Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2009 |
24-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
3,881.0 |
3,960.5 |
79.5 |
2.0% |
3,880.0 |
High |
3,979.5 |
3,970.0 |
-9.5 |
-0.2% |
3,880.0 |
Low |
3,792.5 |
3,822.0 |
29.5 |
0.8% |
3,722.5 |
Close |
3,917.5 |
3,865.5 |
-52.0 |
-1.3% |
3,785.0 |
Range |
187.0 |
148.0 |
-39.0 |
-20.9% |
157.5 |
ATR |
136.3 |
137.2 |
0.8 |
0.6% |
0.0 |
Volume |
146,538 |
140,258 |
-6,280 |
-4.3% |
712,692 |
|
Daily Pivots for day following 24-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,330.0 |
4,245.5 |
3,947.0 |
|
R3 |
4,182.0 |
4,097.5 |
3,906.0 |
|
R2 |
4,034.0 |
4,034.0 |
3,892.5 |
|
R1 |
3,949.5 |
3,949.5 |
3,879.0 |
3,918.0 |
PP |
3,886.0 |
3,886.0 |
3,886.0 |
3,870.0 |
S1 |
3,801.5 |
3,801.5 |
3,852.0 |
3,770.0 |
S2 |
3,738.0 |
3,738.0 |
3,838.5 |
|
S3 |
3,590.0 |
3,653.5 |
3,825.0 |
|
S4 |
3,442.0 |
3,505.5 |
3,784.0 |
|
|
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 |
3,722.5 |
257.0 |
6.6% |
140.0 |
3.6% |
56% |
False |
False |
199,897 |
10 |
3,979.5 |
3,405.5 |
574.0 |
14.8% |
128.0 |
3.3% |
80% |
False |
False |
103,605 |
20 |
3,979.5 |
3,405.5 |
574.0 |
14.8% |
122.0 |
3.2% |
80% |
False |
False |
51,942 |
40 |
4,262.5 |
3,405.5 |
857.0 |
22.2% |
107.0 |
2.8% |
54% |
False |
False |
26,102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,599.0 |
2.618 |
4,357.5 |
1.618 |
4,209.5 |
1.000 |
4,118.0 |
0.618 |
4,061.5 |
HIGH |
3,970.0 |
0.618 |
3,913.5 |
0.500 |
3,896.0 |
0.382 |
3,878.5 |
LOW |
3,822.0 |
0.618 |
3,730.5 |
1.000 |
3,674.0 |
1.618 |
3,582.5 |
2.618 |
3,434.5 |
4.250 |
3,193.0 |
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