| Trading Metrics calculated at close of trading on 24-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,033.0 |
1,978.0 |
-55.0 |
-2.7% |
2,183.0 |
| High |
2,066.0 |
2,027.0 |
-39.0 |
-1.9% |
2,183.0 |
| Low |
1,946.0 |
1,944.0 |
-2.0 |
-0.1% |
1,987.0 |
| Close |
1,999.0 |
1,985.0 |
-14.0 |
-0.7% |
2,025.0 |
| Range |
120.0 |
83.0 |
-37.0 |
-30.8% |
196.0 |
| ATR |
91.3 |
90.7 |
-0.6 |
-0.6% |
0.0 |
| Volume |
1,458,240 |
1,692,416 |
234,176 |
16.1% |
6,577,190 |
|
| Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,234.3 |
2,192.7 |
2,030.7 |
|
| R3 |
2,151.3 |
2,109.7 |
2,007.8 |
|
| R2 |
2,068.3 |
2,068.3 |
2,000.2 |
|
| R1 |
2,026.7 |
2,026.7 |
1,992.6 |
2,047.5 |
| PP |
1,985.3 |
1,985.3 |
1,985.3 |
1,995.8 |
| S1 |
1,943.7 |
1,943.7 |
1,977.4 |
1,964.5 |
| S2 |
1,902.3 |
1,902.3 |
1,969.8 |
|
| S3 |
1,819.3 |
1,860.7 |
1,962.2 |
|
| S4 |
1,736.3 |
1,777.7 |
1,939.4 |
|
|
| 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 |
2,148.0 |
1,944.0 |
204.0 |
10.3% |
84.8 |
4.3% |
20% |
False |
True |
1,621,777 |
| 10 |
2,349.0 |
1,944.0 |
405.0 |
20.4% |
79.8 |
4.0% |
10% |
False |
True |
1,513,165 |
| 20 |
2,368.0 |
1,944.0 |
424.0 |
21.4% |
79.0 |
4.0% |
10% |
False |
True |
1,393,454 |
| 40 |
2,619.0 |
1,944.0 |
675.0 |
34.0% |
82.0 |
4.1% |
6% |
False |
True |
1,197,161 |
| 60 |
2,619.0 |
1,944.0 |
675.0 |
34.0% |
90.6 |
4.6% |
6% |
False |
True |
905,142 |
| 80 |
2,781.0 |
1,944.0 |
837.0 |
42.2% |
103.9 |
5.2% |
5% |
False |
True |
680,795 |
| 100 |
3,179.0 |
1,944.0 |
1,235.0 |
62.2% |
121.3 |
6.1% |
3% |
False |
True |
545,239 |
| 120 |
3,476.0 |
1,944.0 |
1,532.0 |
77.2% |
116.9 |
5.9% |
3% |
False |
True |
458,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,379.8 |
|
2.618 |
2,244.3 |
|
1.618 |
2,161.3 |
|
1.000 |
2,110.0 |
|
0.618 |
2,078.3 |
|
HIGH |
2,027.0 |
|
0.618 |
1,995.3 |
|
0.500 |
1,985.5 |
|
0.382 |
1,975.7 |
|
LOW |
1,944.0 |
|
0.618 |
1,892.7 |
|
1.000 |
1,861.0 |
|
1.618 |
1,809.7 |
|
2.618 |
1,726.7 |
|
4.250 |
1,591.3 |
|
|
| Fisher Pivots for day following 24-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,985.5 |
2,011.5 |
| PP |
1,985.3 |
2,002.7 |
| S1 |
1,985.2 |
1,993.8 |
|