| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2009 |
26-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
2,036.0 |
2,087.0 |
51.0 |
2.5% |
1,943.0 |
| High |
2,088.0 |
2,103.0 |
15.0 |
0.7% |
2,012.0 |
| Low |
2,020.0 |
2,059.0 |
39.0 |
1.9% |
1,911.0 |
| Close |
2,070.0 |
2,078.0 |
8.0 |
0.4% |
1,971.0 |
| Range |
68.0 |
44.0 |
-24.0 |
-35.3% |
101.0 |
| ATR |
75.0 |
72.8 |
-2.2 |
-3.0% |
0.0 |
| Volume |
2,735 |
2,179 |
-556 |
-20.3% |
198,306 |
|
| Daily Pivots for day following 26-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,212.0 |
2,189.0 |
2,102.2 |
|
| R3 |
2,168.0 |
2,145.0 |
2,090.1 |
|
| R2 |
2,124.0 |
2,124.0 |
2,086.1 |
|
| R1 |
2,101.0 |
2,101.0 |
2,082.0 |
2,090.5 |
| PP |
2,080.0 |
2,080.0 |
2,080.0 |
2,074.8 |
| S1 |
2,057.0 |
2,057.0 |
2,074.0 |
2,046.5 |
| S2 |
2,036.0 |
2,036.0 |
2,069.9 |
|
| S3 |
1,992.0 |
2,013.0 |
2,065.9 |
|
| S4 |
1,948.0 |
1,969.0 |
2,053.8 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,267.7 |
2,220.3 |
2,026.6 |
|
| R3 |
2,166.7 |
2,119.3 |
1,998.8 |
|
| R2 |
2,065.7 |
2,065.7 |
1,989.5 |
|
| R1 |
2,018.3 |
2,018.3 |
1,980.3 |
2,042.0 |
| PP |
1,964.7 |
1,964.7 |
1,964.7 |
1,976.5 |
| S1 |
1,917.3 |
1,917.3 |
1,961.7 |
1,941.0 |
| S2 |
1,863.7 |
1,863.7 |
1,952.5 |
|
| S3 |
1,762.7 |
1,816.3 |
1,943.2 |
|
| S4 |
1,661.7 |
1,715.3 |
1,915.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,103.0 |
1,932.0 |
171.0 |
8.2% |
61.6 |
3.0% |
85% |
True |
False |
6,696 |
| 10 |
2,103.0 |
1,890.0 |
213.0 |
10.3% |
62.0 |
3.0% |
88% |
True |
False |
22,700 |
| 20 |
2,103.0 |
1,693.0 |
410.0 |
19.7% |
72.2 |
3.5% |
94% |
True |
False |
13,084 |
| 40 |
2,296.0 |
1,693.0 |
603.0 |
29.0% |
59.5 |
2.9% |
64% |
False |
False |
6,922 |
| 60 |
2,561.0 |
1,693.0 |
868.0 |
41.8% |
60.7 |
2.9% |
44% |
False |
False |
4,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,290.0 |
|
2.618 |
2,218.2 |
|
1.618 |
2,174.2 |
|
1.000 |
2,147.0 |
|
0.618 |
2,130.2 |
|
HIGH |
2,103.0 |
|
0.618 |
2,086.2 |
|
0.500 |
2,081.0 |
|
0.382 |
2,075.8 |
|
LOW |
2,059.0 |
|
0.618 |
2,031.8 |
|
1.000 |
2,015.0 |
|
1.618 |
1,987.8 |
|
2.618 |
1,943.8 |
|
4.250 |
1,872.0 |
|
|