That depends on the level you are looking at. If you are looking at level 1, then zero coefficients with the Haar wavelet mean that adjacent values in the vector are identical.
For example:
x = [1 2 3 3 4 6 5 5];
dwtmode('per');
[A,D] = dwt(x,'haar');
The second element of D is proportional to the difference of x(3) and x(4), the last element of D is proportional to the difference of x(7) and x(8)
