| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2009 |
27-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
2,087.0 |
2,083.0 |
-4.0 |
-0.2% |
1,998.0 |
| High |
2,103.0 |
2,085.0 |
-18.0 |
-0.9% |
2,103.0 |
| Low |
2,059.0 |
2,021.0 |
-38.0 |
-1.8% |
1,995.0 |
| Close |
2,078.0 |
2,035.0 |
-43.0 |
-2.1% |
2,035.0 |
| Range |
44.0 |
64.0 |
20.0 |
45.5% |
108.0 |
| ATR |
72.8 |
72.1 |
-0.6 |
-0.9% |
0.0 |
| Volume |
2,179 |
597 |
-1,582 |
-72.6% |
13,064 |
|
| Daily Pivots for day following 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,239.0 |
2,201.0 |
2,070.2 |
|
| R3 |
2,175.0 |
2,137.0 |
2,052.6 |
|
| R2 |
2,111.0 |
2,111.0 |
2,046.7 |
|
| R1 |
2,073.0 |
2,073.0 |
2,040.9 |
2,060.0 |
| PP |
2,047.0 |
2,047.0 |
2,047.0 |
2,040.5 |
| S1 |
2,009.0 |
2,009.0 |
2,029.1 |
1,996.0 |
| S2 |
1,983.0 |
1,983.0 |
2,023.3 |
|
| S3 |
1,919.0 |
1,945.0 |
2,017.4 |
|
| S4 |
1,855.0 |
1,881.0 |
1,999.8 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,368.3 |
2,309.7 |
2,094.4 |
|
| R3 |
2,260.3 |
2,201.7 |
2,064.7 |
|
| R2 |
2,152.3 |
2,152.3 |
2,054.8 |
|
| R1 |
2,093.7 |
2,093.7 |
2,044.9 |
2,123.0 |
| PP |
2,044.3 |
2,044.3 |
2,044.3 |
2,059.0 |
| S1 |
1,985.7 |
1,985.7 |
2,025.1 |
2,015.0 |
| S2 |
1,936.3 |
1,936.3 |
2,015.2 |
|
| S3 |
1,828.3 |
1,877.7 |
2,005.3 |
|
| S4 |
1,720.3 |
1,769.7 |
1,975.6 |
|
|
| 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 |
1,995.0 |
108.0 |
5.3% |
65.8 |
3.2% |
37% |
False |
False |
2,612 |
| 10 |
2,103.0 |
1,911.0 |
192.0 |
9.4% |
62.9 |
3.1% |
65% |
False |
False |
21,137 |
| 20 |
2,103.0 |
1,693.0 |
410.0 |
20.1% |
72.3 |
3.6% |
83% |
False |
False |
13,081 |
| 40 |
2,296.0 |
1,693.0 |
603.0 |
29.6% |
59.6 |
2.9% |
57% |
False |
False |
6,885 |
| 60 |
2,561.0 |
1,693.0 |
868.0 |
42.7% |
60.0 |
2.9% |
39% |
False |
False |
4,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,357.0 |
|
2.618 |
2,252.6 |
|
1.618 |
2,188.6 |
|
1.000 |
2,149.0 |
|
0.618 |
2,124.6 |
|
HIGH |
2,085.0 |
|
0.618 |
2,060.6 |
|
0.500 |
2,053.0 |
|
0.382 |
2,045.4 |
|
LOW |
2,021.0 |
|
0.618 |
1,981.4 |
|
1.000 |
1,957.0 |
|
1.618 |
1,917.4 |
|
2.618 |
1,853.4 |
|
4.250 |
1,749.0 |
|
|