| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1,306.50 |
1,301.43 |
-5.07 |
-0.4% |
1,230.89 |
| High |
1,316.71 |
1,313.95 |
-2.76 |
-0.2% |
1,316.71 |
| Low |
1,294.16 |
1,286.95 |
-7.21 |
-0.6% |
1,204.96 |
| Close |
1,316.16 |
1,313.10 |
-3.06 |
-0.2% |
1,316.16 |
| Range |
22.55 |
27.00 |
4.45 |
19.7% |
111.75 |
| ATR |
41.44 |
40.57 |
-0.87 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,385.67 |
1,376.38 |
1,327.95 |
|
| R3 |
1,358.67 |
1,349.38 |
1,320.53 |
|
| R2 |
1,331.67 |
1,331.67 |
1,318.05 |
|
| R1 |
1,322.38 |
1,322.38 |
1,315.58 |
1,327.03 |
| PP |
1,304.67 |
1,304.67 |
1,304.67 |
1,306.99 |
| S1 |
1,295.38 |
1,295.38 |
1,310.63 |
1,300.03 |
| S2 |
1,277.67 |
1,277.67 |
1,308.15 |
|
| S3 |
1,250.67 |
1,268.38 |
1,305.68 |
|
| S4 |
1,223.67 |
1,241.38 |
1,298.25 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,614.53 |
1,577.09 |
1,377.62 |
|
| R3 |
1,502.78 |
1,465.34 |
1,346.89 |
|
| R2 |
1,391.03 |
1,391.03 |
1,336.65 |
|
| R1 |
1,353.59 |
1,353.59 |
1,326.40 |
1,372.31 |
| PP |
1,279.28 |
1,279.28 |
1,279.28 |
1,288.64 |
| S1 |
1,241.84 |
1,241.84 |
1,305.92 |
1,260.56 |
| S2 |
1,167.53 |
1,167.53 |
1,295.67 |
|
| S3 |
1,055.78 |
1,130.09 |
1,285.43 |
|
| S4 |
944.03 |
1,018.34 |
1,254.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,316.71 |
1,211.60 |
105.11 |
8.0% |
32.26 |
2.5% |
97% |
False |
False |
|
| 10 |
1,316.71 |
1,204.96 |
111.75 |
8.5% |
31.46 |
2.4% |
97% |
False |
False |
|
| 20 |
1,316.71 |
1,060.42 |
256.29 |
19.5% |
35.66 |
2.7% |
99% |
False |
False |
|
| 40 |
1,316.71 |
1,040.41 |
276.30 |
21.0% |
35.94 |
2.7% |
99% |
False |
False |
|
| 60 |
1,316.71 |
1,040.41 |
276.30 |
21.0% |
36.53 |
2.8% |
99% |
False |
False |
|
| 80 |
1,316.71 |
1,040.41 |
276.30 |
21.0% |
35.70 |
2.7% |
99% |
False |
False |
|
| 100 |
1,316.71 |
1,018.86 |
297.85 |
22.7% |
40.50 |
3.1% |
99% |
False |
False |
|
| 120 |
1,470.99 |
1,018.86 |
452.13 |
34.4% |
45.86 |
3.5% |
65% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,428.70 |
|
2.618 |
1,384.64 |
|
1.618 |
1,357.64 |
|
1.000 |
1,340.95 |
|
0.618 |
1,330.64 |
|
HIGH |
1,313.95 |
|
0.618 |
1,303.64 |
|
0.500 |
1,300.45 |
|
0.382 |
1,297.26 |
|
LOW |
1,286.95 |
|
0.618 |
1,270.26 |
|
1.000 |
1,259.95 |
|
1.618 |
1,243.26 |
|
2.618 |
1,216.26 |
|
4.250 |
1,172.20 |
|
|