| 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 |
3,355.0 |
3,414.0 |
59.0 |
1.8% |
3,433.0 |
| High |
3,438.0 |
3,518.0 |
80.0 |
2.3% |
3,551.0 |
| Low |
3,354.0 |
3,412.0 |
58.0 |
1.7% |
3,364.0 |
| Close |
3,429.0 |
3,470.0 |
41.0 |
1.2% |
3,414.0 |
| Range |
84.0 |
106.0 |
22.0 |
26.2% |
187.0 |
| ATR |
94.6 |
95.4 |
0.8 |
0.9% |
0.0 |
| Volume |
27,576 |
27,123 |
-453 |
-1.6% |
137,563 |
|
| Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,784.7 |
3,733.3 |
3,528.3 |
|
| R3 |
3,678.7 |
3,627.3 |
3,499.2 |
|
| R2 |
3,572.7 |
3,572.7 |
3,489.4 |
|
| R1 |
3,521.3 |
3,521.3 |
3,479.7 |
3,547.0 |
| PP |
3,466.7 |
3,466.7 |
3,466.7 |
3,479.5 |
| S1 |
3,415.3 |
3,415.3 |
3,460.3 |
3,441.0 |
| S2 |
3,360.7 |
3,360.7 |
3,450.6 |
|
| S3 |
3,254.7 |
3,309.3 |
3,440.9 |
|
| S4 |
3,148.7 |
3,203.3 |
3,411.7 |
|
|
| 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 |
3,518.0 |
3,354.0 |
164.0 |
4.7% |
73.2 |
2.1% |
71% |
True |
False |
23,193 |
| 10 |
3,551.0 |
3,354.0 |
197.0 |
5.7% |
76.7 |
2.2% |
59% |
False |
False |
26,241 |
| 20 |
3,575.0 |
3,299.0 |
276.0 |
8.0% |
74.6 |
2.1% |
62% |
False |
False |
26,400 |
| 40 |
4,002.0 |
3,299.0 |
703.0 |
20.3% |
96.6 |
2.8% |
24% |
False |
False |
28,060 |
| 60 |
4,002.0 |
3,229.0 |
773.0 |
22.3% |
88.9 |
2.6% |
31% |
False |
False |
19,280 |
| 80 |
4,326.0 |
3,229.0 |
1,097.0 |
31.6% |
73.7 |
2.1% |
22% |
False |
False |
15,568 |
| 100 |
5,073.0 |
3,229.0 |
1,844.0 |
53.1% |
67.1 |
1.9% |
13% |
False |
False |
12,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,968.5 |
|
2.618 |
3,795.5 |
|
1.618 |
3,689.5 |
|
1.000 |
3,624.0 |
|
0.618 |
3,583.5 |
|
HIGH |
3,518.0 |
|
0.618 |
3,477.5 |
|
0.500 |
3,465.0 |
|
0.382 |
3,452.5 |
|
LOW |
3,412.0 |
|
0.618 |
3,346.5 |
|
1.000 |
3,306.0 |
|
1.618 |
3,240.5 |
|
2.618 |
3,134.5 |
|
4.250 |
2,961.5 |
|
|
| Fisher Pivots for day following 12-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3,468.3 |
3,458.7 |
| PP |
3,466.7 |
3,447.3 |
| S1 |
3,465.0 |
3,436.0 |
|