| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,950.0 |
2,878.5 |
-71.5 |
-2.4% |
3,100.0 |
| High |
2,950.0 |
2,901.0 |
-49.0 |
-1.7% |
3,146.0 |
| Low |
2,852.0 |
2,821.5 |
-30.5 |
-1.1% |
2,930.5 |
| Close |
2,877.0 |
2,874.0 |
-3.0 |
-0.1% |
2,999.5 |
| Range |
98.0 |
79.5 |
-18.5 |
-18.9% |
215.5 |
| ATR |
103.3 |
101.6 |
-1.7 |
-1.6% |
0.0 |
| Volume |
90,228 |
272,155 |
181,927 |
201.6% |
606,865 |
|
| Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,104.0 |
3,068.5 |
2,917.7 |
|
| R3 |
3,024.5 |
2,989.0 |
2,895.9 |
|
| R2 |
2,945.0 |
2,945.0 |
2,888.6 |
|
| R1 |
2,909.5 |
2,909.5 |
2,881.3 |
2,887.5 |
| PP |
2,865.5 |
2,865.5 |
2,865.5 |
2,854.5 |
| S1 |
2,830.0 |
2,830.0 |
2,866.7 |
2,808.0 |
| S2 |
2,786.0 |
2,786.0 |
2,859.4 |
|
| S3 |
2,706.5 |
2,750.5 |
2,852.1 |
|
| S4 |
2,627.0 |
2,671.0 |
2,830.3 |
|
|
| 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 |
3,046.0 |
2,821.5 |
224.5 |
7.8% |
76.8 |
2.7% |
23% |
False |
True |
147,815 |
| 10 |
3,147.0 |
2,821.5 |
325.5 |
11.3% |
91.8 |
3.2% |
16% |
False |
True |
140,227 |
| 20 |
3,147.0 |
2,769.0 |
378.0 |
13.2% |
104.0 |
3.6% |
28% |
False |
False |
140,113 |
| 40 |
3,432.5 |
2,769.0 |
663.5 |
23.1% |
87.5 |
3.0% |
16% |
False |
False |
89,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,238.9 |
|
2.618 |
3,109.1 |
|
1.618 |
3,029.6 |
|
1.000 |
2,980.5 |
|
0.618 |
2,950.1 |
|
HIGH |
2,901.0 |
|
0.618 |
2,870.6 |
|
0.500 |
2,861.3 |
|
0.382 |
2,851.9 |
|
LOW |
2,821.5 |
|
0.618 |
2,772.4 |
|
1.000 |
2,742.0 |
|
1.618 |
2,692.9 |
|
2.618 |
2,613.4 |
|
4.250 |
2,483.6 |
|
|