| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
4,072.0 |
4,239.0 |
167.0 |
4.1% |
4,122.0 |
| High |
4,189.5 |
4,416.5 |
227.0 |
5.4% |
4,313.5 |
| Low |
4,017.5 |
4,235.0 |
217.5 |
5.4% |
4,119.5 |
| Close |
4,147.5 |
4,396.0 |
248.5 |
6.0% |
4,220.5 |
| Range |
172.0 |
181.5 |
9.5 |
5.5% |
194.0 |
| ATR |
143.8 |
152.7 |
8.9 |
6.2% |
0.0 |
| Volume |
337 |
594 |
257 |
76.3% |
3,625 |
|
| Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,893.7 |
4,826.3 |
4,495.8 |
|
| R3 |
4,712.2 |
4,644.8 |
4,445.9 |
|
| R2 |
4,530.7 |
4,530.7 |
4,429.3 |
|
| R1 |
4,463.3 |
4,463.3 |
4,412.6 |
4,497.0 |
| PP |
4,349.2 |
4,349.2 |
4,349.2 |
4,366.0 |
| S1 |
4,281.8 |
4,281.8 |
4,379.4 |
4,315.5 |
| S2 |
4,167.7 |
4,167.7 |
4,362.7 |
|
| S3 |
3,986.2 |
4,100.3 |
4,346.1 |
|
| S4 |
3,804.7 |
3,918.8 |
4,296.2 |
|
|
| 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 |
4,416.5 |
3,984.5 |
432.0 |
9.8% |
150.0 |
3.4% |
95% |
True |
False |
395 |
| 10 |
4,416.5 |
3,984.5 |
432.0 |
9.8% |
126.5 |
2.9% |
95% |
True |
False |
1,002 |
| 20 |
4,416.5 |
3,613.5 |
803.0 |
18.3% |
133.6 |
3.0% |
97% |
True |
False |
2,277 |
| 40 |
4,715.0 |
3,613.5 |
1,101.5 |
25.1% |
131.5 |
3.0% |
71% |
False |
False |
1,332 |
| 60 |
4,973.5 |
3,613.5 |
1,360.0 |
30.9% |
136.2 |
3.1% |
58% |
False |
False |
949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,187.9 |
|
2.618 |
4,891.7 |
|
1.618 |
4,710.2 |
|
1.000 |
4,598.0 |
|
0.618 |
4,528.7 |
|
HIGH |
4,416.5 |
|
0.618 |
4,347.2 |
|
0.500 |
4,325.8 |
|
0.382 |
4,304.3 |
|
LOW |
4,235.0 |
|
0.618 |
4,122.8 |
|
1.000 |
4,053.5 |
|
1.618 |
3,941.3 |
|
2.618 |
3,759.8 |
|
4.250 |
3,463.6 |
|
|