| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2009 |
04-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,954.5 |
2,997.0 |
42.5 |
1.4% |
2,831.0 |
| High |
3,018.5 |
3,100.0 |
81.5 |
2.7% |
3,100.0 |
| Low |
2,904.0 |
2,997.0 |
93.0 |
3.2% |
2,831.0 |
| Close |
2,985.0 |
3,070.0 |
85.0 |
2.8% |
2,973.0 |
| Range |
114.5 |
103.0 |
-11.5 |
-10.0% |
269.0 |
| ATR |
109.1 |
109.5 |
0.4 |
0.4% |
0.0 |
| Volume |
3,834 |
1,093 |
-2,741 |
-71.5% |
4,915 |
|
| Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,364.7 |
3,320.3 |
3,126.7 |
|
| R3 |
3,261.7 |
3,217.3 |
3,098.3 |
|
| R2 |
3,158.7 |
3,158.7 |
3,088.9 |
|
| R1 |
3,114.3 |
3,114.3 |
3,079.4 |
3,136.5 |
| PP |
3,055.7 |
3,055.7 |
3,055.7 |
3,066.8 |
| S1 |
3,011.3 |
3,011.3 |
3,060.6 |
3,033.5 |
| S2 |
2,952.7 |
2,952.7 |
3,051.1 |
|
| S3 |
2,849.7 |
2,908.3 |
3,041.7 |
|
| S4 |
2,746.7 |
2,805.3 |
3,013.4 |
|
|
| 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 |
7.3% |
94.6 |
3.1% |
87% |
True |
False |
1,670 |
| 10 |
3,100.0 |
2,780.0 |
320.0 |
10.4% |
101.9 |
3.3% |
91% |
True |
False |
1,290 |
| 20 |
3,372.5 |
2,780.0 |
592.5 |
19.3% |
109.0 |
3.6% |
49% |
False |
False |
1,004 |
| 40 |
3,435.0 |
2,780.0 |
655.0 |
21.3% |
96.2 |
3.1% |
44% |
False |
False |
1,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,537.8 |
|
2.618 |
3,369.7 |
|
1.618 |
3,266.7 |
|
1.000 |
3,203.0 |
|
0.618 |
3,163.7 |
|
HIGH |
3,100.0 |
|
0.618 |
3,060.7 |
|
0.500 |
3,048.5 |
|
0.382 |
3,036.3 |
|
LOW |
2,997.0 |
|
0.618 |
2,933.3 |
|
1.000 |
2,894.0 |
|
1.618 |
2,830.3 |
|
2.618 |
2,727.3 |
|
4.250 |
2,559.3 |
|
|