| Trading Metrics calculated at close of trading on 18-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1,224.25 |
1,185.25 |
-39.00 |
-3.2% |
1,273.00 |
| High |
1,227.00 |
1,204.00 |
-23.00 |
-1.9% |
1,286.00 |
| Low |
1,179.50 |
1,171.50 |
-8.00 |
-0.7% |
1,202.50 |
| Close |
1,182.50 |
1,180.00 |
-2.50 |
-0.2% |
1,229.25 |
| Range |
47.50 |
32.50 |
-15.00 |
-31.6% |
83.50 |
| ATR |
45.17 |
44.26 |
-0.90 |
-2.0% |
0.00 |
| Volume |
286,592 |
383,318 |
96,726 |
33.8% |
1,687,757 |
|
| Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,282.75 |
1,263.75 |
1,198.00 |
|
| R3 |
1,250.25 |
1,231.25 |
1,189.00 |
|
| R2 |
1,217.75 |
1,217.75 |
1,186.00 |
|
| R1 |
1,198.75 |
1,198.75 |
1,183.00 |
1,192.00 |
| PP |
1,185.25 |
1,185.25 |
1,185.25 |
1,181.75 |
| S1 |
1,166.25 |
1,166.25 |
1,177.00 |
1,159.50 |
| S2 |
1,152.75 |
1,152.75 |
1,174.00 |
|
| S3 |
1,120.25 |
1,133.75 |
1,171.00 |
|
| S4 |
1,087.75 |
1,101.25 |
1,162.00 |
|
|
| 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 |
1,255.00 |
1,171.50 |
83.50 |
7.1% |
37.25 |
3.2% |
10% |
False |
True |
360,324 |
| 10 |
1,286.00 |
1,171.50 |
114.50 |
9.7% |
43.00 |
3.7% |
7% |
False |
True |
340,334 |
| 20 |
1,286.00 |
1,140.00 |
146.00 |
12.4% |
44.25 |
3.7% |
27% |
False |
False |
323,013 |
| 40 |
1,287.00 |
1,132.00 |
155.00 |
13.1% |
41.75 |
3.5% |
31% |
False |
False |
267,751 |
| 60 |
1,287.00 |
1,021.00 |
266.00 |
22.5% |
48.25 |
4.1% |
60% |
False |
False |
205,655 |
| 80 |
1,392.00 |
1,021.00 |
371.00 |
31.4% |
55.00 |
4.7% |
43% |
False |
False |
154,277 |
| 100 |
1,719.75 |
1,021.00 |
698.75 |
59.2% |
64.00 |
5.4% |
23% |
False |
False |
123,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,342.00 |
|
2.618 |
1,289.00 |
|
1.618 |
1,256.50 |
|
1.000 |
1,236.50 |
|
0.618 |
1,224.00 |
|
HIGH |
1,204.00 |
|
0.618 |
1,191.50 |
|
0.500 |
1,187.75 |
|
0.382 |
1,184.00 |
|
LOW |
1,171.50 |
|
0.618 |
1,151.50 |
|
1.000 |
1,139.00 |
|
1.618 |
1,119.00 |
|
2.618 |
1,086.50 |
|
4.250 |
1,033.50 |
|
|
| Fisher Pivots for day following 18-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,187.75 |
1,213.25 |
| PP |
1,185.25 |
1,202.25 |
| S1 |
1,182.50 |
1,191.00 |
|