| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2009 |
01-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
4,033.5 |
4,072.0 |
38.5 |
1.0% |
4,122.0 |
| High |
4,149.0 |
4,189.5 |
40.5 |
1.0% |
4,313.5 |
| Low |
4,025.0 |
4,017.5 |
-7.5 |
-0.2% |
4,119.5 |
| Close |
4,109.0 |
4,147.5 |
38.5 |
0.9% |
4,220.5 |
| Range |
124.0 |
172.0 |
48.0 |
38.7% |
194.0 |
| ATR |
141.6 |
143.8 |
2.2 |
1.5% |
0.0 |
| Volume |
292 |
337 |
45 |
15.4% |
3,625 |
|
| Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,634.2 |
4,562.8 |
4,242.1 |
|
| R3 |
4,462.2 |
4,390.8 |
4,194.8 |
|
| R2 |
4,290.2 |
4,290.2 |
4,179.0 |
|
| R1 |
4,218.8 |
4,218.8 |
4,163.3 |
4,254.5 |
| PP |
4,118.2 |
4,118.2 |
4,118.2 |
4,136.0 |
| S1 |
4,046.8 |
4,046.8 |
4,131.7 |
4,082.5 |
| S2 |
3,946.2 |
3,946.2 |
4,116.0 |
|
| S3 |
3,774.2 |
3,874.8 |
4,100.2 |
|
| S4 |
3,602.2 |
3,702.8 |
4,052.9 |
|
|
| 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 |
3,984.5 |
329.0 |
7.9% |
128.4 |
3.1% |
50% |
False |
False |
456 |
| 10 |
4,313.5 |
3,984.5 |
329.0 |
7.9% |
121.7 |
2.9% |
50% |
False |
False |
2,463 |
| 20 |
4,313.5 |
3,613.5 |
700.0 |
16.9% |
134.2 |
3.2% |
76% |
False |
False |
2,297 |
| 40 |
4,715.0 |
3,613.5 |
1,101.5 |
26.6% |
131.3 |
3.2% |
48% |
False |
False |
1,329 |
| 60 |
4,973.5 |
3,613.5 |
1,360.0 |
32.8% |
134.7 |
3.2% |
39% |
False |
False |
942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,920.5 |
|
2.618 |
4,639.8 |
|
1.618 |
4,467.8 |
|
1.000 |
4,361.5 |
|
0.618 |
4,295.8 |
|
HIGH |
4,189.5 |
|
0.618 |
4,123.8 |
|
0.500 |
4,103.5 |
|
0.382 |
4,083.2 |
|
LOW |
4,017.5 |
|
0.618 |
3,911.2 |
|
1.000 |
3,845.5 |
|
1.618 |
3,739.2 |
|
2.618 |
3,567.2 |
|
4.250 |
3,286.5 |
|
|