| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
2,125.0 |
2,150.0 |
25.0 |
1.2% |
2,003.0 |
| High |
2,179.0 |
2,163.0 |
-16.0 |
-0.7% |
2,179.0 |
| Low |
2,111.0 |
2,079.0 |
-32.0 |
-1.5% |
1,918.0 |
| Close |
2,117.0 |
2,090.0 |
-27.0 |
-1.3% |
2,117.0 |
| Range |
68.0 |
84.0 |
16.0 |
23.5% |
261.0 |
| ATR |
80.6 |
80.8 |
0.2 |
0.3% |
0.0 |
| Volume |
4,103 |
796 |
-3,307 |
-80.6% |
9,491 |
|
| Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,362.7 |
2,310.3 |
2,136.2 |
|
| R3 |
2,278.7 |
2,226.3 |
2,113.1 |
|
| R2 |
2,194.7 |
2,194.7 |
2,105.4 |
|
| R1 |
2,142.3 |
2,142.3 |
2,097.7 |
2,126.5 |
| PP |
2,110.7 |
2,110.7 |
2,110.7 |
2,102.8 |
| S1 |
2,058.3 |
2,058.3 |
2,082.3 |
2,042.5 |
| S2 |
2,026.7 |
2,026.7 |
2,074.6 |
|
| S3 |
1,942.7 |
1,974.3 |
2,066.9 |
|
| S4 |
1,858.7 |
1,890.3 |
2,043.8 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,854.3 |
2,746.7 |
2,260.6 |
|
| R3 |
2,593.3 |
2,485.7 |
2,188.8 |
|
| R2 |
2,332.3 |
2,332.3 |
2,164.9 |
|
| R1 |
2,224.7 |
2,224.7 |
2,140.9 |
2,278.5 |
| PP |
2,071.3 |
2,071.3 |
2,071.3 |
2,098.3 |
| S1 |
1,963.7 |
1,963.7 |
2,093.1 |
2,017.5 |
| S2 |
1,810.3 |
1,810.3 |
2,069.2 |
|
| S3 |
1,549.3 |
1,702.7 |
2,045.2 |
|
| S4 |
1,288.3 |
1,441.7 |
1,973.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,179.0 |
1,940.0 |
239.0 |
11.4% |
82.0 |
3.9% |
63% |
False |
False |
1,980 |
| 10 |
2,179.0 |
1,918.0 |
261.0 |
12.5% |
73.0 |
3.5% |
66% |
False |
False |
1,680 |
| 20 |
2,179.0 |
1,727.0 |
452.0 |
21.6% |
75.7 |
3.6% |
80% |
False |
False |
13,251 |
| 40 |
2,282.0 |
1,693.0 |
589.0 |
28.2% |
64.3 |
3.1% |
67% |
False |
False |
6,972 |
| 60 |
2,367.0 |
1,693.0 |
674.0 |
32.2% |
63.8 |
3.1% |
59% |
False |
False |
4,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,520.0 |
|
2.618 |
2,382.9 |
|
1.618 |
2,298.9 |
|
1.000 |
2,247.0 |
|
0.618 |
2,214.9 |
|
HIGH |
2,163.0 |
|
0.618 |
2,130.9 |
|
0.500 |
2,121.0 |
|
0.382 |
2,111.1 |
|
LOW |
2,079.0 |
|
0.618 |
2,027.1 |
|
1.000 |
1,995.0 |
|
1.618 |
1,943.1 |
|
2.618 |
1,859.1 |
|
4.250 |
1,722.0 |
|
|