| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2009 |
05-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,997.0 |
3,017.0 |
20.0 |
0.7% |
2,831.0 |
| High |
3,100.0 |
3,100.0 |
0.0 |
0.0% |
3,100.0 |
| Low |
2,997.0 |
2,982.0 |
-15.0 |
-0.5% |
2,831.0 |
| Close |
3,070.0 |
3,066.5 |
-3.5 |
-0.1% |
2,973.0 |
| Range |
103.0 |
118.0 |
15.0 |
14.6% |
269.0 |
| ATR |
109.5 |
110.1 |
0.6 |
0.6% |
0.0 |
| Volume |
1,093 |
3,007 |
1,914 |
175.1% |
4,915 |
|
| Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,403.5 |
3,353.0 |
3,131.4 |
|
| R3 |
3,285.5 |
3,235.0 |
3,099.0 |
|
| R2 |
3,167.5 |
3,167.5 |
3,088.1 |
|
| R1 |
3,117.0 |
3,117.0 |
3,077.3 |
3,142.3 |
| PP |
3,049.5 |
3,049.5 |
3,049.5 |
3,062.1 |
| S1 |
2,999.0 |
2,999.0 |
3,055.7 |
3,024.3 |
| S2 |
2,931.5 |
2,931.5 |
3,044.9 |
|
| S3 |
2,813.5 |
2,881.0 |
3,034.1 |
|
| S4 |
2,695.5 |
2,763.0 |
3,001.6 |
|
|
| 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% |
96.8 |
3.2% |
85% |
True |
False |
2,020 |
| 10 |
3,100.0 |
2,780.0 |
320.0 |
10.4% |
100.1 |
3.3% |
90% |
True |
False |
1,504 |
| 20 |
3,372.5 |
2,780.0 |
592.5 |
19.3% |
111.5 |
3.6% |
48% |
False |
False |
1,147 |
| 40 |
3,435.0 |
2,780.0 |
655.0 |
21.4% |
97.9 |
3.2% |
44% |
False |
False |
1,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,601.5 |
|
2.618 |
3,408.9 |
|
1.618 |
3,290.9 |
|
1.000 |
3,218.0 |
|
0.618 |
3,172.9 |
|
HIGH |
3,100.0 |
|
0.618 |
3,054.9 |
|
0.500 |
3,041.0 |
|
0.382 |
3,027.1 |
|
LOW |
2,982.0 |
|
0.618 |
2,909.1 |
|
1.000 |
2,864.0 |
|
1.618 |
2,791.1 |
|
2.618 |
2,673.1 |
|
4.250 |
2,480.5 |
|
|