| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2009 |
19-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,880.0 |
2,866.0 |
-14.0 |
-0.5% |
3,110.0 |
| High |
2,903.5 |
2,915.5 |
12.0 |
0.4% |
3,142.5 |
| Low |
2,823.5 |
2,858.0 |
34.5 |
1.2% |
2,936.0 |
| Close |
2,875.5 |
2,874.0 |
-1.5 |
-0.1% |
3,001.5 |
| Range |
80.0 |
57.5 |
-22.5 |
-28.1% |
206.5 |
| ATR |
101.2 |
98.1 |
-3.1 |
-3.1% |
0.0 |
| Volume |
141,613 |
158,455 |
16,842 |
11.9% |
4,849 |
|
| Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,055.0 |
3,022.0 |
2,905.6 |
|
| R3 |
2,997.5 |
2,964.5 |
2,889.8 |
|
| R2 |
2,940.0 |
2,940.0 |
2,884.5 |
|
| R1 |
2,907.0 |
2,907.0 |
2,879.3 |
2,923.5 |
| PP |
2,882.5 |
2,882.5 |
2,882.5 |
2,890.8 |
| S1 |
2,849.5 |
2,849.5 |
2,868.7 |
2,866.0 |
| S2 |
2,825.0 |
2,825.0 |
2,863.5 |
|
| S3 |
2,767.5 |
2,792.0 |
2,858.2 |
|
| S4 |
2,710.0 |
2,734.5 |
2,842.4 |
|
|
| 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 |
3,045.0 |
2,823.5 |
221.5 |
7.7% |
73.5 |
2.6% |
23% |
False |
False |
69,629 |
| 10 |
3,146.0 |
2,823.5 |
322.5 |
11.2% |
78.5 |
2.7% |
16% |
False |
False |
35,456 |
| 20 |
3,146.0 |
2,780.0 |
366.0 |
12.7% |
90.2 |
3.1% |
26% |
False |
False |
18,373 |
| 40 |
3,435.0 |
2,780.0 |
655.0 |
22.8% |
94.5 |
3.3% |
14% |
False |
False |
9,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,159.9 |
|
2.618 |
3,066.0 |
|
1.618 |
3,008.5 |
|
1.000 |
2,973.0 |
|
0.618 |
2,951.0 |
|
HIGH |
2,915.5 |
|
0.618 |
2,893.5 |
|
0.500 |
2,886.8 |
|
0.382 |
2,880.0 |
|
LOW |
2,858.0 |
|
0.618 |
2,822.5 |
|
1.000 |
2,800.5 |
|
1.618 |
2,765.0 |
|
2.618 |
2,707.5 |
|
4.250 |
2,613.6 |
|
|