| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,726.0 |
2,719.5 |
-6.5 |
-0.2% |
2,952.0 |
| High |
2,764.5 |
2,772.0 |
7.5 |
0.3% |
2,952.0 |
| Low |
2,659.0 |
2,696.0 |
37.0 |
1.4% |
2,746.0 |
| Close |
2,702.0 |
2,743.5 |
41.5 |
1.5% |
2,752.0 |
| Range |
105.5 |
76.0 |
-29.5 |
-28.0% |
206.0 |
| ATR |
98.3 |
96.7 |
-1.6 |
-1.6% |
0.0 |
| Volume |
147,784 |
144,616 |
-3,168 |
-2.1% |
415,292 |
|
| Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,965.2 |
2,930.3 |
2,785.3 |
|
| R3 |
2,889.2 |
2,854.3 |
2,764.4 |
|
| R2 |
2,813.2 |
2,813.2 |
2,757.4 |
|
| R1 |
2,778.3 |
2,778.3 |
2,750.5 |
2,795.8 |
| PP |
2,737.2 |
2,737.2 |
2,737.2 |
2,745.9 |
| S1 |
2,702.3 |
2,702.3 |
2,736.5 |
2,719.8 |
| S2 |
2,661.2 |
2,661.2 |
2,729.6 |
|
| S3 |
2,585.2 |
2,626.3 |
2,722.6 |
|
| S4 |
2,509.2 |
2,550.3 |
2,701.7 |
|
|
| 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 |
2,831.0 |
2,659.0 |
172.0 |
6.3% |
86.5 |
3.2% |
49% |
False |
False |
128,065 |
| 10 |
3,045.0 |
2,659.0 |
386.0 |
14.1% |
80.0 |
2.9% |
22% |
False |
False |
98,847 |
| 20 |
3,146.0 |
2,659.0 |
487.0 |
17.8% |
84.5 |
3.1% |
17% |
False |
False |
50,162 |
| 40 |
3,435.0 |
2,659.0 |
776.0 |
28.3% |
96.4 |
3.5% |
11% |
False |
False |
25,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,095.0 |
|
2.618 |
2,971.0 |
|
1.618 |
2,895.0 |
|
1.000 |
2,848.0 |
|
0.618 |
2,819.0 |
|
HIGH |
2,772.0 |
|
0.618 |
2,743.0 |
|
0.500 |
2,734.0 |
|
0.382 |
2,725.0 |
|
LOW |
2,696.0 |
|
0.618 |
2,649.0 |
|
1.000 |
2,620.0 |
|
1.618 |
2,573.0 |
|
2.618 |
2,497.0 |
|
4.250 |
2,373.0 |
|
|