| 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 |
3,490.0 |
3,355.0 |
-135.0 |
-3.9% |
3,433.0 |
| High |
3,490.0 |
3,438.0 |
-52.0 |
-1.5% |
3,551.0 |
| Low |
3,422.0 |
3,354.0 |
-68.0 |
-2.0% |
3,364.0 |
| Close |
3,433.0 |
3,429.0 |
-4.0 |
-0.1% |
3,414.0 |
| Range |
68.0 |
84.0 |
16.0 |
23.5% |
187.0 |
| ATR |
95.5 |
94.6 |
-0.8 |
-0.9% |
0.0 |
| Volume |
21,712 |
27,576 |
5,864 |
27.0% |
137,563 |
|
| Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,659.0 |
3,628.0 |
3,475.2 |
|
| R3 |
3,575.0 |
3,544.0 |
3,452.1 |
|
| R2 |
3,491.0 |
3,491.0 |
3,444.4 |
|
| R1 |
3,460.0 |
3,460.0 |
3,436.7 |
3,475.5 |
| PP |
3,407.0 |
3,407.0 |
3,407.0 |
3,414.8 |
| S1 |
3,376.0 |
3,376.0 |
3,421.3 |
3,391.5 |
| S2 |
3,323.0 |
3,323.0 |
3,413.6 |
|
| S3 |
3,239.0 |
3,292.0 |
3,405.9 |
|
| S4 |
3,155.0 |
3,208.0 |
3,382.8 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,004.0 |
3,896.0 |
3,516.9 |
|
| R3 |
3,817.0 |
3,709.0 |
3,465.4 |
|
| R2 |
3,630.0 |
3,630.0 |
3,448.3 |
|
| R1 |
3,522.0 |
3,522.0 |
3,431.1 |
3,482.5 |
| PP |
3,443.0 |
3,443.0 |
3,443.0 |
3,423.3 |
| S1 |
3,335.0 |
3,335.0 |
3,396.9 |
3,295.5 |
| S2 |
3,256.0 |
3,256.0 |
3,379.7 |
|
| S3 |
3,069.0 |
3,148.0 |
3,362.6 |
|
| S4 |
2,882.0 |
2,961.0 |
3,311.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,511.0 |
3,354.0 |
157.0 |
4.6% |
61.2 |
1.8% |
48% |
False |
True |
22,092 |
| 10 |
3,551.0 |
3,354.0 |
197.0 |
5.7% |
72.3 |
2.1% |
38% |
False |
True |
25,582 |
| 20 |
3,680.0 |
3,299.0 |
381.0 |
11.1% |
72.7 |
2.1% |
34% |
False |
False |
25,950 |
| 40 |
4,002.0 |
3,299.0 |
703.0 |
20.5% |
96.5 |
2.8% |
18% |
False |
False |
27,458 |
| 60 |
4,002.0 |
3,229.0 |
773.0 |
22.5% |
88.0 |
2.6% |
26% |
False |
False |
18,828 |
| 80 |
4,326.0 |
3,229.0 |
1,097.0 |
32.0% |
73.3 |
2.1% |
18% |
False |
False |
15,229 |
| 100 |
5,073.0 |
3,229.0 |
1,844.0 |
53.8% |
66.8 |
1.9% |
11% |
False |
False |
12,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,795.0 |
|
2.618 |
3,657.9 |
|
1.618 |
3,573.9 |
|
1.000 |
3,522.0 |
|
0.618 |
3,489.9 |
|
HIGH |
3,438.0 |
|
0.618 |
3,405.9 |
|
0.500 |
3,396.0 |
|
0.382 |
3,386.1 |
|
LOW |
3,354.0 |
|
0.618 |
3,302.1 |
|
1.000 |
3,270.0 |
|
1.618 |
3,218.1 |
|
2.618 |
3,134.1 |
|
4.250 |
2,997.0 |
|
|
| Fisher Pivots for day following 11-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3,418.0 |
3,432.5 |
| PP |
3,407.0 |
3,431.3 |
| S1 |
3,396.0 |
3,430.2 |
|