| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2008 |
02-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1,806.15 |
1,855.91 |
49.76 |
2.8% |
1,760.14 |
| High |
1,855.48 |
1,870.55 |
15.07 |
0.8% |
1,831.98 |
| Low |
1,805.79 |
1,836.63 |
30.84 |
1.7% |
1,760.14 |
| Close |
1,855.48 |
1,848.80 |
-6.68 |
-0.4% |
1,767.57 |
| Range |
49.69 |
33.92 |
-15.77 |
-31.7% |
71.84 |
| ATR |
45.50 |
44.67 |
-0.83 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,953.75 |
1,935.20 |
1,867.46 |
|
| R3 |
1,919.83 |
1,901.28 |
1,858.13 |
|
| R2 |
1,885.91 |
1,885.91 |
1,855.02 |
|
| R1 |
1,867.36 |
1,867.36 |
1,851.91 |
1,859.68 |
| PP |
1,851.99 |
1,851.99 |
1,851.99 |
1,848.15 |
| S1 |
1,833.44 |
1,833.44 |
1,845.69 |
1,825.76 |
| S2 |
1,818.07 |
1,818.07 |
1,842.58 |
|
| S3 |
1,784.15 |
1,799.52 |
1,839.47 |
|
| S4 |
1,750.23 |
1,765.60 |
1,830.14 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,002.08 |
1,956.67 |
1,807.08 |
|
| R3 |
1,930.24 |
1,884.83 |
1,787.33 |
|
| R2 |
1,858.40 |
1,858.40 |
1,780.74 |
|
| R1 |
1,812.99 |
1,812.99 |
1,774.16 |
1,835.70 |
| PP |
1,786.56 |
1,786.56 |
1,786.56 |
1,797.92 |
| S1 |
1,741.15 |
1,741.15 |
1,760.98 |
1,763.86 |
| S2 |
1,714.72 |
1,714.72 |
1,754.40 |
|
| S3 |
1,642.88 |
1,669.31 |
1,747.81 |
|
| S4 |
1,571.04 |
1,597.47 |
1,728.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,870.55 |
1,762.20 |
108.35 |
5.9% |
35.35 |
1.9% |
80% |
True |
False |
|
| 10 |
1,870.55 |
1,712.33 |
158.22 |
8.6% |
38.53 |
2.1% |
86% |
True |
False |
|
| 20 |
1,870.55 |
1,668.57 |
201.98 |
10.9% |
42.60 |
2.3% |
89% |
True |
False |
|
| 40 |
1,870.55 |
1,668.57 |
201.98 |
10.9% |
39.98 |
2.2% |
89% |
True |
False |
|
| 60 |
1,983.14 |
1,668.57 |
314.57 |
17.0% |
43.79 |
2.4% |
57% |
False |
False |
|
| 80 |
2,147.68 |
1,668.57 |
479.11 |
25.9% |
41.17 |
2.2% |
38% |
False |
False |
|
| 100 |
2,219.82 |
1,668.57 |
551.25 |
29.8% |
42.45 |
2.3% |
33% |
False |
False |
|
| 120 |
2,239.23 |
1,668.57 |
570.66 |
30.9% |
41.48 |
2.2% |
32% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,014.71 |
|
2.618 |
1,959.35 |
|
1.618 |
1,925.43 |
|
1.000 |
1,904.47 |
|
0.618 |
1,891.51 |
|
HIGH |
1,870.55 |
|
0.618 |
1,857.59 |
|
0.500 |
1,853.59 |
|
0.382 |
1,849.59 |
|
LOW |
1,836.63 |
|
0.618 |
1,815.67 |
|
1.000 |
1,802.71 |
|
1.618 |
1,781.75 |
|
2.618 |
1,747.83 |
|
4.250 |
1,692.47 |
|
|