| Trading Metrics calculated at close of trading on 17-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
3,492.0 |
3,480.0 |
-12.0 |
-0.3% |
3,495.0 |
| High |
3,506.0 |
3,508.0 |
2.0 |
0.1% |
3,524.0 |
| Low |
3,463.0 |
3,411.0 |
-52.0 |
-1.5% |
3,354.0 |
| Close |
3,497.0 |
3,441.0 |
-56.0 |
-1.6% |
3,516.0 |
| Range |
43.0 |
97.0 |
54.0 |
125.6% |
170.0 |
| ATR |
90.2 |
90.7 |
0.5 |
0.5% |
0.0 |
| Volume |
17,785 |
29,014 |
11,229 |
63.1% |
117,830 |
|
| Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,744.3 |
3,689.7 |
3,494.4 |
|
| R3 |
3,647.3 |
3,592.7 |
3,467.7 |
|
| R2 |
3,550.3 |
3,550.3 |
3,458.8 |
|
| R1 |
3,495.7 |
3,495.7 |
3,449.9 |
3,474.5 |
| PP |
3,453.3 |
3,453.3 |
3,453.3 |
3,442.8 |
| S1 |
3,398.7 |
3,398.7 |
3,432.1 |
3,377.5 |
| S2 |
3,356.3 |
3,356.3 |
3,423.2 |
|
| S3 |
3,259.3 |
3,301.7 |
3,414.3 |
|
| S4 |
3,162.3 |
3,204.7 |
3,387.7 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,974.7 |
3,915.3 |
3,609.5 |
|
| R3 |
3,804.7 |
3,745.3 |
3,562.8 |
|
| R2 |
3,634.7 |
3,634.7 |
3,547.2 |
|
| R1 |
3,575.3 |
3,575.3 |
3,531.6 |
3,605.0 |
| PP |
3,464.7 |
3,464.7 |
3,464.7 |
3,479.5 |
| S1 |
3,405.3 |
3,405.3 |
3,500.4 |
3,435.0 |
| S2 |
3,294.7 |
3,294.7 |
3,484.8 |
|
| S3 |
3,124.7 |
3,235.3 |
3,469.3 |
|
| S4 |
2,954.7 |
3,065.3 |
3,422.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,524.0 |
3,354.0 |
170.0 |
4.9% |
78.4 |
2.3% |
51% |
False |
False |
24,552 |
| 10 |
3,524.0 |
3,354.0 |
170.0 |
4.9% |
69.9 |
2.0% |
51% |
False |
False |
23,827 |
| 20 |
3,551.0 |
3,299.0 |
252.0 |
7.3% |
76.1 |
2.2% |
56% |
False |
False |
26,374 |
| 40 |
4,002.0 |
3,299.0 |
703.0 |
20.4% |
94.7 |
2.8% |
20% |
False |
False |
22,268 |
| 60 |
4,002.0 |
3,229.0 |
773.0 |
22.5% |
88.8 |
2.6% |
27% |
False |
False |
20,410 |
| 80 |
4,326.0 |
3,229.0 |
1,097.0 |
31.9% |
75.7 |
2.2% |
19% |
False |
False |
15,576 |
| 100 |
4,996.0 |
3,229.0 |
1,767.0 |
51.4% |
67.8 |
2.0% |
12% |
False |
False |
13,141 |
| 120 |
5,188.0 |
3,229.0 |
1,959.0 |
56.9% |
60.2 |
1.7% |
11% |
False |
False |
10,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,920.3 |
|
2.618 |
3,761.9 |
|
1.618 |
3,664.9 |
|
1.000 |
3,605.0 |
|
0.618 |
3,567.9 |
|
HIGH |
3,508.0 |
|
0.618 |
3,470.9 |
|
0.500 |
3,459.5 |
|
0.382 |
3,448.1 |
|
LOW |
3,411.0 |
|
0.618 |
3,351.1 |
|
1.000 |
3,314.0 |
|
1.618 |
3,254.1 |
|
2.618 |
3,157.1 |
|
4.250 |
2,998.8 |
|
|
| Fisher Pivots for day following 17-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3,459.5 |
3,467.5 |
| PP |
3,453.3 |
3,458.7 |
| S1 |
3,447.2 |
3,449.8 |
|