| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2009 |
11-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
3,105.0 |
2,994.0 |
-111.0 |
-3.6% |
2,942.5 |
| High |
3,125.5 |
3,036.0 |
-89.5 |
-2.9% |
3,147.0 |
| Low |
2,990.0 |
2,984.0 |
-6.0 |
-0.2% |
2,865.5 |
| Close |
3,017.0 |
3,028.5 |
11.5 |
0.4% |
3,119.5 |
| Range |
135.5 |
52.0 |
-83.5 |
-61.6% |
281.5 |
| ATR |
105.4 |
101.6 |
-3.8 |
-3.6% |
0.0 |
| Volume |
89,889 |
139,170 |
49,281 |
54.8% |
691,506 |
|
| Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,172.2 |
3,152.3 |
3,057.1 |
|
| R3 |
3,120.2 |
3,100.3 |
3,042.8 |
|
| R2 |
3,068.2 |
3,068.2 |
3,038.0 |
|
| R1 |
3,048.3 |
3,048.3 |
3,033.3 |
3,058.3 |
| PP |
3,016.2 |
3,016.2 |
3,016.2 |
3,021.1 |
| S1 |
2,996.3 |
2,996.3 |
3,023.7 |
3,006.3 |
| S2 |
2,964.2 |
2,964.2 |
3,019.0 |
|
| S3 |
2,912.2 |
2,944.3 |
3,014.2 |
|
| S4 |
2,860.2 |
2,892.3 |
2,999.9 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,888.5 |
3,785.5 |
3,274.3 |
|
| R3 |
3,607.0 |
3,504.0 |
3,196.9 |
|
| R2 |
3,325.5 |
3,325.5 |
3,171.1 |
|
| R1 |
3,222.5 |
3,222.5 |
3,145.3 |
3,274.0 |
| PP |
3,044.0 |
3,044.0 |
3,044.0 |
3,069.8 |
| S1 |
2,941.0 |
2,941.0 |
3,093.7 |
2,992.5 |
| S2 |
2,762.5 |
2,762.5 |
3,067.9 |
|
| S3 |
2,481.0 |
2,659.5 |
3,042.1 |
|
| S4 |
2,199.5 |
2,378.0 |
2,964.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,147.0 |
2,973.5 |
173.5 |
5.7% |
94.9 |
3.1% |
32% |
False |
False |
132,403 |
| 10 |
3,147.0 |
2,865.5 |
281.5 |
9.3% |
100.0 |
3.3% |
58% |
False |
False |
136,137 |
| 20 |
3,147.0 |
2,769.0 |
378.0 |
12.5% |
116.4 |
3.8% |
69% |
False |
False |
132,023 |
| 40 |
3,432.5 |
2,769.0 |
663.5 |
21.9% |
82.6 |
2.7% |
39% |
False |
False |
74,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,257.0 |
|
2.618 |
3,172.1 |
|
1.618 |
3,120.1 |
|
1.000 |
3,088.0 |
|
0.618 |
3,068.1 |
|
HIGH |
3,036.0 |
|
0.618 |
3,016.1 |
|
0.500 |
3,010.0 |
|
0.382 |
3,003.9 |
|
LOW |
2,984.0 |
|
0.618 |
2,951.9 |
|
1.000 |
2,932.0 |
|
1.618 |
2,899.9 |
|
2.618 |
2,847.9 |
|
4.250 |
2,763.0 |
|
|