| Trading Metrics calculated at close of trading on 18-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,183.0 |
2,122.0 |
-61.0 |
-2.8% |
2,328.0 |
| High |
2,183.0 |
2,137.0 |
-46.0 |
-2.1% |
2,364.0 |
| Low |
2,105.0 |
2,074.0 |
-31.0 |
-1.5% |
2,190.0 |
| Close |
2,124.0 |
2,121.0 |
-3.0 |
-0.1% |
2,229.0 |
| Range |
78.0 |
63.0 |
-15.0 |
-19.2% |
174.0 |
| ATR |
89.5 |
87.6 |
-1.9 |
-2.1% |
0.0 |
| Volume |
1,618,957 |
1,678,272 |
59,315 |
3.7% |
6,309,164 |
|
| Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,299.7 |
2,273.3 |
2,155.7 |
|
| R3 |
2,236.7 |
2,210.3 |
2,138.3 |
|
| R2 |
2,173.7 |
2,173.7 |
2,132.6 |
|
| R1 |
2,147.3 |
2,147.3 |
2,126.8 |
2,129.0 |
| PP |
2,110.7 |
2,110.7 |
2,110.7 |
2,101.5 |
| S1 |
2,084.3 |
2,084.3 |
2,115.2 |
2,066.0 |
| S2 |
2,047.7 |
2,047.7 |
2,109.5 |
|
| S3 |
1,984.7 |
2,021.3 |
2,103.7 |
|
| S4 |
1,921.7 |
1,958.3 |
2,086.4 |
|
|
| 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 |
2,278.0 |
2,074.0 |
204.0 |
9.6% |
62.8 |
3.0% |
23% |
False |
True |
1,413,011 |
| 10 |
2,368.0 |
2,074.0 |
294.0 |
13.9% |
74.6 |
3.5% |
16% |
False |
True |
1,368,874 |
| 20 |
2,368.0 |
2,074.0 |
294.0 |
13.9% |
82.8 |
3.9% |
16% |
False |
True |
1,372,370 |
| 40 |
2,619.0 |
2,074.0 |
545.0 |
25.7% |
82.1 |
3.9% |
9% |
False |
True |
1,146,595 |
| 60 |
2,619.0 |
2,074.0 |
545.0 |
25.7% |
94.4 |
4.4% |
9% |
False |
True |
798,330 |
| 80 |
2,781.0 |
2,074.0 |
707.0 |
33.3% |
107.7 |
5.1% |
7% |
False |
True |
600,608 |
| 100 |
3,268.0 |
2,074.0 |
1,194.0 |
56.3% |
120.5 |
5.7% |
4% |
False |
True |
481,066 |
| 120 |
3,476.0 |
2,074.0 |
1,402.0 |
66.1% |
115.8 |
5.5% |
3% |
False |
True |
404,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,404.8 |
|
2.618 |
2,301.9 |
|
1.618 |
2,238.9 |
|
1.000 |
2,200.0 |
|
0.618 |
2,175.9 |
|
HIGH |
2,137.0 |
|
0.618 |
2,112.9 |
|
0.500 |
2,105.5 |
|
0.382 |
2,098.1 |
|
LOW |
2,074.0 |
|
0.618 |
2,035.1 |
|
1.000 |
2,011.0 |
|
1.618 |
1,972.1 |
|
2.618 |
1,909.1 |
|
4.250 |
1,806.3 |
|
|
| Fisher Pivots for day following 18-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,115.8 |
2,172.0 |
| PP |
2,110.7 |
2,155.0 |
| S1 |
2,105.5 |
2,138.0 |
|