| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
3,002.0 |
3,003.0 |
1.0 |
0.0% |
2,954.5 |
| High |
3,038.0 |
3,017.5 |
-20.5 |
-0.7% |
3,146.0 |
| Low |
2,989.0 |
2,936.0 |
-53.0 |
-1.8% |
2,875.5 |
| Close |
3,031.0 |
2,967.0 |
-64.0 |
-2.1% |
3,121.5 |
| Range |
49.0 |
81.5 |
32.5 |
66.3% |
270.5 |
| ATR |
102.0 |
101.5 |
-0.5 |
-0.5% |
0.0 |
| Volume |
932 |
761 |
-171 |
-18.3% |
10,431 |
|
| Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,218.0 |
3,174.0 |
3,011.8 |
|
| R3 |
3,136.5 |
3,092.5 |
2,989.4 |
|
| R2 |
3,055.0 |
3,055.0 |
2,981.9 |
|
| R1 |
3,011.0 |
3,011.0 |
2,974.5 |
2,992.3 |
| PP |
2,973.5 |
2,973.5 |
2,973.5 |
2,964.1 |
| S1 |
2,929.5 |
2,929.5 |
2,959.5 |
2,910.8 |
| S2 |
2,892.0 |
2,892.0 |
2,952.1 |
|
| S3 |
2,810.5 |
2,848.0 |
2,944.6 |
|
| S4 |
2,729.0 |
2,766.5 |
2,922.2 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,859.2 |
3,760.8 |
3,270.3 |
|
| R3 |
3,588.7 |
3,490.3 |
3,195.9 |
|
| R2 |
3,318.2 |
3,318.2 |
3,171.1 |
|
| R1 |
3,219.8 |
3,219.8 |
3,146.3 |
3,269.0 |
| PP |
3,047.7 |
3,047.7 |
3,047.7 |
3,072.3 |
| S1 |
2,949.3 |
2,949.3 |
3,096.7 |
2,998.5 |
| S2 |
2,777.2 |
2,777.2 |
3,071.9 |
|
| S3 |
2,506.7 |
2,678.8 |
3,047.1 |
|
| S4 |
2,236.2 |
2,408.3 |
2,972.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,146.0 |
2,936.0 |
210.0 |
7.1% |
76.1 |
2.6% |
15% |
False |
True |
833 |
| 10 |
3,146.0 |
2,875.5 |
270.5 |
9.1% |
86.5 |
2.9% |
34% |
False |
False |
1,427 |
| 20 |
3,146.0 |
2,780.0 |
366.0 |
12.3% |
103.2 |
3.5% |
51% |
False |
False |
1,073 |
| 40 |
3,435.0 |
2,780.0 |
655.0 |
22.1% |
98.6 |
3.3% |
29% |
False |
False |
1,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,363.9 |
|
2.618 |
3,230.9 |
|
1.618 |
3,149.4 |
|
1.000 |
3,099.0 |
|
0.618 |
3,067.9 |
|
HIGH |
3,017.5 |
|
0.618 |
2,986.4 |
|
0.500 |
2,976.8 |
|
0.382 |
2,967.1 |
|
LOW |
2,936.0 |
|
0.618 |
2,885.6 |
|
1.000 |
2,854.5 |
|
1.618 |
2,804.1 |
|
2.618 |
2,722.6 |
|
4.250 |
2,589.6 |
|
|