| Trading Metrics calculated at close of trading on 12-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1,227.00 |
1,224.75 |
-2.25 |
-0.2% |
1,181.00 |
| High |
1,239.75 |
1,247.00 |
7.25 |
0.6% |
1,279.50 |
| Low |
1,206.50 |
1,202.50 |
-4.00 |
-0.3% |
1,153.50 |
| Close |
1,224.50 |
1,245.25 |
20.75 |
1.7% |
1,275.75 |
| Range |
33.25 |
44.50 |
11.25 |
33.8% |
126.00 |
| ATR |
46.15 |
46.03 |
-0.12 |
-0.3% |
0.00 |
| Volume |
423,413 |
295,597 |
-127,816 |
-30.2% |
1,634,196 |
|
| Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,365.00 |
1,349.75 |
1,269.75 |
|
| R3 |
1,320.50 |
1,305.25 |
1,257.50 |
|
| R2 |
1,276.00 |
1,276.00 |
1,253.50 |
|
| R1 |
1,260.75 |
1,260.75 |
1,249.25 |
1,268.50 |
| PP |
1,231.50 |
1,231.50 |
1,231.50 |
1,235.50 |
| S1 |
1,216.25 |
1,216.25 |
1,241.25 |
1,224.00 |
| S2 |
1,187.00 |
1,187.00 |
1,237.00 |
|
| S3 |
1,142.50 |
1,171.75 |
1,233.00 |
|
| S4 |
1,098.00 |
1,127.25 |
1,220.75 |
|
|
| 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 |
1,202.50 |
83.50 |
6.7% |
43.75 |
3.5% |
51% |
False |
True |
340,789 |
| 10 |
1,286.00 |
1,153.50 |
132.50 |
10.6% |
45.25 |
3.6% |
69% |
False |
False |
317,820 |
| 20 |
1,286.00 |
1,132.00 |
154.00 |
12.4% |
47.75 |
3.8% |
74% |
False |
False |
318,109 |
| 40 |
1,287.00 |
1,132.00 |
155.00 |
12.4% |
42.50 |
3.4% |
73% |
False |
False |
264,336 |
| 60 |
1,287.00 |
1,021.00 |
266.00 |
21.4% |
49.75 |
4.0% |
84% |
False |
False |
187,624 |
| 80 |
1,392.00 |
1,021.00 |
371.00 |
29.8% |
56.50 |
4.5% |
60% |
False |
False |
140,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,436.00 |
|
2.618 |
1,363.50 |
|
1.618 |
1,319.00 |
|
1.000 |
1,291.50 |
|
0.618 |
1,274.50 |
|
HIGH |
1,247.00 |
|
0.618 |
1,230.00 |
|
0.500 |
1,224.75 |
|
0.382 |
1,219.50 |
|
LOW |
1,202.50 |
|
0.618 |
1,175.00 |
|
1.000 |
1,158.00 |
|
1.618 |
1,130.50 |
|
2.618 |
1,086.00 |
|
4.250 |
1,013.50 |
|
|
| Fisher Pivots for day following 12-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,238.50 |
1,245.00 |
| PP |
1,231.50 |
1,244.50 |
| S1 |
1,224.75 |
1,244.25 |
|