| Trading Metrics calculated at close of trading on 17-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
946.6 |
940.8 |
-5.8 |
-0.6% |
913.4 |
| High |
946.9 |
975.4 |
28.5 |
3.0% |
954.0 |
| Low |
933.0 |
937.3 |
4.3 |
0.5% |
891.9 |
| Close |
942.2 |
967.5 |
25.3 |
2.7% |
942.2 |
| Range |
13.9 |
38.1 |
24.2 |
174.1% |
62.1 |
| ATR |
25.3 |
26.2 |
0.9 |
3.6% |
0.0 |
| Volume |
124,887 |
77,272 |
-47,615 |
-38.1% |
571,662 |
|
| Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,074.4 |
1,059.0 |
988.5 |
|
| R3 |
1,036.3 |
1,020.9 |
978.0 |
|
| R2 |
998.2 |
998.2 |
974.5 |
|
| R1 |
982.8 |
982.8 |
971.0 |
990.5 |
| PP |
960.1 |
960.1 |
960.1 |
963.9 |
| S1 |
944.7 |
944.7 |
964.0 |
952.4 |
| S2 |
922.0 |
922.0 |
960.5 |
|
| S3 |
883.9 |
906.6 |
957.0 |
|
| S4 |
845.8 |
868.5 |
946.5 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,115.7 |
1,091.0 |
976.4 |
|
| R3 |
1,053.6 |
1,028.9 |
959.3 |
|
| R2 |
991.5 |
991.5 |
953.6 |
|
| R1 |
966.8 |
966.8 |
947.9 |
979.2 |
| PP |
929.4 |
929.4 |
929.4 |
935.5 |
| S1 |
904.7 |
904.7 |
936.5 |
917.1 |
| S2 |
867.3 |
867.3 |
930.8 |
|
| S3 |
805.2 |
842.6 |
925.1 |
|
| S4 |
743.1 |
780.5 |
908.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
975.4 |
892.0 |
83.4 |
8.6% |
26.8 |
2.8% |
91% |
True |
False |
114,307 |
| 10 |
975.4 |
890.3 |
85.1 |
8.8% |
23.4 |
2.4% |
91% |
True |
False |
102,900 |
| 20 |
975.4 |
825.3 |
150.1 |
15.5% |
26.2 |
2.7% |
95% |
True |
False |
79,375 |
| 40 |
975.4 |
803.6 |
171.8 |
17.8% |
25.4 |
2.6% |
95% |
True |
False |
43,218 |
| 60 |
975.4 |
736.6 |
238.8 |
24.7% |
25.6 |
2.6% |
97% |
True |
False |
29,237 |
| 80 |
975.4 |
689.7 |
285.7 |
29.5% |
25.3 |
2.6% |
97% |
True |
False |
22,171 |
| 100 |
975.4 |
689.7 |
285.7 |
29.5% |
27.1 |
2.8% |
97% |
True |
False |
17,864 |
| 120 |
975.4 |
689.7 |
285.7 |
29.5% |
24.9 |
2.6% |
97% |
True |
False |
15,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,137.3 |
|
2.618 |
1,075.1 |
|
1.618 |
1,037.0 |
|
1.000 |
1,013.5 |
|
0.618 |
998.9 |
|
HIGH |
975.4 |
|
0.618 |
960.8 |
|
0.500 |
956.4 |
|
0.382 |
951.9 |
|
LOW |
937.3 |
|
0.618 |
913.8 |
|
1.000 |
899.2 |
|
1.618 |
875.7 |
|
2.618 |
837.6 |
|
4.250 |
775.4 |
|
|
| Fisher Pivots for day following 17-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
963.8 |
963.1 |
| PP |
960.1 |
958.6 |
| S1 |
956.4 |
954.2 |
|