| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
4,372.0 |
4,459.0 |
87.0 |
2.0% |
4,140.0 |
| High |
4,475.5 |
4,475.0 |
-0.5 |
0.0% |
4,475.5 |
| Low |
4,354.0 |
4,325.5 |
-28.5 |
-0.7% |
3,984.5 |
| Close |
4,398.0 |
4,347.5 |
-50.5 |
-1.1% |
4,398.0 |
| Range |
121.5 |
149.5 |
28.0 |
23.0% |
491.0 |
| ATR |
150.5 |
150.4 |
-0.1 |
0.0% |
0.0 |
| Volume |
617 |
531 |
-86 |
-13.9% |
2,221 |
|
| Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,831.2 |
4,738.8 |
4,429.7 |
|
| R3 |
4,681.7 |
4,589.3 |
4,388.6 |
|
| R2 |
4,532.2 |
4,532.2 |
4,374.9 |
|
| R1 |
4,439.8 |
4,439.8 |
4,361.2 |
4,411.3 |
| PP |
4,382.7 |
4,382.7 |
4,382.7 |
4,368.4 |
| S1 |
4,290.3 |
4,290.3 |
4,333.8 |
4,261.8 |
| S2 |
4,233.2 |
4,233.2 |
4,320.1 |
|
| S3 |
4,083.7 |
4,140.8 |
4,306.4 |
|
| S4 |
3,934.2 |
3,991.3 |
4,265.3 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,759.0 |
5,569.5 |
4,668.1 |
|
| R3 |
5,268.0 |
5,078.5 |
4,533.0 |
|
| R2 |
4,777.0 |
4,777.0 |
4,488.0 |
|
| R1 |
4,587.5 |
4,587.5 |
4,443.0 |
4,682.3 |
| PP |
4,286.0 |
4,286.0 |
4,286.0 |
4,333.4 |
| S1 |
4,096.5 |
4,096.5 |
4,353.0 |
4,191.3 |
| S2 |
3,795.0 |
3,795.0 |
4,308.0 |
|
| S3 |
3,304.0 |
3,605.5 |
4,263.0 |
|
| S4 |
2,813.0 |
3,114.5 |
4,128.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,475.5 |
4,017.5 |
458.0 |
10.5% |
149.7 |
3.4% |
72% |
False |
False |
474 |
| 10 |
4,475.5 |
3,984.5 |
491.0 |
11.3% |
130.6 |
3.0% |
74% |
False |
False |
455 |
| 20 |
4,475.5 |
3,699.0 |
776.5 |
17.9% |
134.5 |
3.1% |
84% |
False |
False |
2,276 |
| 40 |
4,674.0 |
3,613.5 |
1,060.5 |
24.4% |
132.4 |
3.0% |
69% |
False |
False |
1,351 |
| 60 |
4,718.0 |
3,613.5 |
1,104.5 |
25.4% |
136.1 |
3.1% |
66% |
False |
False |
963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,110.4 |
|
2.618 |
4,866.4 |
|
1.618 |
4,716.9 |
|
1.000 |
4,624.5 |
|
0.618 |
4,567.4 |
|
HIGH |
4,475.0 |
|
0.618 |
4,417.9 |
|
0.500 |
4,400.3 |
|
0.382 |
4,382.6 |
|
LOW |
4,325.5 |
|
0.618 |
4,233.1 |
|
1.000 |
4,176.0 |
|
1.618 |
4,083.6 |
|
2.618 |
3,934.1 |
|
4.250 |
3,690.1 |
|
|