| Trading Metrics calculated at close of trading on 12-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,255.0 |
2,260.0 |
5.0 |
0.2% |
2,221.0 |
| High |
2,278.0 |
2,263.0 |
-15.0 |
-0.7% |
2,368.0 |
| Low |
2,233.0 |
2,190.0 |
-43.0 |
-1.9% |
2,158.0 |
| Close |
2,272.0 |
2,219.0 |
-53.0 |
-2.3% |
2,341.0 |
| Range |
45.0 |
73.0 |
28.0 |
62.2% |
210.0 |
| ATR |
89.9 |
89.3 |
-0.6 |
-0.6% |
0.0 |
| Volume |
1,215,902 |
1,507,305 |
291,403 |
24.0% |
6,411,910 |
|
| Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,443.0 |
2,404.0 |
2,259.2 |
|
| R3 |
2,370.0 |
2,331.0 |
2,239.1 |
|
| R2 |
2,297.0 |
2,297.0 |
2,232.4 |
|
| R1 |
2,258.0 |
2,258.0 |
2,225.7 |
2,241.0 |
| PP |
2,224.0 |
2,224.0 |
2,224.0 |
2,215.5 |
| S1 |
2,185.0 |
2,185.0 |
2,212.3 |
2,168.0 |
| S2 |
2,151.0 |
2,151.0 |
2,205.6 |
|
| S3 |
2,078.0 |
2,112.0 |
2,198.9 |
|
| S4 |
2,005.0 |
2,039.0 |
2,178.9 |
|
|
| 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 |
2,190.0 |
178.0 |
8.0% |
73.2 |
3.3% |
16% |
False |
True |
1,333,368 |
| 10 |
2,368.0 |
2,158.0 |
210.0 |
9.5% |
77.5 |
3.5% |
29% |
False |
False |
1,316,964 |
| 20 |
2,368.0 |
2,084.0 |
284.0 |
12.8% |
87.6 |
3.9% |
48% |
False |
False |
1,320,344 |
| 40 |
2,619.0 |
2,084.0 |
535.0 |
24.1% |
84.9 |
3.8% |
25% |
False |
False |
1,078,271 |
| 60 |
2,619.0 |
2,084.0 |
535.0 |
24.1% |
98.3 |
4.4% |
25% |
False |
False |
726,119 |
| 80 |
2,781.0 |
2,084.0 |
697.0 |
31.4% |
111.4 |
5.0% |
19% |
False |
False |
546,543 |
| 100 |
3,349.0 |
2,084.0 |
1,265.0 |
57.0% |
123.7 |
5.6% |
11% |
False |
False |
438,844 |
| 120 |
3,476.0 |
2,084.0 |
1,392.0 |
62.7% |
115.1 |
5.2% |
10% |
False |
False |
368,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,573.3 |
|
2.618 |
2,454.1 |
|
1.618 |
2,381.1 |
|
1.000 |
2,336.0 |
|
0.618 |
2,308.1 |
|
HIGH |
2,263.0 |
|
0.618 |
2,235.1 |
|
0.500 |
2,226.5 |
|
0.382 |
2,217.9 |
|
LOW |
2,190.0 |
|
0.618 |
2,144.9 |
|
1.000 |
2,117.0 |
|
1.618 |
2,071.9 |
|
2.618 |
1,998.9 |
|
4.250 |
1,879.8 |
|
|
| Fisher Pivots for day following 12-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,226.5 |
2,269.5 |
| PP |
2,224.0 |
2,252.7 |
| S1 |
2,221.5 |
2,235.8 |
|