| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,864.5 |
2,821.0 |
-43.5 |
-1.5% |
2,950.0 |
| High |
2,913.5 |
2,829.5 |
-84.0 |
-2.9% |
2,950.0 |
| Low |
2,856.0 |
2,759.0 |
-97.0 |
-3.4% |
2,759.0 |
| Close |
2,873.0 |
2,777.6 |
-95.4 |
-3.3% |
2,777.6 |
| Range |
57.5 |
70.5 |
13.0 |
22.6% |
191.0 |
| ATR |
98.4 |
99.5 |
1.1 |
1.1% |
0.0 |
| Volume |
282,387 |
152,497 |
-129,890 |
-46.0% |
797,267 |
|
| Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,000.2 |
2,959.4 |
2,816.4 |
|
| R3 |
2,929.7 |
2,888.9 |
2,797.0 |
|
| R2 |
2,859.2 |
2,859.2 |
2,790.5 |
|
| R1 |
2,818.4 |
2,818.4 |
2,784.1 |
2,803.6 |
| PP |
2,788.7 |
2,788.7 |
2,788.7 |
2,781.3 |
| S1 |
2,747.9 |
2,747.9 |
2,771.1 |
2,733.1 |
| S2 |
2,718.2 |
2,718.2 |
2,764.7 |
|
| S3 |
2,647.7 |
2,677.4 |
2,758.2 |
|
| S4 |
2,577.2 |
2,606.9 |
2,738.8 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,401.9 |
3,280.7 |
2,882.7 |
|
| R3 |
3,210.9 |
3,089.7 |
2,830.1 |
|
| R2 |
3,019.9 |
3,019.9 |
2,812.6 |
|
| R1 |
2,898.7 |
2,898.7 |
2,795.1 |
2,863.8 |
| PP |
2,828.9 |
2,828.9 |
2,828.9 |
2,811.4 |
| S1 |
2,707.7 |
2,707.7 |
2,760.1 |
2,672.8 |
| S2 |
2,637.9 |
2,637.9 |
2,742.6 |
|
| S3 |
2,446.9 |
2,516.7 |
2,725.1 |
|
| S4 |
2,255.9 |
2,325.7 |
2,672.6 |
|
|
| 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 |
2,759.0 |
287.0 |
10.3% |
73.1 |
2.6% |
6% |
False |
True |
185,685 |
| 10 |
3,147.0 |
2,759.0 |
388.0 |
14.0% |
79.8 |
2.9% |
5% |
False |
True |
155,033 |
| 20 |
3,147.0 |
2,759.0 |
388.0 |
14.0% |
96.1 |
3.5% |
5% |
False |
True |
147,377 |
| 40 |
3,432.5 |
2,759.0 |
673.5 |
24.2% |
88.9 |
3.2% |
3% |
False |
True |
100,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,129.1 |
|
2.618 |
3,014.1 |
|
1.618 |
2,943.6 |
|
1.000 |
2,900.0 |
|
0.618 |
2,873.1 |
|
HIGH |
2,829.5 |
|
0.618 |
2,802.6 |
|
0.500 |
2,794.3 |
|
0.382 |
2,785.9 |
|
LOW |
2,759.0 |
|
0.618 |
2,715.4 |
|
1.000 |
2,688.5 |
|
1.618 |
2,644.9 |
|
2.618 |
2,574.4 |
|
4.250 |
2,459.4 |
|
|