| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,704.5 |
2,726.0 |
21.5 |
0.8% |
2,952.0 |
| High |
2,736.0 |
2,764.5 |
28.5 |
1.0% |
2,952.0 |
| Low |
2,669.5 |
2,659.0 |
-10.5 |
-0.4% |
2,746.0 |
| Close |
2,710.0 |
2,702.0 |
-8.0 |
-0.3% |
2,752.0 |
| Range |
66.5 |
105.5 |
39.0 |
58.6% |
206.0 |
| ATR |
97.8 |
98.3 |
0.6 |
0.6% |
0.0 |
| Volume |
124,506 |
147,784 |
23,278 |
18.7% |
415,292 |
|
| Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,025.0 |
2,969.0 |
2,760.0 |
|
| R3 |
2,919.5 |
2,863.5 |
2,731.0 |
|
| R2 |
2,814.0 |
2,814.0 |
2,721.3 |
|
| R1 |
2,758.0 |
2,758.0 |
2,711.7 |
2,733.3 |
| PP |
2,708.5 |
2,708.5 |
2,708.5 |
2,696.1 |
| S1 |
2,652.5 |
2,652.5 |
2,692.3 |
2,627.8 |
| S2 |
2,603.0 |
2,603.0 |
2,682.7 |
|
| S3 |
2,497.5 |
2,547.0 |
2,673.0 |
|
| S4 |
2,392.0 |
2,441.5 |
2,644.0 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,434.7 |
3,299.3 |
2,865.3 |
|
| R3 |
3,228.7 |
3,093.3 |
2,808.7 |
|
| R2 |
3,022.7 |
3,022.7 |
2,789.8 |
|
| R1 |
2,887.3 |
2,887.3 |
2,770.9 |
2,852.0 |
| PP |
2,816.7 |
2,816.7 |
2,816.7 |
2,799.0 |
| S1 |
2,681.3 |
2,681.3 |
2,733.1 |
2,646.0 |
| S2 |
2,610.7 |
2,610.7 |
2,714.2 |
|
| S3 |
2,404.7 |
2,475.3 |
2,695.4 |
|
| S4 |
2,198.7 |
2,269.3 |
2,638.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,915.5 |
2,659.0 |
256.5 |
9.5% |
82.8 |
3.1% |
17% |
False |
True |
130,833 |
| 10 |
3,045.0 |
2,659.0 |
386.0 |
14.3% |
77.3 |
2.9% |
11% |
False |
True |
84,479 |
| 20 |
3,146.0 |
2,659.0 |
487.0 |
18.0% |
85.8 |
3.2% |
9% |
False |
True |
42,966 |
| 40 |
3,435.0 |
2,659.0 |
776.0 |
28.7% |
96.9 |
3.6% |
6% |
False |
True |
21,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,212.9 |
|
2.618 |
3,040.7 |
|
1.618 |
2,935.2 |
|
1.000 |
2,870.0 |
|
0.618 |
2,829.7 |
|
HIGH |
2,764.5 |
|
0.618 |
2,724.2 |
|
0.500 |
2,711.8 |
|
0.382 |
2,699.3 |
|
LOW |
2,659.0 |
|
0.618 |
2,593.8 |
|
1.000 |
2,553.5 |
|
1.618 |
2,488.3 |
|
2.618 |
2,382.8 |
|
4.250 |
2,210.6 |
|
|