| Trading Metrics calculated at close of trading on 23-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,073.0 |
2,033.0 |
-40.0 |
-1.9% |
2,183.0 |
| High |
2,079.0 |
2,066.0 |
-13.0 |
-0.6% |
2,183.0 |
| Low |
1,987.0 |
1,946.0 |
-41.0 |
-2.1% |
1,987.0 |
| Close |
2,025.0 |
1,999.0 |
-26.0 |
-1.3% |
2,025.0 |
| Range |
92.0 |
120.0 |
28.0 |
30.4% |
196.0 |
| ATR |
89.1 |
91.3 |
2.2 |
2.5% |
0.0 |
| Volume |
1,984,267 |
1,458,240 |
-526,027 |
-26.5% |
6,577,190 |
|
| Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,363.7 |
2,301.3 |
2,065.0 |
|
| R3 |
2,243.7 |
2,181.3 |
2,032.0 |
|
| R2 |
2,123.7 |
2,123.7 |
2,021.0 |
|
| R1 |
2,061.3 |
2,061.3 |
2,010.0 |
2,032.5 |
| PP |
2,003.7 |
2,003.7 |
2,003.7 |
1,989.3 |
| S1 |
1,941.3 |
1,941.3 |
1,988.0 |
1,912.5 |
| S2 |
1,883.7 |
1,883.7 |
1,977.0 |
|
| S3 |
1,763.7 |
1,821.3 |
1,966.0 |
|
| S4 |
1,643.7 |
1,701.3 |
1,933.0 |
|
|
| 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 |
2,183.0 |
1,946.0 |
237.0 |
11.9% |
83.8 |
4.2% |
22% |
False |
True |
1,607,086 |
| 10 |
2,364.0 |
1,946.0 |
418.0 |
20.9% |
76.0 |
3.8% |
13% |
False |
True |
1,434,459 |
| 20 |
2,368.0 |
1,946.0 |
422.0 |
21.1% |
80.8 |
4.0% |
13% |
False |
True |
1,374,076 |
| 40 |
2,619.0 |
1,946.0 |
673.0 |
33.7% |
81.8 |
4.1% |
8% |
False |
True |
1,181,638 |
| 60 |
2,619.0 |
1,946.0 |
673.0 |
33.7% |
91.9 |
4.6% |
8% |
False |
True |
877,074 |
| 80 |
2,781.0 |
1,946.0 |
835.0 |
41.8% |
105.3 |
5.3% |
6% |
False |
True |
659,695 |
| 100 |
3,231.0 |
1,946.0 |
1,285.0 |
64.3% |
121.0 |
6.1% |
4% |
False |
True |
528,343 |
| 120 |
3,476.0 |
1,946.0 |
1,530.0 |
76.5% |
116.3 |
5.8% |
3% |
False |
True |
444,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,576.0 |
|
2.618 |
2,380.2 |
|
1.618 |
2,260.2 |
|
1.000 |
2,186.0 |
|
0.618 |
2,140.2 |
|
HIGH |
2,066.0 |
|
0.618 |
2,020.2 |
|
0.500 |
2,006.0 |
|
0.382 |
1,991.8 |
|
LOW |
1,946.0 |
|
0.618 |
1,871.8 |
|
1.000 |
1,826.0 |
|
1.618 |
1,751.8 |
|
2.618 |
1,631.8 |
|
4.250 |
1,436.0 |
|
|
| Fisher Pivots for day following 23-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,006.0 |
2,047.0 |
| PP |
2,003.7 |
2,031.0 |
| S1 |
2,001.3 |
2,015.0 |
|