| Trading Metrics calculated at close of trading on 11-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2009 |
11-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
4,626.0 |
4,490.0 |
-136.0 |
-2.9% |
4,314.5 |
| High |
4,653.5 |
4,548.0 |
-105.5 |
-2.3% |
4,690.0 |
| Low |
4,439.0 |
4,469.0 |
30.0 |
0.7% |
4,202.5 |
| Close |
4,550.0 |
4,538.0 |
-12.0 |
-0.3% |
4,630.0 |
| Range |
214.5 |
79.0 |
-135.5 |
-63.2% |
487.5 |
| ATR |
179.3 |
172.3 |
-7.0 |
-3.9% |
0.0 |
| Volume |
196,734 |
161,297 |
-35,437 |
-18.0% |
815,000 |
|
| Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,755.3 |
4,725.7 |
4,581.5 |
|
| R3 |
4,676.3 |
4,646.7 |
4,559.7 |
|
| R2 |
4,597.3 |
4,597.3 |
4,552.5 |
|
| R1 |
4,567.7 |
4,567.7 |
4,545.2 |
4,582.5 |
| PP |
4,518.3 |
4,518.3 |
4,518.3 |
4,525.8 |
| S1 |
4,488.7 |
4,488.7 |
4,530.8 |
4,503.5 |
| S2 |
4,439.3 |
4,439.3 |
4,523.5 |
|
| S3 |
4,360.3 |
4,409.7 |
4,516.3 |
|
| S4 |
4,281.3 |
4,330.7 |
4,494.6 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,970.0 |
5,787.5 |
4,898.1 |
|
| R3 |
5,482.5 |
5,300.0 |
4,764.1 |
|
| R2 |
4,995.0 |
4,995.0 |
4,719.4 |
|
| R1 |
4,812.5 |
4,812.5 |
4,674.7 |
4,903.8 |
| PP |
4,507.5 |
4,507.5 |
4,507.5 |
4,553.1 |
| S1 |
4,325.0 |
4,325.0 |
4,585.3 |
4,416.3 |
| S2 |
4,020.0 |
4,020.0 |
4,540.6 |
|
| S3 |
3,532.5 |
3,837.5 |
4,495.9 |
|
| S4 |
3,045.0 |
3,350.0 |
4,361.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,694.0 |
4,391.5 |
302.5 |
6.7% |
149.4 |
3.3% |
48% |
False |
False |
167,092 |
| 10 |
4,694.0 |
4,202.5 |
491.5 |
10.8% |
154.7 |
3.4% |
68% |
False |
False |
162,972 |
| 20 |
4,695.0 |
4,075.0 |
620.0 |
13.7% |
175.5 |
3.9% |
75% |
False |
False |
165,518 |
| 40 |
5,138.5 |
4,075.0 |
1,063.5 |
23.4% |
157.7 |
3.5% |
44% |
False |
False |
121,279 |
| 60 |
5,138.5 |
4,066.0 |
1,072.5 |
23.6% |
190.2 |
4.2% |
44% |
False |
False |
81,462 |
| 80 |
5,385.0 |
4,066.0 |
1,319.0 |
29.1% |
219.5 |
4.8% |
36% |
False |
False |
61,357 |
| 100 |
6,353.5 |
4,066.0 |
2,287.5 |
50.4% |
229.0 |
5.0% |
21% |
False |
False |
49,421 |
| 120 |
6,706.5 |
4,066.0 |
2,640.5 |
58.2% |
211.8 |
4.7% |
18% |
False |
False |
41,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,883.8 |
|
2.618 |
4,754.8 |
|
1.618 |
4,675.8 |
|
1.000 |
4,627.0 |
|
0.618 |
4,596.8 |
|
HIGH |
4,548.0 |
|
0.618 |
4,517.8 |
|
0.500 |
4,508.5 |
|
0.382 |
4,499.2 |
|
LOW |
4,469.0 |
|
0.618 |
4,420.2 |
|
1.000 |
4,390.0 |
|
1.618 |
4,341.2 |
|
2.618 |
4,262.2 |
|
4.250 |
4,133.3 |
|
|
| Fisher Pivots for day following 11-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4,528.2 |
4,566.5 |
| PP |
4,518.3 |
4,557.0 |
| S1 |
4,508.5 |
4,547.5 |
|