| Trading Metrics calculated at close of trading on 17-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,255.0 |
2,183.0 |
-72.0 |
-3.2% |
2,328.0 |
| High |
2,270.0 |
2,183.0 |
-87.0 |
-3.8% |
2,364.0 |
| Low |
2,215.0 |
2,105.0 |
-110.0 |
-5.0% |
2,190.0 |
| Close |
2,229.0 |
2,124.0 |
-105.0 |
-4.7% |
2,229.0 |
| Range |
55.0 |
78.0 |
23.0 |
41.8% |
174.0 |
| ATR |
86.9 |
89.5 |
2.7 |
3.1% |
0.0 |
| Volume |
1,044,622 |
1,618,957 |
574,335 |
55.0% |
6,309,164 |
|
| Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,371.3 |
2,325.7 |
2,166.9 |
|
| R3 |
2,293.3 |
2,247.7 |
2,145.5 |
|
| R2 |
2,215.3 |
2,215.3 |
2,138.3 |
|
| R1 |
2,169.7 |
2,169.7 |
2,131.2 |
2,153.5 |
| PP |
2,137.3 |
2,137.3 |
2,137.3 |
2,129.3 |
| S1 |
2,091.7 |
2,091.7 |
2,116.9 |
2,075.5 |
| S2 |
2,059.3 |
2,059.3 |
2,109.7 |
|
| S3 |
1,981.3 |
2,013.7 |
2,102.6 |
|
| S4 |
1,903.3 |
1,935.7 |
2,081.1 |
|
|
| 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 |
2,349.0 |
2,105.0 |
244.0 |
11.5% |
74.8 |
3.5% |
8% |
False |
True |
1,404,554 |
| 10 |
2,368.0 |
2,105.0 |
263.0 |
12.4% |
77.7 |
3.7% |
7% |
False |
True |
1,324,117 |
| 20 |
2,368.0 |
2,084.0 |
284.0 |
13.4% |
85.0 |
4.0% |
14% |
False |
False |
1,288,457 |
| 40 |
2,619.0 |
2,084.0 |
535.0 |
25.2% |
83.0 |
3.9% |
7% |
False |
False |
1,130,023 |
| 60 |
2,619.0 |
2,084.0 |
535.0 |
25.2% |
95.1 |
4.5% |
7% |
False |
False |
770,424 |
| 80 |
2,781.0 |
2,084.0 |
697.0 |
32.8% |
108.2 |
5.1% |
6% |
False |
False |
579,655 |
| 100 |
3,326.0 |
2,084.0 |
1,242.0 |
58.5% |
121.5 |
5.7% |
3% |
False |
False |
464,298 |
| 120 |
3,476.0 |
2,084.0 |
1,392.0 |
65.5% |
115.6 |
5.4% |
3% |
False |
False |
390,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,514.5 |
|
2.618 |
2,387.2 |
|
1.618 |
2,309.2 |
|
1.000 |
2,261.0 |
|
0.618 |
2,231.2 |
|
HIGH |
2,183.0 |
|
0.618 |
2,153.2 |
|
0.500 |
2,144.0 |
|
0.382 |
2,134.8 |
|
LOW |
2,105.0 |
|
0.618 |
2,056.8 |
|
1.000 |
2,027.0 |
|
1.618 |
1,978.8 |
|
2.618 |
1,900.8 |
|
4.250 |
1,773.5 |
|
|
| Fisher Pivots for day following 17-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,144.0 |
2,187.5 |
| PP |
2,137.3 |
2,166.3 |
| S1 |
2,130.7 |
2,145.2 |
|