Day Change Summary |
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Previous |
Current |
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|
|
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26-Mar-2009 |
27-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4,270.5 |
4,276.0 |
5.5 |
0.1% |
4,122.0 |
High |
4,313.5 |
4,292.0 |
-21.5 |
-0.5% |
4,313.5 |
Low |
4,240.0 |
4,178.0 |
-62.0 |
-1.5% |
4,119.5 |
Close |
4,280.5 |
4,220.5 |
-60.0 |
-1.4% |
4,220.5 |
Range |
73.5 |
114.0 |
40.5 |
55.1% |
194.0 |
ATR |
136.3 |
134.7 |
-1.6 |
-1.2% |
0.0 |
Volume |
899 |
374 |
-525 |
-58.4% |
3,625 |
|
Daily Pivots for day following 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,572.2 |
4,510.3 |
4,283.2 |
|
R3 |
4,458.2 |
4,396.3 |
4,251.9 |
|
R2 |
4,344.2 |
4,344.2 |
4,241.4 |
|
R1 |
4,282.3 |
4,282.3 |
4,231.0 |
4,256.3 |
PP |
4,230.2 |
4,230.2 |
4,230.2 |
4,217.1 |
S1 |
4,168.3 |
4,168.3 |
4,210.1 |
4,142.3 |
S2 |
4,116.2 |
4,116.2 |
4,199.6 |
|
S3 |
4,002.2 |
4,054.3 |
4,189.2 |
|
S4 |
3,888.2 |
3,940.3 |
4,157.8 |
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|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,799.8 |
4,704.2 |
4,327.2 |
|
R3 |
4,605.8 |
4,510.2 |
4,273.9 |
|
R2 |
4,411.8 |
4,411.8 |
4,256.1 |
|
R1 |
4,316.2 |
4,316.2 |
4,238.3 |
4,364.0 |
PP |
4,217.8 |
4,217.8 |
4,217.8 |
4,241.8 |
S1 |
4,122.2 |
4,122.2 |
4,202.7 |
4,170.0 |
S2 |
4,023.8 |
4,023.8 |
4,184.9 |
|
S3 |
3,829.8 |
3,928.2 |
4,167.2 |
|
S4 |
3,635.8 |
3,734.2 |
4,113.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,313.5 |
4,119.5 |
194.0 |
4.6% |
108.2 |
2.6% |
52% |
False |
False |
725 |
10 |
4,313.5 |
3,965.0 |
348.5 |
8.3% |
110.2 |
2.6% |
73% |
False |
False |
3,729 |
20 |
4,313.5 |
3,613.5 |
700.0 |
16.6% |
129.6 |
3.1% |
87% |
False |
False |
2,318 |
40 |
4,715.0 |
3,613.5 |
1,101.5 |
26.1% |
130.4 |
3.1% |
55% |
False |
False |
1,327 |
60 |
5,151.0 |
3,613.5 |
1,537.5 |
36.4% |
131.7 |
3.1% |
39% |
False |
False |
938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,776.5 |
2.618 |
4,590.5 |
1.618 |
4,476.5 |
1.000 |
4,406.0 |
0.618 |
4,362.5 |
HIGH |
4,292.0 |
0.618 |
4,248.5 |
0.500 |
4,235.0 |
0.382 |
4,221.5 |
LOW |
4,178.0 |
0.618 |
4,107.5 |
1.000 |
4,064.0 |
1.618 |
3,993.5 |
2.618 |
3,879.5 |
4.250 |
3,693.5 |
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