| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
3,010.0 |
2,950.0 |
-60.0 |
-2.0% |
3,100.0 |
| High |
3,046.0 |
2,950.0 |
-96.0 |
-3.2% |
3,146.0 |
| Low |
2,986.0 |
2,852.0 |
-134.0 |
-4.5% |
2,930.5 |
| Close |
2,999.5 |
2,877.0 |
-122.5 |
-4.1% |
2,999.5 |
| Range |
60.0 |
98.0 |
38.0 |
63.3% |
215.5 |
| ATR |
99.9 |
103.3 |
3.4 |
3.4% |
0.0 |
| Volume |
131,162 |
90,228 |
-40,934 |
-31.2% |
606,865 |
|
| Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,187.0 |
3,130.0 |
2,930.9 |
|
| R3 |
3,089.0 |
3,032.0 |
2,904.0 |
|
| R2 |
2,991.0 |
2,991.0 |
2,895.0 |
|
| R1 |
2,934.0 |
2,934.0 |
2,886.0 |
2,913.5 |
| PP |
2,893.0 |
2,893.0 |
2,893.0 |
2,882.8 |
| S1 |
2,836.0 |
2,836.0 |
2,868.0 |
2,815.5 |
| S2 |
2,795.0 |
2,795.0 |
2,859.0 |
|
| S3 |
2,697.0 |
2,738.0 |
2,850.1 |
|
| S4 |
2,599.0 |
2,640.0 |
2,823.1 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,671.8 |
3,551.2 |
3,118.0 |
|
| R3 |
3,456.3 |
3,335.7 |
3,058.8 |
|
| R2 |
3,240.8 |
3,240.8 |
3,039.0 |
|
| R1 |
3,120.2 |
3,120.2 |
3,019.3 |
3,072.8 |
| PP |
3,025.3 |
3,025.3 |
3,025.3 |
3,001.6 |
| S1 |
2,904.7 |
2,904.7 |
2,979.7 |
2,857.3 |
| S2 |
2,809.8 |
2,809.8 |
2,960.0 |
|
| S3 |
2,594.3 |
2,689.2 |
2,940.2 |
|
| S4 |
2,378.8 |
2,473.7 |
2,881.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,125.5 |
2,852.0 |
273.5 |
9.5% |
88.0 |
3.1% |
9% |
False |
True |
111,362 |
| 10 |
3,147.0 |
2,852.0 |
295.0 |
10.3% |
96.0 |
3.3% |
8% |
False |
True |
126,183 |
| 20 |
3,147.0 |
2,769.0 |
378.0 |
13.1% |
109.2 |
3.8% |
29% |
False |
False |
133,140 |
| 40 |
3,432.5 |
2,769.0 |
663.5 |
23.1% |
87.0 |
3.0% |
16% |
False |
False |
82,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,366.5 |
|
2.618 |
3,206.6 |
|
1.618 |
3,108.6 |
|
1.000 |
3,048.0 |
|
0.618 |
3,010.6 |
|
HIGH |
2,950.0 |
|
0.618 |
2,912.6 |
|
0.500 |
2,901.0 |
|
0.382 |
2,889.4 |
|
LOW |
2,852.0 |
|
0.618 |
2,791.4 |
|
1.000 |
2,754.0 |
|
1.618 |
2,693.4 |
|
2.618 |
2,595.4 |
|
4.250 |
2,435.5 |
|
|