| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2009 |
01-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1,940.0 |
1,969.0 |
29.0 |
1.5% |
1,998.0 |
| High |
2,013.0 |
2,041.0 |
28.0 |
1.4% |
2,103.0 |
| Low |
1,940.0 |
1,944.0 |
4.0 |
0.2% |
1,995.0 |
| Close |
1,988.0 |
2,016.0 |
28.0 |
1.4% |
2,035.0 |
| Range |
73.0 |
97.0 |
24.0 |
32.9% |
108.0 |
| ATR |
75.8 |
77.3 |
1.5 |
2.0% |
0.0 |
| Volume |
3,063 |
382 |
-2,681 |
-87.5% |
13,064 |
|
| Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,291.3 |
2,250.7 |
2,069.4 |
|
| R3 |
2,194.3 |
2,153.7 |
2,042.7 |
|
| R2 |
2,097.3 |
2,097.3 |
2,033.8 |
|
| R1 |
2,056.7 |
2,056.7 |
2,024.9 |
2,077.0 |
| PP |
2,000.3 |
2,000.3 |
2,000.3 |
2,010.5 |
| S1 |
1,959.7 |
1,959.7 |
2,007.1 |
1,980.0 |
| S2 |
1,903.3 |
1,903.3 |
1,998.2 |
|
| S3 |
1,806.3 |
1,862.7 |
1,989.3 |
|
| S4 |
1,709.3 |
1,765.7 |
1,962.7 |
|
|
| 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 |
9.2% |
72.6 |
3.6% |
53% |
False |
False |
1,320 |
| 10 |
2,103.0 |
1,918.0 |
185.0 |
9.2% |
69.1 |
3.4% |
53% |
False |
False |
9,746 |
| 20 |
2,103.0 |
1,693.0 |
410.0 |
20.3% |
74.8 |
3.7% |
79% |
False |
False |
13,087 |
| 40 |
2,296.0 |
1,693.0 |
603.0 |
29.9% |
62.1 |
3.1% |
54% |
False |
False |
6,875 |
| 60 |
2,487.0 |
1,693.0 |
794.0 |
39.4% |
62.4 |
3.1% |
41% |
False |
False |
4,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,453.3 |
|
2.618 |
2,294.9 |
|
1.618 |
2,197.9 |
|
1.000 |
2,138.0 |
|
0.618 |
2,100.9 |
|
HIGH |
2,041.0 |
|
0.618 |
2,003.9 |
|
0.500 |
1,992.5 |
|
0.382 |
1,981.1 |
|
LOW |
1,944.0 |
|
0.618 |
1,884.1 |
|
1.000 |
1,847.0 |
|
1.618 |
1,787.1 |
|
2.618 |
1,690.1 |
|
4.250 |
1,531.8 |
|
|