| Trading Metrics calculated at close of trading on 20-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,112.0 |
2,073.0 |
-39.0 |
-1.8% |
2,183.0 |
| High |
2,148.0 |
2,079.0 |
-69.0 |
-3.2% |
2,183.0 |
| Low |
2,082.0 |
1,987.0 |
-95.0 |
-4.6% |
1,987.0 |
| Close |
2,115.0 |
2,025.0 |
-90.0 |
-4.3% |
2,025.0 |
| Range |
66.0 |
92.0 |
26.0 |
39.4% |
196.0 |
| ATR |
86.1 |
89.1 |
3.0 |
3.5% |
0.0 |
| Volume |
1,295,694 |
1,984,267 |
688,573 |
53.1% |
6,577,190 |
|
| Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,306.3 |
2,257.7 |
2,075.6 |
|
| R3 |
2,214.3 |
2,165.7 |
2,050.3 |
|
| R2 |
2,122.3 |
2,122.3 |
2,041.9 |
|
| R1 |
2,073.7 |
2,073.7 |
2,033.4 |
2,052.0 |
| PP |
2,030.3 |
2,030.3 |
2,030.3 |
2,019.5 |
| S1 |
1,981.7 |
1,981.7 |
2,016.6 |
1,960.0 |
| S2 |
1,938.3 |
1,938.3 |
2,008.1 |
|
| S3 |
1,846.3 |
1,889.7 |
1,999.7 |
|
| S4 |
1,754.3 |
1,797.7 |
1,974.4 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,653.0 |
2,535.0 |
2,132.8 |
|
| R3 |
2,457.0 |
2,339.0 |
2,078.9 |
|
| R2 |
2,261.0 |
2,261.0 |
2,060.9 |
|
| R1 |
2,143.0 |
2,143.0 |
2,043.0 |
2,104.0 |
| PP |
2,065.0 |
2,065.0 |
2,065.0 |
2,045.5 |
| S1 |
1,947.0 |
1,947.0 |
2,007.0 |
1,908.0 |
| S2 |
1,869.0 |
1,869.0 |
1,989.1 |
|
| S3 |
1,673.0 |
1,751.0 |
1,971.1 |
|
| S4 |
1,477.0 |
1,555.0 |
1,917.2 |
|
|
| 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 |
1,987.0 |
283.0 |
14.0% |
70.8 |
3.5% |
13% |
False |
True |
1,524,362 |
| 10 |
2,368.0 |
1,987.0 |
381.0 |
18.8% |
72.0 |
3.6% |
10% |
False |
True |
1,428,865 |
| 20 |
2,368.0 |
1,987.0 |
381.0 |
18.8% |
79.8 |
3.9% |
10% |
False |
True |
1,379,164 |
| 40 |
2,619.0 |
1,987.0 |
632.0 |
31.2% |
80.8 |
4.0% |
6% |
False |
True |
1,173,283 |
| 60 |
2,619.0 |
1,987.0 |
632.0 |
31.2% |
92.8 |
4.6% |
6% |
False |
True |
852,882 |
| 80 |
2,781.0 |
1,987.0 |
794.0 |
39.2% |
105.5 |
5.2% |
5% |
False |
True |
641,550 |
| 100 |
3,268.0 |
1,987.0 |
1,281.0 |
63.3% |
120.8 |
6.0% |
3% |
False |
True |
513,803 |
| 120 |
3,476.0 |
1,987.0 |
1,489.0 |
73.5% |
116.1 |
5.7% |
3% |
False |
True |
432,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,470.0 |
|
2.618 |
2,319.9 |
|
1.618 |
2,227.9 |
|
1.000 |
2,171.0 |
|
0.618 |
2,135.9 |
|
HIGH |
2,079.0 |
|
0.618 |
2,043.9 |
|
0.500 |
2,033.0 |
|
0.382 |
2,022.1 |
|
LOW |
1,987.0 |
|
0.618 |
1,930.1 |
|
1.000 |
1,895.0 |
|
1.618 |
1,838.1 |
|
2.618 |
1,746.1 |
|
4.250 |
1,596.0 |
|
|
| Fisher Pivots for day following 20-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,033.0 |
2,067.5 |
| PP |
2,030.3 |
2,053.3 |
| S1 |
2,027.7 |
2,039.2 |
|