| 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 |
4,490.0 |
4,507.0 |
17.0 |
0.4% |
4,314.5 |
| High |
4,548.0 |
4,526.0 |
-22.0 |
-0.5% |
4,690.0 |
| Low |
4,469.0 |
4,365.5 |
-103.5 |
-2.3% |
4,202.5 |
| Close |
4,538.0 |
4,417.5 |
-120.5 |
-2.7% |
4,630.0 |
| Range |
79.0 |
160.5 |
81.5 |
103.2% |
487.5 |
| ATR |
172.3 |
172.3 |
0.0 |
0.0% |
0.0 |
| Volume |
161,297 |
203,024 |
41,727 |
25.9% |
815,000 |
|
| Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,917.8 |
4,828.2 |
4,505.8 |
|
| R3 |
4,757.3 |
4,667.7 |
4,461.6 |
|
| R2 |
4,596.8 |
4,596.8 |
4,446.9 |
|
| R1 |
4,507.2 |
4,507.2 |
4,432.2 |
4,471.8 |
| PP |
4,436.3 |
4,436.3 |
4,436.3 |
4,418.6 |
| S1 |
4,346.7 |
4,346.7 |
4,402.8 |
4,311.3 |
| S2 |
4,275.8 |
4,275.8 |
4,388.1 |
|
| S3 |
4,115.3 |
4,186.2 |
4,373.4 |
|
| S4 |
3,954.8 |
4,025.7 |
4,329.2 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,970.0 |
5,787.5 |
4,898.1 |
|
| R3 |
5,482.5 |
5,300.0 |
4,764.1 |
|
| R2 |
4,995.0 |
4,995.0 |
4,719.4 |
|
| R1 |
4,812.5 |
4,812.5 |
4,674.7 |
4,903.8 |
| PP |
4,507.5 |
4,507.5 |
4,507.5 |
4,553.1 |
| S1 |
4,325.0 |
4,325.0 |
4,585.3 |
4,416.3 |
| S2 |
4,020.0 |
4,020.0 |
4,540.6 |
|
| S3 |
3,532.5 |
3,837.5 |
4,495.9 |
|
| S4 |
3,045.0 |
3,350.0 |
4,361.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,694.0 |
4,365.5 |
328.5 |
7.4% |
145.4 |
3.3% |
16% |
False |
True |
170,749 |
| 10 |
4,694.0 |
4,202.5 |
491.5 |
11.1% |
154.6 |
3.5% |
44% |
False |
False |
168,778 |
| 20 |
4,694.0 |
4,075.0 |
619.0 |
14.0% |
168.4 |
3.8% |
55% |
False |
False |
165,760 |
| 40 |
5,138.5 |
4,075.0 |
1,063.5 |
24.1% |
159.3 |
3.6% |
32% |
False |
False |
126,258 |
| 60 |
5,138.5 |
4,066.0 |
1,072.5 |
24.3% |
187.6 |
4.2% |
33% |
False |
False |
84,812 |
| 80 |
5,385.0 |
4,066.0 |
1,319.0 |
29.9% |
215.4 |
4.9% |
27% |
False |
False |
63,883 |
| 100 |
6,353.5 |
4,066.0 |
2,287.5 |
51.8% |
227.9 |
5.2% |
15% |
False |
False |
51,342 |
| 120 |
6,706.5 |
4,066.0 |
2,640.5 |
59.8% |
212.7 |
4.8% |
13% |
False |
False |
43,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,208.1 |
|
2.618 |
4,946.2 |
|
1.618 |
4,785.7 |
|
1.000 |
4,686.5 |
|
0.618 |
4,625.2 |
|
HIGH |
4,526.0 |
|
0.618 |
4,464.7 |
|
0.500 |
4,445.8 |
|
0.382 |
4,426.8 |
|
LOW |
4,365.5 |
|
0.618 |
4,266.3 |
|
1.000 |
4,205.0 |
|
1.618 |
4,105.8 |
|
2.618 |
3,945.3 |
|
4.250 |
3,683.4 |
|
|
| Fisher Pivots for day following 12-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4,445.8 |
4,509.5 |
| PP |
4,436.3 |
4,478.8 |
| S1 |
4,426.9 |
4,448.2 |
|