| Trading Metrics calculated at close of trading on 11-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2009 |
11-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,329.0 |
2,255.0 |
-74.0 |
-3.2% |
2,221.0 |
| High |
2,349.0 |
2,278.0 |
-71.0 |
-3.0% |
2,368.0 |
| Low |
2,226.0 |
2,233.0 |
7.0 |
0.3% |
2,158.0 |
| Close |
2,286.0 |
2,272.0 |
-14.0 |
-0.6% |
2,341.0 |
| Range |
123.0 |
45.0 |
-78.0 |
-63.4% |
210.0 |
| ATR |
92.7 |
89.9 |
-2.8 |
-3.1% |
0.0 |
| Volume |
1,635,984 |
1,215,902 |
-420,082 |
-25.7% |
6,411,910 |
|
| Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,396.0 |
2,379.0 |
2,296.8 |
|
| R3 |
2,351.0 |
2,334.0 |
2,284.4 |
|
| R2 |
2,306.0 |
2,306.0 |
2,280.3 |
|
| R1 |
2,289.0 |
2,289.0 |
2,276.1 |
2,297.5 |
| PP |
2,261.0 |
2,261.0 |
2,261.0 |
2,265.3 |
| S1 |
2,244.0 |
2,244.0 |
2,267.9 |
2,252.5 |
| S2 |
2,216.0 |
2,216.0 |
2,263.8 |
|
| S3 |
2,171.0 |
2,199.0 |
2,259.6 |
|
| S4 |
2,126.0 |
2,154.0 |
2,247.3 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,919.0 |
2,840.0 |
2,456.5 |
|
| R3 |
2,709.0 |
2,630.0 |
2,398.8 |
|
| R2 |
2,499.0 |
2,499.0 |
2,379.5 |
|
| R1 |
2,420.0 |
2,420.0 |
2,360.3 |
2,459.5 |
| PP |
2,289.0 |
2,289.0 |
2,289.0 |
2,308.8 |
| S1 |
2,210.0 |
2,210.0 |
2,321.8 |
2,249.5 |
| S2 |
2,079.0 |
2,079.0 |
2,302.5 |
|
| S3 |
1,869.0 |
2,000.0 |
2,283.3 |
|
| S4 |
1,659.0 |
1,790.0 |
2,225.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,368.0 |
2,226.0 |
142.0 |
6.3% |
78.8 |
3.5% |
32% |
False |
False |
1,318,404 |
| 10 |
2,368.0 |
2,158.0 |
210.0 |
9.2% |
79.6 |
3.5% |
54% |
False |
False |
1,295,368 |
| 20 |
2,437.0 |
2,084.0 |
353.0 |
15.5% |
92.1 |
4.1% |
53% |
False |
False |
1,330,530 |
| 40 |
2,619.0 |
2,084.0 |
535.0 |
23.5% |
84.5 |
3.7% |
35% |
False |
False |
1,044,268 |
| 60 |
2,619.0 |
2,084.0 |
535.0 |
23.5% |
100.0 |
4.4% |
35% |
False |
False |
701,153 |
| 80 |
2,781.0 |
2,084.0 |
697.0 |
30.7% |
113.7 |
5.0% |
27% |
False |
False |
527,713 |
| 100 |
3,349.0 |
2,084.0 |
1,265.0 |
55.7% |
124.7 |
5.5% |
15% |
False |
False |
425,019 |
| 120 |
3,476.0 |
2,084.0 |
1,392.0 |
61.3% |
114.7 |
5.0% |
14% |
False |
False |
356,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,469.3 |
|
2.618 |
2,395.8 |
|
1.618 |
2,350.8 |
|
1.000 |
2,323.0 |
|
0.618 |
2,305.8 |
|
HIGH |
2,278.0 |
|
0.618 |
2,260.8 |
|
0.500 |
2,255.5 |
|
0.382 |
2,250.2 |
|
LOW |
2,233.0 |
|
0.618 |
2,205.2 |
|
1.000 |
2,188.0 |
|
1.618 |
2,160.2 |
|
2.618 |
2,115.2 |
|
4.250 |
2,041.8 |
|
|
| Fisher Pivots for day following 11-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,266.5 |
2,295.0 |
| PP |
2,261.0 |
2,287.3 |
| S1 |
2,255.5 |
2,279.7 |
|