| 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 |
3,929.0 |
3,870.5 |
-58.5 |
-1.5% |
4,339.5 |
| High |
3,980.0 |
3,992.5 |
12.5 |
0.3% |
4,345.5 |
| Low |
3,790.5 |
3,851.0 |
60.5 |
1.6% |
3,973.0 |
| Close |
3,848.5 |
3,939.0 |
90.5 |
2.4% |
4,049.5 |
| Range |
189.5 |
141.5 |
-48.0 |
-25.3% |
372.5 |
| ATR |
178.1 |
175.7 |
-2.4 |
-1.4% |
0.0 |
| Volume |
195,032 |
189,523 |
-5,509 |
-2.8% |
748,175 |
|
| Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,352.0 |
4,287.0 |
4,016.8 |
|
| R3 |
4,210.5 |
4,145.5 |
3,977.9 |
|
| R2 |
4,069.0 |
4,069.0 |
3,964.9 |
|
| R1 |
4,004.0 |
4,004.0 |
3,952.0 |
4,036.5 |
| PP |
3,927.5 |
3,927.5 |
3,927.5 |
3,943.8 |
| S1 |
3,862.5 |
3,862.5 |
3,926.0 |
3,895.0 |
| S2 |
3,786.0 |
3,786.0 |
3,913.1 |
|
| S3 |
3,644.5 |
3,721.0 |
3,900.1 |
|
| S4 |
3,503.0 |
3,579.5 |
3,861.2 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,240.2 |
5,017.3 |
4,254.4 |
|
| R3 |
4,867.7 |
4,644.8 |
4,151.9 |
|
| R2 |
4,495.2 |
4,495.2 |
4,117.8 |
|
| R1 |
4,272.3 |
4,272.3 |
4,083.6 |
4,197.5 |
| PP |
4,122.7 |
4,122.7 |
4,122.7 |
4,085.3 |
| S1 |
3,899.8 |
3,899.8 |
4,015.4 |
3,825.0 |
| S2 |
3,750.2 |
3,750.2 |
3,981.2 |
|
| S3 |
3,377.7 |
3,527.3 |
3,947.1 |
|
| S4 |
3,005.2 |
3,154.8 |
3,844.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,143.0 |
3,790.5 |
352.5 |
8.9% |
186.6 |
4.7% |
42% |
False |
False |
199,828 |
| 10 |
4,526.0 |
3,790.5 |
735.5 |
18.7% |
161.3 |
4.1% |
20% |
False |
False |
188,977 |
| 20 |
4,694.0 |
3,790.5 |
903.5 |
22.9% |
158.0 |
4.0% |
16% |
False |
False |
175,975 |
| 40 |
5,138.5 |
3,790.5 |
1,348.0 |
34.2% |
160.1 |
4.1% |
11% |
False |
False |
155,911 |
| 60 |
5,138.5 |
3,790.5 |
1,348.0 |
34.2% |
168.7 |
4.3% |
11% |
False |
False |
112,667 |
| 80 |
5,385.0 |
3,790.5 |
1,594.5 |
40.5% |
195.7 |
5.0% |
9% |
False |
False |
84,840 |
| 100 |
5,989.0 |
3,790.5 |
2,198.5 |
55.8% |
224.1 |
5.7% |
7% |
False |
False |
68,061 |
| 120 |
6,675.5 |
3,790.5 |
2,885.0 |
73.2% |
216.0 |
5.5% |
5% |
False |
False |
57,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,593.9 |
|
2.618 |
4,362.9 |
|
1.618 |
4,221.4 |
|
1.000 |
4,134.0 |
|
0.618 |
4,079.9 |
|
HIGH |
3,992.5 |
|
0.618 |
3,938.4 |
|
0.500 |
3,921.8 |
|
0.382 |
3,905.1 |
|
LOW |
3,851.0 |
|
0.618 |
3,763.6 |
|
1.000 |
3,709.5 |
|
1.618 |
3,622.1 |
|
2.618 |
3,480.6 |
|
4.250 |
3,249.6 |
|
|
| Fisher Pivots for day following 26-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3,933.3 |
3,923.2 |
| PP |
3,927.5 |
3,907.3 |
| S1 |
3,921.8 |
3,891.5 |
|