| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2009 |
31-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1,230.89 |
1,232.59 |
1.70 |
0.1% |
1,213.12 |
| High |
1,231.48 |
1,258.08 |
26.60 |
2.2% |
1,281.30 |
| Low |
1,204.96 |
1,231.52 |
26.56 |
2.2% |
1,203.85 |
| Close |
1,220.81 |
1,237.01 |
16.20 |
1.3% |
1,251.47 |
| Range |
26.52 |
26.56 |
0.04 |
0.2% |
77.45 |
| ATR |
41.83 |
41.51 |
-0.33 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,321.88 |
1,306.01 |
1,251.62 |
|
| R3 |
1,295.32 |
1,279.45 |
1,244.31 |
|
| R2 |
1,268.76 |
1,268.76 |
1,241.88 |
|
| R1 |
1,252.89 |
1,252.89 |
1,239.44 |
1,260.83 |
| PP |
1,242.20 |
1,242.20 |
1,242.20 |
1,246.17 |
| S1 |
1,226.33 |
1,226.33 |
1,234.58 |
1,234.27 |
| S2 |
1,215.64 |
1,215.64 |
1,232.14 |
|
| S3 |
1,189.08 |
1,199.77 |
1,229.71 |
|
| S4 |
1,162.52 |
1,173.21 |
1,222.40 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,477.89 |
1,442.13 |
1,294.07 |
|
| R3 |
1,400.44 |
1,364.68 |
1,272.77 |
|
| R2 |
1,322.99 |
1,322.99 |
1,265.67 |
|
| R1 |
1,287.23 |
1,287.23 |
1,258.57 |
1,305.11 |
| PP |
1,245.54 |
1,245.54 |
1,245.54 |
1,254.48 |
| S1 |
1,209.78 |
1,209.78 |
1,244.37 |
1,227.66 |
| S2 |
1,168.09 |
1,168.09 |
1,237.27 |
|
| S3 |
1,090.64 |
1,132.33 |
1,230.17 |
|
| S4 |
1,013.19 |
1,054.88 |
1,208.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,281.30 |
1,204.96 |
76.34 |
6.2% |
31.51 |
2.5% |
42% |
False |
False |
|
| 10 |
1,281.30 |
1,178.52 |
102.78 |
8.3% |
34.69 |
2.8% |
57% |
False |
False |
|
| 20 |
1,281.30 |
1,040.41 |
240.89 |
19.5% |
36.71 |
3.0% |
82% |
False |
False |
|
| 40 |
1,286.90 |
1,040.41 |
246.49 |
19.9% |
36.53 |
3.0% |
80% |
False |
False |
|
| 60 |
1,286.90 |
1,040.41 |
246.49 |
19.9% |
36.05 |
2.9% |
80% |
False |
False |
|
| 80 |
1,286.90 |
1,040.41 |
246.49 |
19.9% |
36.91 |
3.0% |
80% |
False |
False |
|
| 100 |
1,365.28 |
1,018.86 |
346.42 |
28.0% |
41.37 |
3.3% |
63% |
False |
False |
|
| 120 |
1,470.99 |
1,018.86 |
452.13 |
36.6% |
48.33 |
3.9% |
48% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,370.96 |
|
2.618 |
1,327.61 |
|
1.618 |
1,301.05 |
|
1.000 |
1,284.64 |
|
0.618 |
1,274.49 |
|
HIGH |
1,258.08 |
|
0.618 |
1,247.93 |
|
0.500 |
1,244.80 |
|
0.382 |
1,241.67 |
|
LOW |
1,231.52 |
|
0.618 |
1,215.11 |
|
1.000 |
1,204.96 |
|
1.618 |
1,188.55 |
|
2.618 |
1,161.99 |
|
4.250 |
1,118.64 |
|
|