| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2009 |
05-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1,215.64 |
1,200.26 |
-15.38 |
-1.3% |
1,177.44 |
| High |
1,243.68 |
1,250.14 |
6.46 |
0.5% |
1,245.98 |
| Low |
1,210.98 |
1,199.53 |
-11.45 |
-0.9% |
1,169.21 |
| Close |
1,215.43 |
1,245.11 |
29.68 |
2.4% |
1,180.25 |
| Range |
32.70 |
50.61 |
17.91 |
54.8% |
76.77 |
| ATR |
39.74 |
40.52 |
0.78 |
2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,383.42 |
1,364.88 |
1,272.95 |
|
| R3 |
1,332.81 |
1,314.27 |
1,259.03 |
|
| R2 |
1,282.20 |
1,282.20 |
1,254.39 |
|
| R1 |
1,263.66 |
1,263.66 |
1,249.75 |
1,272.93 |
| PP |
1,231.59 |
1,231.59 |
1,231.59 |
1,236.23 |
| S1 |
1,213.05 |
1,213.05 |
1,240.47 |
1,222.32 |
| S2 |
1,180.98 |
1,180.98 |
1,235.83 |
|
| S3 |
1,130.37 |
1,162.44 |
1,231.19 |
|
| S4 |
1,079.76 |
1,111.83 |
1,217.27 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,428.79 |
1,381.29 |
1,222.47 |
|
| R3 |
1,352.02 |
1,304.52 |
1,201.36 |
|
| R2 |
1,275.25 |
1,275.25 |
1,194.32 |
|
| R1 |
1,227.75 |
1,227.75 |
1,187.29 |
1,251.50 |
| PP |
1,198.48 |
1,198.48 |
1,198.48 |
1,210.36 |
| S1 |
1,150.98 |
1,150.98 |
1,173.21 |
1,174.73 |
| S2 |
1,121.71 |
1,121.71 |
1,166.18 |
|
| S3 |
1,044.94 |
1,074.21 |
1,159.14 |
|
| S4 |
968.17 |
997.44 |
1,138.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,250.14 |
1,167.49 |
82.65 |
6.6% |
39.53 |
3.2% |
94% |
True |
False |
|
| 10 |
1,250.14 |
1,144.41 |
105.73 |
8.5% |
35.19 |
2.8% |
95% |
True |
False |
|
| 20 |
1,252.95 |
1,136.61 |
116.34 |
9.3% |
37.31 |
3.0% |
93% |
False |
False |
|
| 40 |
1,286.08 |
1,136.61 |
149.47 |
12.0% |
35.79 |
2.9% |
73% |
False |
False |
|
| 60 |
1,298.09 |
1,018.86 |
279.23 |
22.4% |
43.95 |
3.5% |
81% |
False |
False |
|
| 80 |
1,470.99 |
1,018.86 |
452.13 |
36.3% |
51.75 |
4.2% |
50% |
False |
False |
|
| 100 |
1,773.83 |
1,018.86 |
754.97 |
60.6% |
56.39 |
4.5% |
30% |
False |
False |
|
| 120 |
1,973.56 |
1,018.86 |
954.70 |
76.7% |
53.27 |
4.3% |
24% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,465.23 |
|
2.618 |
1,382.64 |
|
1.618 |
1,332.03 |
|
1.000 |
1,300.75 |
|
0.618 |
1,281.42 |
|
HIGH |
1,250.14 |
|
0.618 |
1,230.81 |
|
0.500 |
1,224.84 |
|
0.382 |
1,218.86 |
|
LOW |
1,199.53 |
|
0.618 |
1,168.25 |
|
1.000 |
1,148.92 |
|
1.618 |
1,117.64 |
|
2.618 |
1,067.03 |
|
4.250 |
984.44 |
|
|