| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2008 |
21-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1,756.64 |
1,802.02 |
45.38 |
2.6% |
1,780.36 |
| High |
1,791.35 |
1,806.44 |
15.09 |
0.8% |
1,824.22 |
| Low |
1,756.64 |
1,762.24 |
5.60 |
0.3% |
1,767.34 |
| Close |
1,787.45 |
1,766.30 |
-21.15 |
-1.2% |
1,780.38 |
| Range |
34.71 |
44.20 |
9.49 |
27.3% |
56.88 |
| ATR |
44.72 |
44.68 |
-0.04 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,910.93 |
1,882.81 |
1,790.61 |
|
| R3 |
1,866.73 |
1,838.61 |
1,778.46 |
|
| R2 |
1,822.53 |
1,822.53 |
1,774.40 |
|
| R1 |
1,794.41 |
1,794.41 |
1,770.35 |
1,786.37 |
| PP |
1,778.33 |
1,778.33 |
1,778.33 |
1,774.31 |
| S1 |
1,750.21 |
1,750.21 |
1,762.25 |
1,742.17 |
| S2 |
1,734.13 |
1,734.13 |
1,758.20 |
|
| S3 |
1,689.93 |
1,706.01 |
1,754.15 |
|
| S4 |
1,645.73 |
1,661.81 |
1,741.99 |
|
|
| Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,961.29 |
1,927.71 |
1,811.66 |
|
| R3 |
1,904.41 |
1,870.83 |
1,796.02 |
|
| R2 |
1,847.53 |
1,847.53 |
1,790.81 |
|
| R1 |
1,813.95 |
1,813.95 |
1,785.59 |
1,830.74 |
| PP |
1,790.65 |
1,790.65 |
1,790.65 |
1,799.04 |
| S1 |
1,757.07 |
1,757.07 |
1,775.17 |
1,773.86 |
| S2 |
1,733.77 |
1,733.77 |
1,769.95 |
|
| S3 |
1,676.89 |
1,700.19 |
1,764.74 |
|
| S4 |
1,620.01 |
1,643.31 |
1,749.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,823.10 |
1,756.64 |
66.46 |
3.8% |
37.09 |
2.1% |
15% |
False |
False |
|
| 10 |
1,824.22 |
1,714.86 |
109.36 |
6.2% |
38.08 |
2.2% |
47% |
False |
False |
|
| 20 |
1,864.97 |
1,714.86 |
150.11 |
8.5% |
41.29 |
2.3% |
34% |
False |
False |
|
| 40 |
2,141.08 |
1,693.06 |
448.02 |
25.4% |
44.23 |
2.5% |
16% |
False |
False |
|
| 60 |
2,147.68 |
1,693.06 |
454.62 |
25.7% |
41.07 |
2.3% |
16% |
False |
False |
|
| 80 |
2,239.23 |
1,693.06 |
546.17 |
30.9% |
42.16 |
2.4% |
13% |
False |
False |
|
| 100 |
2,239.23 |
1,693.06 |
546.17 |
30.9% |
40.27 |
2.3% |
13% |
False |
False |
|
| 120 |
2,239.23 |
1,693.06 |
546.17 |
30.9% |
37.70 |
2.1% |
13% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,994.29 |
|
2.618 |
1,922.16 |
|
1.618 |
1,877.96 |
|
1.000 |
1,850.64 |
|
0.618 |
1,833.76 |
|
HIGH |
1,806.44 |
|
0.618 |
1,789.56 |
|
0.500 |
1,784.34 |
|
0.382 |
1,779.12 |
|
LOW |
1,762.24 |
|
0.618 |
1,734.92 |
|
1.000 |
1,718.04 |
|
1.618 |
1,690.72 |
|
2.618 |
1,646.52 |
|
4.250 |
1,574.39 |
|
|