| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1,969.0 |
2,082.0 |
113.0 |
5.7% |
1,998.0 |
| High |
2,041.0 |
2,153.0 |
112.0 |
5.5% |
2,103.0 |
| Low |
1,944.0 |
2,065.0 |
121.0 |
6.2% |
1,995.0 |
| Close |
2,016.0 |
2,141.0 |
125.0 |
6.2% |
2,035.0 |
| Range |
97.0 |
88.0 |
-9.0 |
-9.3% |
108.0 |
| ATR |
77.3 |
81.5 |
4.3 |
5.5% |
0.0 |
| Volume |
382 |
1,560 |
1,178 |
308.4% |
13,064 |
|
| Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,383.7 |
2,350.3 |
2,189.4 |
|
| R3 |
2,295.7 |
2,262.3 |
2,165.2 |
|
| R2 |
2,207.7 |
2,207.7 |
2,157.1 |
|
| R1 |
2,174.3 |
2,174.3 |
2,149.1 |
2,191.0 |
| PP |
2,119.7 |
2,119.7 |
2,119.7 |
2,128.0 |
| S1 |
2,086.3 |
2,086.3 |
2,132.9 |
2,103.0 |
| S2 |
2,031.7 |
2,031.7 |
2,124.9 |
|
| S3 |
1,943.7 |
1,998.3 |
2,116.8 |
|
| S4 |
1,855.7 |
1,910.3 |
2,092.6 |
|
|
| 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 |
2,153.0 |
1,918.0 |
235.0 |
11.0% |
81.4 |
3.8% |
95% |
True |
False |
1,197 |
| 10 |
2,153.0 |
1,918.0 |
235.0 |
11.0% |
71.5 |
3.3% |
95% |
True |
False |
3,946 |
| 20 |
2,153.0 |
1,693.0 |
460.0 |
21.5% |
74.5 |
3.5% |
97% |
True |
False |
13,104 |
| 40 |
2,296.0 |
1,693.0 |
603.0 |
28.2% |
62.7 |
2.9% |
74% |
False |
False |
6,906 |
| 60 |
2,487.0 |
1,693.0 |
794.0 |
37.1% |
63.2 |
3.0% |
56% |
False |
False |
4,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,527.0 |
|
2.618 |
2,383.4 |
|
1.618 |
2,295.4 |
|
1.000 |
2,241.0 |
|
0.618 |
2,207.4 |
|
HIGH |
2,153.0 |
|
0.618 |
2,119.4 |
|
0.500 |
2,109.0 |
|
0.382 |
2,098.6 |
|
LOW |
2,065.0 |
|
0.618 |
2,010.6 |
|
1.000 |
1,977.0 |
|
1.618 |
1,922.6 |
|
2.618 |
1,834.6 |
|
4.250 |
1,691.0 |
|
|