| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,866.0 |
2,821.0 |
-45.0 |
-1.6% |
2,952.0 |
| High |
2,915.5 |
2,831.0 |
-84.5 |
-2.9% |
2,952.0 |
| Low |
2,858.0 |
2,746.0 |
-112.0 |
-3.9% |
2,746.0 |
| Close |
2,874.0 |
2,752.0 |
-122.0 |
-4.2% |
2,752.0 |
| Range |
57.5 |
85.0 |
27.5 |
47.8% |
206.0 |
| ATR |
98.1 |
100.3 |
2.1 |
2.2% |
0.0 |
| Volume |
158,455 |
69,681 |
-88,774 |
-56.0% |
415,292 |
|
| Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,031.3 |
2,976.7 |
2,798.8 |
|
| R3 |
2,946.3 |
2,891.7 |
2,775.4 |
|
| R2 |
2,861.3 |
2,861.3 |
2,767.6 |
|
| R1 |
2,806.7 |
2,806.7 |
2,759.8 |
2,791.5 |
| PP |
2,776.3 |
2,776.3 |
2,776.3 |
2,768.8 |
| S1 |
2,721.7 |
2,721.7 |
2,744.2 |
2,706.5 |
| S2 |
2,691.3 |
2,691.3 |
2,736.4 |
|
| S3 |
2,606.3 |
2,636.7 |
2,728.6 |
|
| S4 |
2,521.3 |
2,551.7 |
2,705.3 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,434.7 |
3,299.3 |
2,865.3 |
|
| R3 |
3,228.7 |
3,093.3 |
2,808.7 |
|
| R2 |
3,022.7 |
3,022.7 |
2,789.8 |
|
| R1 |
2,887.3 |
2,887.3 |
2,770.9 |
2,852.0 |
| PP |
2,816.7 |
2,816.7 |
2,816.7 |
2,799.0 |
| S1 |
2,681.3 |
2,681.3 |
2,733.1 |
2,646.0 |
| S2 |
2,610.7 |
2,610.7 |
2,714.2 |
|
| S3 |
2,404.7 |
2,475.3 |
2,695.4 |
|
| S4 |
2,198.7 |
2,269.3 |
2,638.7 |
|
|
| 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 |
2,746.0 |
299.0 |
10.9% |
74.2 |
2.7% |
2% |
False |
True |
83,413 |
| 10 |
3,146.0 |
2,746.0 |
400.0 |
14.5% |
75.2 |
2.7% |
2% |
False |
True |
42,123 |
| 20 |
3,146.0 |
2,746.0 |
400.0 |
14.5% |
87.6 |
3.2% |
2% |
False |
True |
21,814 |
| 40 |
3,435.0 |
2,746.0 |
689.0 |
25.0% |
94.6 |
3.4% |
1% |
False |
True |
11,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,192.3 |
|
2.618 |
3,053.5 |
|
1.618 |
2,968.5 |
|
1.000 |
2,916.0 |
|
0.618 |
2,883.5 |
|
HIGH |
2,831.0 |
|
0.618 |
2,798.5 |
|
0.500 |
2,788.5 |
|
0.382 |
2,778.5 |
|
LOW |
2,746.0 |
|
0.618 |
2,693.5 |
|
1.000 |
2,661.0 |
|
1.618 |
2,608.5 |
|
2.618 |
2,523.5 |
|
4.250 |
2,384.8 |
|
|