| Trading Metrics calculated at close of trading on 13-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2009 |
13-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1,224.75 |
1,245.25 |
20.50 |
1.7% |
1,273.00 |
| High |
1,247.00 |
1,255.00 |
8.00 |
0.6% |
1,286.00 |
| Low |
1,202.50 |
1,226.00 |
23.50 |
2.0% |
1,202.50 |
| Close |
1,245.25 |
1,229.25 |
-16.00 |
-1.3% |
1,229.25 |
| Range |
44.50 |
29.00 |
-15.50 |
-34.8% |
83.50 |
| ATR |
46.03 |
44.82 |
-1.22 |
-2.6% |
0.00 |
| Volume |
295,597 |
412,704 |
117,107 |
39.6% |
1,687,757 |
|
| Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,323.75 |
1,305.50 |
1,245.25 |
|
| R3 |
1,294.75 |
1,276.50 |
1,237.25 |
|
| R2 |
1,265.75 |
1,265.75 |
1,234.50 |
|
| R1 |
1,247.50 |
1,247.50 |
1,232.00 |
1,242.00 |
| PP |
1,236.75 |
1,236.75 |
1,236.75 |
1,234.00 |
| S1 |
1,218.50 |
1,218.50 |
1,226.50 |
1,213.00 |
| S2 |
1,207.75 |
1,207.75 |
1,224.00 |
|
| S3 |
1,178.75 |
1,189.50 |
1,221.25 |
|
| S4 |
1,149.75 |
1,160.50 |
1,213.25 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,489.75 |
1,443.00 |
1,275.25 |
|
| R3 |
1,406.25 |
1,359.50 |
1,252.25 |
|
| R2 |
1,322.75 |
1,322.75 |
1,244.50 |
|
| R1 |
1,276.00 |
1,276.00 |
1,237.00 |
1,257.50 |
| PP |
1,239.25 |
1,239.25 |
1,239.25 |
1,230.00 |
| S1 |
1,192.50 |
1,192.50 |
1,221.50 |
1,174.00 |
| S2 |
1,155.75 |
1,155.75 |
1,214.00 |
|
| S3 |
1,072.25 |
1,109.00 |
1,206.25 |
|
| S4 |
988.75 |
1,025.50 |
1,183.25 |
|
|
| 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 |
6.8% |
39.75 |
3.2% |
32% |
False |
False |
337,551 |
| 10 |
1,286.00 |
1,153.50 |
132.50 |
10.8% |
44.00 |
3.6% |
57% |
False |
False |
332,195 |
| 20 |
1,286.00 |
1,132.00 |
154.00 |
12.5% |
46.50 |
3.8% |
63% |
False |
False |
324,267 |
| 40 |
1,287.00 |
1,132.00 |
155.00 |
12.6% |
41.75 |
3.4% |
63% |
False |
False |
266,926 |
| 60 |
1,287.00 |
1,021.00 |
266.00 |
21.6% |
49.50 |
4.0% |
78% |
False |
False |
194,494 |
| 80 |
1,392.00 |
1,021.00 |
371.00 |
30.2% |
56.00 |
4.6% |
56% |
False |
False |
145,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,378.25 |
|
2.618 |
1,331.00 |
|
1.618 |
1,302.00 |
|
1.000 |
1,284.00 |
|
0.618 |
1,273.00 |
|
HIGH |
1,255.00 |
|
0.618 |
1,244.00 |
|
0.500 |
1,240.50 |
|
0.382 |
1,237.00 |
|
LOW |
1,226.00 |
|
0.618 |
1,208.00 |
|
1.000 |
1,197.00 |
|
1.618 |
1,179.00 |
|
2.618 |
1,150.00 |
|
4.250 |
1,102.75 |
|
|
| Fisher Pivots for day following 13-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,240.50 |
1,229.00 |
| PP |
1,236.75 |
1,229.00 |
| S1 |
1,233.00 |
1,228.75 |
|