3,722.5 |
-18.5 |
-0.5% |
3,722.5 |
Close |
3,775.0 |
3,785.0 |
10.0 |
0.3% |
3,785.0 |
Range |
124.5 |
86.5 |
-38.0 |
-30.5% |
157.5 |
ATR |
135.4 |
131.9 |
-3.5 |
-2.6% |
0.0 |
Volume |
204,365 |
185,117 |
-19,248 |
-9.4% |
712,692 |
|
Daily Pivots for day following 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,031.5 |
3,995.0 |
3,832.5 |
|
R3 |
3,945.0 |
3,908.5 |
3,809.0 |
|
R2 |
3,858.5 |
3,858.5 |
3,801.0 |
|
R1 |
3,822.0 |
3,822.0 |
3,793.0 |
3,840.0 |
PP |
3,772.0 |
3,772.0 |
3,772.0 |
3,781.5 |
S1 |
3,735.5 |
3,735.5 |
3,777.0 |
3,754.0 |
S2 |
3,685.5 |
3,685.5 |
3,769.0 |
|
S3 |
3,599.0 |
3,649.0 |
3,761.0 |
|
S4 |
3,512.5 |
3,562.5 |
3,737.5 |
|
|
Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,268.5 |
4,184.0 |
3,871.5 |
|
R3 |
4,111.0 |
4,026.5 |
3,828.5 |
|
R2 |
3,953.5 |
3,953.5 |
3,814.0 |
|
R1 |
3,869.0 |
3,869.0 |
3,799.5 |
3,832.5 |
PP |
3,796.0 |
3,796.0 |
3,796.0 |
3,777.5 |
S1 |
3,711.5 |
3,711.5 |
3,770.5 |
3,675.0 |
S2 |
3,638.5 |
3,638.5 |
3,756.0 |
|
S3 |
3,481.0 |
3,554.0 |
3,741.5 |
|
S4 |
3,323.5 |
3,396.5 |
3,698.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,880.0 |
3,562.5 |
317.5 |
8.4% |
123.0 |
3.2% |
70% |
False |
False |
147,640 |
10 |
3,880.0 |
3,405.5 |
474.5 |
12.5% |
122.5 |
3.2% |
80% |
False |
False |
75,045 |
20 |
3,975.5 |
3,405.5 |
570.0 |
15.1% |
111.5 |
2.9% |
67% |
False |
False |
37,624 |
40 |
4,262.5 |
3,405.5 |
857.0 |
22.6% |
103.5 |
2.7% |
44% |
False |
False |
18,951 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,176.5 |
2.618 |
4,035.5 |
1.618 |
3,949.0 |
1.000 |
3,895.5 |
0.618 |
3,862.5 |
HIGH |
3,809.0 |
0.618 |
3,776.0 |
0.500 |
3,766.0 |
0.382 |
3,755.5 |
LOW |
3,722.5 |
0.618 |
3,669.0 |
1.000 |
3,636.0 |
1.618 |
3,582.5 |
2.618 |
3,496.0 |
4.250 |
3,355.0 |
|
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