| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,821.0 |
2,784.0 |
-37.0 |
-1.3% |
2,952.0 |
| High |
2,831.0 |
2,819.0 |
-12.0 |
-0.4% |
2,952.0 |
| Low |
2,746.0 |
2,719.5 |
-26.5 |
-1.0% |
2,746.0 |
| Close |
2,752.0 |
2,733.0 |
-19.0 |
-0.7% |
2,752.0 |
| Range |
85.0 |
99.5 |
14.5 |
17.1% |
206.0 |
| ATR |
100.3 |
100.2 |
-0.1 |
-0.1% |
0.0 |
| Volume |
69,681 |
153,741 |
84,060 |
120.6% |
415,292 |
|
| Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,055.7 |
2,993.8 |
2,787.7 |
|
| R3 |
2,956.2 |
2,894.3 |
2,760.4 |
|
| R2 |
2,856.7 |
2,856.7 |
2,751.2 |
|
| R1 |
2,794.8 |
2,794.8 |
2,742.1 |
2,776.0 |
| PP |
2,757.2 |
2,757.2 |
2,757.2 |
2,747.8 |
| S1 |
2,695.3 |
2,695.3 |
2,723.9 |
2,676.5 |
| S2 |
2,657.7 |
2,657.7 |
2,714.8 |
|
| S3 |
2,558.2 |
2,595.8 |
2,705.6 |
|
| S4 |
2,458.7 |
2,496.3 |
2,678.3 |
|
|
| 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 |
2,952.0 |
2,719.5 |
232.5 |
8.5% |
83.1 |
3.0% |
6% |
False |
True |
113,806 |
| 10 |
3,142.5 |
2,719.5 |
423.0 |
15.5% |
77.3 |
2.8% |
3% |
False |
True |
57,388 |
| 20 |
3,146.0 |
2,719.5 |
426.5 |
15.6% |
87.2 |
3.2% |
3% |
False |
True |
29,461 |
| 40 |
3,435.0 |
2,719.5 |
715.5 |
26.2% |
95.2 |
3.5% |
2% |
False |
True |
15,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,241.9 |
|
2.618 |
3,079.5 |
|
1.618 |
2,980.0 |
|
1.000 |
2,918.5 |
|
0.618 |
2,880.5 |
|
HIGH |
2,819.0 |
|
0.618 |
2,781.0 |
|
0.500 |
2,769.3 |
|
0.382 |
2,757.5 |
|
LOW |
2,719.5 |
|
0.618 |
2,658.0 |
|
1.000 |
2,620.0 |
|
1.618 |
2,558.5 |
|
2.618 |
2,459.0 |
|
4.250 |
2,296.6 |
|
|