| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2009 |
03-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,954.5 |
2,954.5 |
0.0 |
0.0% |
2,831.0 |
| High |
2,954.5 |
3,018.5 |
64.0 |
2.2% |
3,100.0 |
| Low |
2,875.5 |
2,904.0 |
28.5 |
1.0% |
2,831.0 |
| Close |
2,933.0 |
2,985.0 |
52.0 |
1.8% |
2,973.0 |
| Range |
79.0 |
114.5 |
35.5 |
44.9% |
269.0 |
| ATR |
108.7 |
109.1 |
0.4 |
0.4% |
0.0 |
| Volume |
1,403 |
3,834 |
2,431 |
173.3% |
4,915 |
|
| Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,312.7 |
3,263.3 |
3,048.0 |
|
| R3 |
3,198.2 |
3,148.8 |
3,016.5 |
|
| R2 |
3,083.7 |
3,083.7 |
3,006.0 |
|
| R1 |
3,034.3 |
3,034.3 |
2,995.5 |
3,059.0 |
| PP |
2,969.2 |
2,969.2 |
2,969.2 |
2,981.5 |
| S1 |
2,919.8 |
2,919.8 |
2,974.5 |
2,944.5 |
| S2 |
2,854.7 |
2,854.7 |
2,964.0 |
|
| S3 |
2,740.2 |
2,805.3 |
2,953.5 |
|
| S4 |
2,625.7 |
2,690.8 |
2,922.0 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,775.0 |
3,643.0 |
3,121.0 |
|
| R3 |
3,506.0 |
3,374.0 |
3,047.0 |
|
| R2 |
3,237.0 |
3,237.0 |
3,022.3 |
|
| R1 |
3,105.0 |
3,105.0 |
2,997.7 |
3,171.0 |
| PP |
2,968.0 |
2,968.0 |
2,968.0 |
3,001.0 |
| S1 |
2,836.0 |
2,836.0 |
2,948.3 |
2,902.0 |
| S2 |
2,699.0 |
2,699.0 |
2,923.7 |
|
| S3 |
2,430.0 |
2,567.0 |
2,899.0 |
|
| S4 |
2,161.0 |
2,298.0 |
2,825.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,100.0 |
2,875.5 |
224.5 |
7.5% |
94.2 |
3.2% |
49% |
False |
False |
1,590 |
| 10 |
3,100.0 |
2,780.0 |
320.0 |
10.7% |
105.5 |
3.5% |
64% |
False |
False |
1,220 |
| 20 |
3,408.5 |
2,780.0 |
628.5 |
21.1% |
108.1 |
3.6% |
33% |
False |
False |
963 |
| 40 |
3,435.0 |
2,780.0 |
655.0 |
21.9% |
93.6 |
3.1% |
31% |
False |
False |
1,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,505.1 |
|
2.618 |
3,318.3 |
|
1.618 |
3,203.8 |
|
1.000 |
3,133.0 |
|
0.618 |
3,089.3 |
|
HIGH |
3,018.5 |
|
0.618 |
2,974.8 |
|
0.500 |
2,961.3 |
|
0.382 |
2,947.7 |
|
LOW |
2,904.0 |
|
0.618 |
2,833.2 |
|
1.000 |
2,789.5 |
|
1.618 |
2,718.7 |
|
2.618 |
2,604.2 |
|
4.250 |
2,417.4 |
|
|