| Trading Metrics calculated at close of trading on 19-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2009 |
19-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,122.0 |
2,112.0 |
-10.0 |
-0.5% |
2,328.0 |
| High |
2,137.0 |
2,148.0 |
11.0 |
0.5% |
2,364.0 |
| Low |
2,074.0 |
2,082.0 |
8.0 |
0.4% |
2,190.0 |
| Close |
2,121.0 |
2,115.0 |
-6.0 |
-0.3% |
2,229.0 |
| Range |
63.0 |
66.0 |
3.0 |
4.8% |
174.0 |
| ATR |
87.6 |
86.1 |
-1.5 |
-1.8% |
0.0 |
| Volume |
1,678,272 |
1,295,694 |
-382,578 |
-22.8% |
6,309,164 |
|
| Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,313.0 |
2,280.0 |
2,151.3 |
|
| R3 |
2,247.0 |
2,214.0 |
2,133.2 |
|
| R2 |
2,181.0 |
2,181.0 |
2,127.1 |
|
| R1 |
2,148.0 |
2,148.0 |
2,121.1 |
2,164.5 |
| PP |
2,115.0 |
2,115.0 |
2,115.0 |
2,123.3 |
| S1 |
2,082.0 |
2,082.0 |
2,109.0 |
2,098.5 |
| S2 |
2,049.0 |
2,049.0 |
2,102.9 |
|
| S3 |
1,983.0 |
2,016.0 |
2,096.9 |
|
| S4 |
1,917.0 |
1,950.0 |
2,078.7 |
|
|
| 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 |
2,270.0 |
2,074.0 |
196.0 |
9.3% |
67.0 |
3.2% |
21% |
False |
False |
1,428,970 |
| 10 |
2,368.0 |
2,074.0 |
294.0 |
13.9% |
72.9 |
3.4% |
14% |
False |
False |
1,373,687 |
| 20 |
2,368.0 |
2,074.0 |
294.0 |
13.9% |
80.5 |
3.8% |
14% |
False |
False |
1,357,345 |
| 40 |
2,619.0 |
2,074.0 |
545.0 |
25.8% |
80.5 |
3.8% |
8% |
False |
False |
1,150,338 |
| 60 |
2,619.0 |
2,074.0 |
545.0 |
25.8% |
93.8 |
4.4% |
8% |
False |
False |
819,881 |
| 80 |
2,781.0 |
2,074.0 |
707.0 |
33.4% |
107.0 |
5.1% |
6% |
False |
False |
616,770 |
| 100 |
3,268.0 |
2,074.0 |
1,194.0 |
56.5% |
120.4 |
5.7% |
3% |
False |
False |
493,987 |
| 120 |
3,476.0 |
2,074.0 |
1,402.0 |
66.3% |
115.8 |
5.5% |
3% |
False |
False |
415,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,428.5 |
|
2.618 |
2,320.8 |
|
1.618 |
2,254.8 |
|
1.000 |
2,214.0 |
|
0.618 |
2,188.8 |
|
HIGH |
2,148.0 |
|
0.618 |
2,122.8 |
|
0.500 |
2,115.0 |
|
0.382 |
2,107.2 |
|
LOW |
2,082.0 |
|
0.618 |
2,041.2 |
|
1.000 |
2,016.0 |
|
1.618 |
1,975.2 |
|
2.618 |
1,909.2 |
|
4.250 |
1,801.5 |
|
|
| Fisher Pivots for day following 19-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,115.0 |
2,128.5 |
| PP |
2,115.0 |
2,124.0 |
| S1 |
2,115.0 |
2,119.5 |
|