| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,994.0 |
3,011.0 |
17.0 |
0.6% |
2,942.5 |
| High |
3,036.0 |
3,025.0 |
-11.0 |
-0.4% |
3,147.0 |
| Low |
2,984.0 |
2,930.5 |
-53.5 |
-1.8% |
2,865.5 |
| Close |
3,028.5 |
2,965.0 |
-63.5 |
-2.1% |
3,119.5 |
| Range |
52.0 |
94.5 |
42.5 |
81.7% |
281.5 |
| ATR |
101.6 |
101.3 |
-0.3 |
-0.3% |
0.0 |
| Volume |
139,170 |
106,362 |
-32,808 |
-23.6% |
691,506 |
|
| Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,257.0 |
3,205.5 |
3,017.0 |
|
| R3 |
3,162.5 |
3,111.0 |
2,991.0 |
|
| R2 |
3,068.0 |
3,068.0 |
2,982.3 |
|
| R1 |
3,016.5 |
3,016.5 |
2,973.7 |
2,995.0 |
| PP |
2,973.5 |
2,973.5 |
2,973.5 |
2,962.8 |
| S1 |
2,922.0 |
2,922.0 |
2,956.3 |
2,900.5 |
| S2 |
2,879.0 |
2,879.0 |
2,947.7 |
|
| S3 |
2,784.5 |
2,827.5 |
2,939.0 |
|
| S4 |
2,690.0 |
2,733.0 |
2,913.0 |
|
|
| 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 |
2,930.5 |
216.5 |
7.3% |
86.4 |
2.9% |
16% |
False |
True |
124,381 |
| 10 |
3,147.0 |
2,865.5 |
281.5 |
9.5% |
98.2 |
3.3% |
35% |
False |
False |
132,987 |
| 20 |
3,147.0 |
2,769.0 |
378.0 |
12.7% |
115.3 |
3.9% |
52% |
False |
False |
132,819 |
| 40 |
3,432.5 |
2,769.0 |
663.5 |
22.4% |
84.1 |
2.8% |
30% |
False |
False |
76,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,426.6 |
|
2.618 |
3,272.4 |
|
1.618 |
3,177.9 |
|
1.000 |
3,119.5 |
|
0.618 |
3,083.4 |
|
HIGH |
3,025.0 |
|
0.618 |
2,988.9 |
|
0.500 |
2,977.8 |
|
0.382 |
2,966.6 |
|
LOW |
2,930.5 |
|
0.618 |
2,872.1 |
|
1.000 |
2,836.0 |
|
1.618 |
2,777.6 |
|
2.618 |
2,683.1 |
|
4.250 |
2,528.9 |
|
|