| Trading Metrics calculated at close of trading on 13-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2009 |
13-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,260.0 |
2,255.0 |
-5.0 |
-0.2% |
2,328.0 |
| High |
2,263.0 |
2,270.0 |
7.0 |
0.3% |
2,364.0 |
| Low |
2,190.0 |
2,215.0 |
25.0 |
1.1% |
2,190.0 |
| Close |
2,219.0 |
2,229.0 |
10.0 |
0.5% |
2,229.0 |
| Range |
73.0 |
55.0 |
-18.0 |
-24.7% |
174.0 |
| ATR |
89.3 |
86.9 |
-2.5 |
-2.7% |
0.0 |
| Volume |
1,507,305 |
1,044,622 |
-462,683 |
-30.7% |
6,309,164 |
|
| Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,403.0 |
2,371.0 |
2,259.3 |
|
| R3 |
2,348.0 |
2,316.0 |
2,244.1 |
|
| R2 |
2,293.0 |
2,293.0 |
2,239.1 |
|
| R1 |
2,261.0 |
2,261.0 |
2,234.0 |
2,249.5 |
| PP |
2,238.0 |
2,238.0 |
2,238.0 |
2,232.3 |
| S1 |
2,206.0 |
2,206.0 |
2,224.0 |
2,194.5 |
| S2 |
2,183.0 |
2,183.0 |
2,218.9 |
|
| S3 |
2,128.0 |
2,151.0 |
2,213.9 |
|
| S4 |
2,073.0 |
2,096.0 |
2,198.8 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,783.0 |
2,680.0 |
2,324.7 |
|
| R3 |
2,609.0 |
2,506.0 |
2,276.9 |
|
| R2 |
2,435.0 |
2,435.0 |
2,260.9 |
|
| R1 |
2,332.0 |
2,332.0 |
2,245.0 |
2,296.5 |
| PP |
2,261.0 |
2,261.0 |
2,261.0 |
2,243.3 |
| S1 |
2,158.0 |
2,158.0 |
2,213.1 |
2,122.5 |
| S2 |
2,087.0 |
2,087.0 |
2,197.1 |
|
| S3 |
1,913.0 |
1,984.0 |
2,181.2 |
|
| S4 |
1,739.0 |
1,810.0 |
2,133.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,364.0 |
2,190.0 |
174.0 |
7.8% |
68.2 |
3.1% |
22% |
False |
False |
1,261,832 |
| 10 |
2,368.0 |
2,158.0 |
210.0 |
9.4% |
76.3 |
3.4% |
34% |
False |
False |
1,272,107 |
| 20 |
2,368.0 |
2,084.0 |
284.0 |
12.7% |
86.2 |
3.9% |
51% |
False |
False |
1,284,765 |
| 40 |
2,619.0 |
2,084.0 |
535.0 |
24.0% |
84.4 |
3.8% |
27% |
False |
False |
1,099,184 |
| 60 |
2,619.0 |
2,084.0 |
535.0 |
24.0% |
95.5 |
4.3% |
27% |
False |
False |
743,473 |
| 80 |
2,781.0 |
2,084.0 |
697.0 |
31.3% |
109.6 |
4.9% |
21% |
False |
False |
559,545 |
| 100 |
3,349.0 |
2,084.0 |
1,265.0 |
56.8% |
122.4 |
5.5% |
11% |
False |
False |
448,342 |
| 120 |
3,476.0 |
2,084.0 |
1,392.0 |
62.4% |
115.4 |
5.2% |
10% |
False |
False |
377,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,503.8 |
|
2.618 |
2,414.0 |
|
1.618 |
2,359.0 |
|
1.000 |
2,325.0 |
|
0.618 |
2,304.0 |
|
HIGH |
2,270.0 |
|
0.618 |
2,249.0 |
|
0.500 |
2,242.5 |
|
0.382 |
2,236.0 |
|
LOW |
2,215.0 |
|
0.618 |
2,181.0 |
|
1.000 |
2,160.0 |
|
1.618 |
2,126.0 |
|
2.618 |
2,071.0 |
|
4.250 |
1,981.3 |
|
|
| Fisher Pivots for day following 13-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,242.5 |
2,234.0 |
| PP |
2,238.0 |
2,232.3 |
| S1 |
2,233.5 |
2,230.7 |
|