| Trading Metrics calculated at close of trading on 20-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
987.5 |
979.0 |
-8.5 |
-0.9% |
942.5 |
| High |
989.3 |
1,009.8 |
20.5 |
2.1% |
1,009.8 |
| Low |
972.7 |
973.9 |
1.2 |
0.1% |
940.0 |
| Close |
978.7 |
1,004.5 |
25.8 |
2.6% |
1,004.5 |
| Range |
16.6 |
35.9 |
19.3 |
116.3% |
69.8 |
| ATR |
24.9 |
25.7 |
0.8 |
3.1% |
0.0 |
| Volume |
2,955 |
2,666 |
-289 |
-9.8% |
12,509 |
|
| Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,103.8 |
1,090.0 |
1,024.2 |
|
| R3 |
1,067.9 |
1,054.1 |
1,014.4 |
|
| R2 |
1,032.0 |
1,032.0 |
1,011.1 |
|
| R1 |
1,018.2 |
1,018.2 |
1,007.8 |
1,025.1 |
| PP |
996.1 |
996.1 |
996.1 |
999.5 |
| S1 |
982.3 |
982.3 |
1,001.2 |
989.2 |
| S2 |
960.2 |
960.2 |
997.9 |
|
| S3 |
924.3 |
946.4 |
994.6 |
|
| S4 |
888.4 |
910.5 |
984.8 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,194.2 |
1,169.1 |
1,042.9 |
|
| R3 |
1,124.4 |
1,099.3 |
1,023.7 |
|
| R2 |
1,054.6 |
1,054.6 |
1,017.3 |
|
| R1 |
1,029.5 |
1,029.5 |
1,010.9 |
1,042.1 |
| PP |
984.8 |
984.8 |
984.8 |
991.0 |
| S1 |
959.7 |
959.7 |
998.1 |
972.3 |
| S2 |
915.0 |
915.0 |
991.7 |
|
| S3 |
845.2 |
889.9 |
985.3 |
|
| S4 |
775.4 |
820.1 |
966.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,009.8 |
935.7 |
74.1 |
7.4% |
25.6 |
2.5% |
93% |
True |
False |
2,962 |
| 10 |
1,009.8 |
893.5 |
116.3 |
11.6% |
24.4 |
2.4% |
95% |
True |
False |
3,187 |
| 20 |
1,009.8 |
856.0 |
153.8 |
15.3% |
25.1 |
2.5% |
97% |
True |
False |
3,896 |
| 40 |
1,009.8 |
805.2 |
204.6 |
20.4% |
24.8 |
2.5% |
97% |
True |
False |
2,858 |
| 60 |
1,009.8 |
748.0 |
261.8 |
26.1% |
23.7 |
2.4% |
98% |
True |
False |
2,576 |
| 80 |
1,009.8 |
705.7 |
304.1 |
30.3% |
24.1 |
2.4% |
98% |
True |
False |
2,352 |
| 100 |
1,009.8 |
691.8 |
318.0 |
31.7% |
25.9 |
2.6% |
98% |
True |
False |
2,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,162.4 |
|
2.618 |
1,103.8 |
|
1.618 |
1,067.9 |
|
1.000 |
1,045.7 |
|
0.618 |
1,032.0 |
|
HIGH |
1,009.8 |
|
0.618 |
996.1 |
|
0.500 |
991.9 |
|
0.382 |
987.6 |
|
LOW |
973.9 |
|
0.618 |
951.7 |
|
1.000 |
938.0 |
|
1.618 |
915.8 |
|
2.618 |
879.9 |
|
4.250 |
821.3 |
|
|
| Fisher Pivots for day following 20-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,000.3 |
998.8 |
| PP |
996.1 |
993.0 |
| S1 |
991.9 |
987.3 |
|