| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,784.0 |
2,704.5 |
-79.5 |
-2.9% |
2,952.0 |
| High |
2,819.0 |
2,736.0 |
-83.0 |
-2.9% |
2,952.0 |
| Low |
2,719.5 |
2,669.5 |
-50.0 |
-1.8% |
2,746.0 |
| Close |
2,733.0 |
2,710.0 |
-23.0 |
-0.8% |
2,752.0 |
| Range |
99.5 |
66.5 |
-33.0 |
-33.2% |
206.0 |
| ATR |
100.2 |
97.8 |
-2.4 |
-2.4% |
0.0 |
| Volume |
153,741 |
124,506 |
-29,235 |
-19.0% |
415,292 |
|
| Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,904.7 |
2,873.8 |
2,746.6 |
|
| R3 |
2,838.2 |
2,807.3 |
2,728.3 |
|
| R2 |
2,771.7 |
2,771.7 |
2,722.2 |
|
| R1 |
2,740.8 |
2,740.8 |
2,716.1 |
2,756.3 |
| PP |
2,705.2 |
2,705.2 |
2,705.2 |
2,712.9 |
| S1 |
2,674.3 |
2,674.3 |
2,703.9 |
2,689.8 |
| S2 |
2,638.7 |
2,638.7 |
2,697.8 |
|
| S3 |
2,572.2 |
2,607.8 |
2,691.7 |
|
| S4 |
2,505.7 |
2,541.3 |
2,673.4 |
|
|
| 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 |
2,915.5 |
2,669.5 |
246.0 |
9.1% |
77.7 |
2.9% |
16% |
False |
True |
129,599 |
| 10 |
3,124.5 |
2,669.5 |
455.0 |
16.8% |
79.6 |
2.9% |
9% |
False |
True |
69,731 |
| 20 |
3,146.0 |
2,669.5 |
476.5 |
17.6% |
83.6 |
3.1% |
8% |
False |
True |
35,653 |
| 40 |
3,435.0 |
2,669.5 |
765.5 |
28.2% |
95.3 |
3.5% |
5% |
False |
True |
18,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,018.6 |
|
2.618 |
2,910.1 |
|
1.618 |
2,843.6 |
|
1.000 |
2,802.5 |
|
0.618 |
2,777.1 |
|
HIGH |
2,736.0 |
|
0.618 |
2,710.6 |
|
0.500 |
2,702.8 |
|
0.382 |
2,694.9 |
|
LOW |
2,669.5 |
|
0.618 |
2,628.4 |
|
1.000 |
2,603.0 |
|
1.618 |
2,561.9 |
|
2.618 |
2,495.4 |
|
4.250 |
2,386.9 |
|
|