| Trading Metrics calculated at close of trading on 26-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,002.0 |
1,980.0 |
-22.0 |
-1.1% |
2,183.0 |
| High |
2,025.0 |
2,039.0 |
14.0 |
0.7% |
2,183.0 |
| Low |
1,933.0 |
1,969.0 |
36.0 |
1.9% |
1,987.0 |
| Close |
1,967.0 |
2,016.0 |
49.0 |
2.5% |
2,025.0 |
| Range |
92.0 |
70.0 |
-22.0 |
-23.9% |
196.0 |
| ATR |
90.8 |
89.5 |
-1.3 |
-1.5% |
0.0 |
| Volume |
1,595,417 |
1,624,857 |
29,440 |
1.8% |
6,577,190 |
|
| Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,218.0 |
2,187.0 |
2,054.5 |
|
| R3 |
2,148.0 |
2,117.0 |
2,035.3 |
|
| R2 |
2,078.0 |
2,078.0 |
2,028.8 |
|
| R1 |
2,047.0 |
2,047.0 |
2,022.4 |
2,062.5 |
| PP |
2,008.0 |
2,008.0 |
2,008.0 |
2,015.8 |
| S1 |
1,977.0 |
1,977.0 |
2,009.6 |
1,992.5 |
| S2 |
1,938.0 |
1,938.0 |
2,003.2 |
|
| S3 |
1,868.0 |
1,907.0 |
1,996.8 |
|
| S4 |
1,798.0 |
1,837.0 |
1,977.5 |
|
|
| 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 |
2,079.0 |
1,933.0 |
146.0 |
7.2% |
91.4 |
4.5% |
57% |
False |
False |
1,671,039 |
| 10 |
2,270.0 |
1,933.0 |
337.0 |
16.7% |
79.2 |
3.9% |
25% |
False |
False |
1,550,004 |
| 20 |
2,368.0 |
1,933.0 |
435.0 |
21.6% |
79.4 |
3.9% |
19% |
False |
False |
1,422,686 |
| 40 |
2,619.0 |
1,933.0 |
686.0 |
34.0% |
82.4 |
4.1% |
12% |
False |
False |
1,254,739 |
| 60 |
2,619.0 |
1,933.0 |
686.0 |
34.0% |
88.2 |
4.4% |
12% |
False |
False |
958,583 |
| 80 |
2,781.0 |
1,933.0 |
848.0 |
42.1% |
101.7 |
5.0% |
10% |
False |
False |
720,972 |
| 100 |
3,179.0 |
1,933.0 |
1,246.0 |
61.8% |
118.1 |
5.9% |
7% |
False |
False |
577,402 |
| 120 |
3,450.0 |
1,933.0 |
1,517.0 |
75.2% |
117.4 |
5.8% |
5% |
False |
False |
485,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,336.5 |
|
2.618 |
2,222.3 |
|
1.618 |
2,152.3 |
|
1.000 |
2,109.0 |
|
0.618 |
2,082.3 |
|
HIGH |
2,039.0 |
|
0.618 |
2,012.3 |
|
0.500 |
2,004.0 |
|
0.382 |
1,995.7 |
|
LOW |
1,969.0 |
|
0.618 |
1,925.7 |
|
1.000 |
1,899.0 |
|
1.618 |
1,855.7 |
|
2.618 |
1,785.7 |
|
4.250 |
1,671.5 |
|
|
| Fisher Pivots for day following 26-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,012.0 |
2,006.0 |
| PP |
2,008.0 |
1,996.0 |
| S1 |
2,004.0 |
1,986.0 |
|