| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
3,012.0 |
2,952.0 |
-60.0 |
-2.0% |
3,110.0 |
| High |
3,045.0 |
2,952.0 |
-93.0 |
-3.1% |
3,142.5 |
| Low |
2,990.0 |
2,858.5 |
-131.5 |
-4.4% |
2,936.0 |
| Close |
3,001.5 |
2,879.0 |
-122.5 |
-4.1% |
3,001.5 |
| Range |
55.0 |
93.5 |
38.5 |
70.0% |
206.5 |
| ATR |
99.8 |
102.9 |
3.1 |
3.1% |
0.0 |
| Volume |
1,775 |
45,543 |
43,768 |
2,465.8% |
4,849 |
|
| Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,177.0 |
3,121.5 |
2,930.4 |
|
| R3 |
3,083.5 |
3,028.0 |
2,904.7 |
|
| R2 |
2,990.0 |
2,990.0 |
2,896.1 |
|
| R1 |
2,934.5 |
2,934.5 |
2,887.6 |
2,915.5 |
| PP |
2,896.5 |
2,896.5 |
2,896.5 |
2,887.0 |
| S1 |
2,841.0 |
2,841.0 |
2,870.4 |
2,822.0 |
| S2 |
2,803.0 |
2,803.0 |
2,861.9 |
|
| S3 |
2,709.5 |
2,747.5 |
2,853.3 |
|
| S4 |
2,616.0 |
2,654.0 |
2,827.6 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,646.2 |
3,530.3 |
3,115.1 |
|
| R3 |
3,439.7 |
3,323.8 |
3,058.3 |
|
| R2 |
3,233.2 |
3,233.2 |
3,039.4 |
|
| R1 |
3,117.3 |
3,117.3 |
3,020.4 |
3,072.0 |
| PP |
3,026.7 |
3,026.7 |
3,026.7 |
3,004.0 |
| S1 |
2,910.8 |
2,910.8 |
2,982.6 |
2,865.5 |
| S2 |
2,820.2 |
2,820.2 |
2,963.6 |
|
| S3 |
2,613.7 |
2,704.3 |
2,944.7 |
|
| S4 |
2,407.2 |
2,497.8 |
2,887.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,124.5 |
2,858.5 |
266.0 |
9.2% |
81.4 |
2.8% |
8% |
False |
True |
9,864 |
| 10 |
3,146.0 |
2,858.5 |
287.5 |
10.0% |
86.5 |
3.0% |
7% |
False |
True |
5,942 |
| 20 |
3,146.0 |
2,780.0 |
366.0 |
12.7% |
98.6 |
3.4% |
27% |
False |
False |
3,417 |
| 40 |
3,435.0 |
2,780.0 |
655.0 |
22.8% |
95.9 |
3.3% |
15% |
False |
False |
2,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,349.4 |
|
2.618 |
3,196.8 |
|
1.618 |
3,103.3 |
|
1.000 |
3,045.5 |
|
0.618 |
3,009.8 |
|
HIGH |
2,952.0 |
|
0.618 |
2,916.3 |
|
0.500 |
2,905.3 |
|
0.382 |
2,894.2 |
|
LOW |
2,858.5 |
|
0.618 |
2,800.7 |
|
1.000 |
2,765.0 |
|
1.618 |
2,707.2 |
|
2.618 |
2,613.7 |
|
4.250 |
2,461.1 |
|
|