| 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 |
1,274.25 |
1,227.00 |
-47.25 |
-3.7% |
1,181.00 |
| High |
1,286.00 |
1,239.75 |
-46.25 |
-3.6% |
1,279.50 |
| Low |
1,221.50 |
1,206.50 |
-15.00 |
-1.2% |
1,153.50 |
| Close |
1,232.50 |
1,224.50 |
-8.00 |
-0.6% |
1,275.75 |
| Range |
64.50 |
33.25 |
-31.25 |
-48.4% |
126.00 |
| ATR |
47.14 |
46.15 |
-0.99 |
-2.1% |
0.00 |
| Volume |
218,398 |
423,413 |
205,015 |
93.9% |
1,634,196 |
|
| Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,323.25 |
1,307.25 |
1,242.75 |
|
| R3 |
1,290.00 |
1,274.00 |
1,233.75 |
|
| R2 |
1,256.75 |
1,256.75 |
1,230.50 |
|
| R1 |
1,240.75 |
1,240.75 |
1,227.50 |
1,232.00 |
| PP |
1,223.50 |
1,223.50 |
1,223.50 |
1,219.25 |
| S1 |
1,207.50 |
1,207.50 |
1,221.50 |
1,199.00 |
| S2 |
1,190.25 |
1,190.25 |
1,218.50 |
|
| S3 |
1,157.00 |
1,174.25 |
1,215.25 |
|
| S4 |
1,123.75 |
1,141.00 |
1,206.25 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,614.25 |
1,571.00 |
1,345.00 |
|
| R3 |
1,488.25 |
1,445.00 |
1,310.50 |
|
| R2 |
1,362.25 |
1,362.25 |
1,298.75 |
|
| R1 |
1,319.00 |
1,319.00 |
1,287.25 |
1,340.50 |
| PP |
1,236.25 |
1,236.25 |
1,236.25 |
1,247.00 |
| S1 |
1,193.00 |
1,193.00 |
1,264.25 |
1,214.50 |
| S2 |
1,110.25 |
1,110.25 |
1,252.75 |
|
| S3 |
984.25 |
1,067.00 |
1,241.00 |
|
| S4 |
858.25 |
941.00 |
1,206.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,286.00 |
1,185.00 |
101.00 |
8.2% |
47.75 |
3.9% |
39% |
False |
False |
343,859 |
| 10 |
1,286.00 |
1,153.50 |
132.50 |
10.8% |
44.25 |
3.6% |
54% |
False |
False |
320,325 |
| 20 |
1,286.00 |
1,132.00 |
154.00 |
12.6% |
48.25 |
3.9% |
60% |
False |
False |
317,590 |
| 40 |
1,287.00 |
1,132.00 |
155.00 |
12.7% |
43.00 |
3.5% |
60% |
False |
False |
266,327 |
| 60 |
1,287.00 |
1,021.00 |
266.00 |
21.7% |
50.25 |
4.1% |
77% |
False |
False |
182,701 |
| 80 |
1,392.00 |
1,021.00 |
371.00 |
30.3% |
57.25 |
4.7% |
55% |
False |
False |
137,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,381.00 |
|
2.618 |
1,326.75 |
|
1.618 |
1,293.50 |
|
1.000 |
1,273.00 |
|
0.618 |
1,260.25 |
|
HIGH |
1,239.75 |
|
0.618 |
1,227.00 |
|
0.500 |
1,223.00 |
|
0.382 |
1,219.25 |
|
LOW |
1,206.50 |
|
0.618 |
1,186.00 |
|
1.000 |
1,173.25 |
|
1.618 |
1,152.75 |
|
2.618 |
1,119.50 |
|
4.250 |
1,065.25 |
|
|
| Fisher Pivots for day following 11-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,224.00 |
1,246.25 |
| PP |
1,223.50 |
1,239.00 |
| S1 |
1,223.00 |
1,231.75 |
|