Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2009 |
23-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
3,750.0 |
3,881.0 |
131.0 |
3.5% |
3,880.0 |
High |
3,809.0 |
3,979.5 |
170.5 |
4.5% |
3,880.0 |
Low |
3,722.5 |
3,792.5 |
70.0 |
1.9% |
3,722.5 |
Close |
3,785.0 |
3,917.5 |
132.5 |
3.5% |
3,785.0 |
Range |
86.5 |
187.0 |
100.5 |
116.2% |
157.5 |
ATR |
131.9 |
136.3 |
4.5 |
3.4% |
0.0 |
Volume |
185,117 |
146,538 |
-38,579 |
-20.8% |
712,692 |
|
Daily Pivots for day following 23-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,457.5 |
4,374.5 |
4,020.5 |
|
R3 |
4,270.5 |
4,187.5 |
3,969.0 |
|
R2 |
4,083.5 |
4,083.5 |
3,952.0 |
|
R1 |
4,000.5 |
4,000.5 |
3,934.5 |
4,042.0 |
PP |
3,896.5 |
3,896.5 |
3,896.5 |
3,917.0 |
S1 |
3,813.5 |
3,813.5 |
3,900.5 |
3,855.0 |
S2 |
3,709.5 |
3,709.5 |
3,883.0 |
|
S3 |
3,522.5 |
3,626.5 |
3,866.0 |
|
S4 |
3,335.5 |
3,439.5 |
3,814.5 |
|
|
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 |
3,979.5 |
3,683.5 |
296.0 |
7.6% |
127.0 |
3.2% |
79% |
True |
False |
175,004 |
10 |
3,979.5 |
3,405.5 |
574.0 |
14.7% |
127.5 |
3.2% |
89% |
True |
False |
89,617 |
20 |
3,979.5 |
3,405.5 |
574.0 |
14.7% |
117.5 |
3.0% |
89% |
True |
False |
44,945 |
40 |
4,262.5 |
3,405.5 |
857.0 |
21.9% |
106.5 |
2.7% |
60% |
False |
False |
22,609 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,774.0 |
2.618 |
4,469.0 |
1.618 |
4,282.0 |
1.000 |
4,166.5 |
0.618 |
4,095.0 |
HIGH |
3,979.5 |
0.618 |
3,908.0 |
0.500 |
3,886.0 |
0.382 |
3,864.0 |
LOW |
3,792.5 |
0.618 |
3,677.0 |
1.000 |
3,605.5 |
1.618 |
3,490.0 |
2.618 |
3,303.0 |
4.250 |
2,998.0 |
|
|