| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,952.0 |
2,880.0 |
-72.0 |
-2.4% |
3,110.0 |
| High |
2,952.0 |
2,903.5 |
-48.5 |
-1.6% |
3,142.5 |
| Low |
2,858.5 |
2,823.5 |
-35.0 |
-1.2% |
2,936.0 |
| Close |
2,879.0 |
2,875.5 |
-3.5 |
-0.1% |
3,001.5 |
| Range |
93.5 |
80.0 |
-13.5 |
-14.4% |
206.5 |
| ATR |
102.9 |
101.2 |
-1.6 |
-1.6% |
0.0 |
| Volume |
45,543 |
141,613 |
96,070 |
210.9% |
4,849 |
|
| Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,107.5 |
3,071.5 |
2,919.5 |
|
| R3 |
3,027.5 |
2,991.5 |
2,897.5 |
|
| R2 |
2,947.5 |
2,947.5 |
2,890.2 |
|
| R1 |
2,911.5 |
2,911.5 |
2,882.8 |
2,889.5 |
| PP |
2,867.5 |
2,867.5 |
2,867.5 |
2,856.5 |
| S1 |
2,831.5 |
2,831.5 |
2,868.2 |
2,809.5 |
| S2 |
2,787.5 |
2,787.5 |
2,860.8 |
|
| S3 |
2,707.5 |
2,751.5 |
2,853.5 |
|
| S4 |
2,627.5 |
2,671.5 |
2,831.5 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,646.2 |
3,530.3 |
3,115.1 |
|
| R3 |
3,439.7 |
3,323.8 |
3,058.3 |
|
| R2 |
3,233.2 |
3,233.2 |
3,039.4 |
|
| R1 |
3,117.3 |
3,117.3 |
3,020.4 |
3,072.0 |
| PP |
3,026.7 |
3,026.7 |
3,026.7 |
3,004.0 |
| S1 |
2,910.8 |
2,910.8 |
2,982.6 |
2,865.5 |
| S2 |
2,820.2 |
2,820.2 |
2,963.6 |
|
| S3 |
2,613.7 |
2,704.3 |
2,944.7 |
|
| S4 |
2,407.2 |
2,497.8 |
2,887.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,045.0 |
2,823.5 |
221.5 |
7.7% |
71.8 |
2.5% |
23% |
False |
True |
38,124 |
| 10 |
3,146.0 |
2,823.5 |
322.5 |
11.2% |
83.0 |
2.9% |
16% |
False |
True |
19,719 |
| 20 |
3,146.0 |
2,780.0 |
366.0 |
12.7% |
94.2 |
3.3% |
26% |
False |
False |
10,470 |
| 40 |
3,435.0 |
2,780.0 |
655.0 |
22.8% |
95.3 |
3.3% |
15% |
False |
False |
5,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,243.5 |
|
2.618 |
3,112.9 |
|
1.618 |
3,032.9 |
|
1.000 |
2,983.5 |
|
0.618 |
2,952.9 |
|
HIGH |
2,903.5 |
|
0.618 |
2,872.9 |
|
0.500 |
2,863.5 |
|
0.382 |
2,854.1 |
|
LOW |
2,823.5 |
|
0.618 |
2,774.1 |
|
1.000 |
2,743.5 |
|
1.618 |
2,694.1 |
|
2.618 |
2,614.1 |
|
4.250 |
2,483.5 |
|
|