| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2009 |
31-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
2,003.0 |
1,940.0 |
-63.0 |
-3.1% |
1,998.0 |
| High |
2,003.0 |
2,013.0 |
10.0 |
0.5% |
2,103.0 |
| Low |
1,918.0 |
1,940.0 |
22.0 |
1.1% |
1,995.0 |
| Close |
1,932.0 |
1,988.0 |
56.0 |
2.9% |
2,035.0 |
| Range |
85.0 |
73.0 |
-12.0 |
-14.1% |
108.0 |
| ATR |
75.3 |
75.8 |
0.4 |
0.5% |
0.0 |
| Volume |
383 |
3,063 |
2,680 |
699.7% |
13,064 |
|
| Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,199.3 |
2,166.7 |
2,028.2 |
|
| R3 |
2,126.3 |
2,093.7 |
2,008.1 |
|
| R2 |
2,053.3 |
2,053.3 |
2,001.4 |
|
| R1 |
2,020.7 |
2,020.7 |
1,994.7 |
2,037.0 |
| PP |
1,980.3 |
1,980.3 |
1,980.3 |
1,988.5 |
| S1 |
1,947.7 |
1,947.7 |
1,981.3 |
1,964.0 |
| S2 |
1,907.3 |
1,907.3 |
1,974.6 |
|
| S3 |
1,834.3 |
1,874.7 |
1,967.9 |
|
| S4 |
1,761.3 |
1,801.7 |
1,947.9 |
|
|
| 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 |
1,918.0 |
185.0 |
9.3% |
66.8 |
3.4% |
38% |
False |
False |
1,791 |
| 10 |
2,103.0 |
1,916.0 |
187.0 |
9.4% |
67.2 |
3.4% |
39% |
False |
False |
14,746 |
| 20 |
2,103.0 |
1,693.0 |
410.0 |
20.6% |
73.2 |
3.7% |
72% |
False |
False |
13,170 |
| 40 |
2,296.0 |
1,693.0 |
603.0 |
30.3% |
61.1 |
3.1% |
49% |
False |
False |
6,931 |
| 60 |
2,519.0 |
1,693.0 |
826.0 |
41.5% |
61.7 |
3.1% |
36% |
False |
False |
4,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,323.3 |
|
2.618 |
2,204.1 |
|
1.618 |
2,131.1 |
|
1.000 |
2,086.0 |
|
0.618 |
2,058.1 |
|
HIGH |
2,013.0 |
|
0.618 |
1,985.1 |
|
0.500 |
1,976.5 |
|
0.382 |
1,967.9 |
|
LOW |
1,940.0 |
|
0.618 |
1,894.9 |
|
1.000 |
1,867.0 |
|
1.618 |
1,821.9 |
|
2.618 |
1,748.9 |
|
4.250 |
1,629.8 |
|
|