| Trading Metrics calculated at close of trading on 23-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
3,409.0 |
3,349.0 |
-60.0 |
-1.8% |
3,492.0 |
| High |
3,409.0 |
3,364.0 |
-45.0 |
-1.3% |
3,508.0 |
| Low |
3,346.0 |
3,287.0 |
-59.0 |
-1.8% |
3,332.0 |
| Close |
3,360.0 |
3,358.0 |
-2.0 |
-0.1% |
3,360.0 |
| Range |
63.0 |
77.0 |
14.0 |
22.2% |
176.0 |
| ATR |
90.1 |
89.1 |
-0.9 |
-1.0% |
0.0 |
| Volume |
19,312 |
25,648 |
6,336 |
32.8% |
123,929 |
|
| Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,567.3 |
3,539.7 |
3,400.4 |
|
| R3 |
3,490.3 |
3,462.7 |
3,379.2 |
|
| R2 |
3,413.3 |
3,413.3 |
3,372.1 |
|
| R1 |
3,385.7 |
3,385.7 |
3,365.1 |
3,399.5 |
| PP |
3,336.3 |
3,336.3 |
3,336.3 |
3,343.3 |
| S1 |
3,308.7 |
3,308.7 |
3,350.9 |
3,322.5 |
| S2 |
3,259.3 |
3,259.3 |
3,343.9 |
|
| S3 |
3,182.3 |
3,231.7 |
3,336.8 |
|
| S4 |
3,105.3 |
3,154.7 |
3,315.7 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,928.0 |
3,820.0 |
3,456.8 |
|
| R3 |
3,752.0 |
3,644.0 |
3,408.4 |
|
| R2 |
3,576.0 |
3,576.0 |
3,392.3 |
|
| R1 |
3,468.0 |
3,468.0 |
3,376.1 |
3,434.0 |
| PP |
3,400.0 |
3,400.0 |
3,400.0 |
3,383.0 |
| S1 |
3,292.0 |
3,292.0 |
3,343.9 |
3,258.0 |
| S2 |
3,224.0 |
3,224.0 |
3,327.7 |
|
| S3 |
3,048.0 |
3,116.0 |
3,311.6 |
|
| S4 |
2,872.0 |
2,940.0 |
3,263.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,508.0 |
3,287.0 |
221.0 |
6.6% |
76.0 |
2.3% |
32% |
False |
True |
26,358 |
| 10 |
3,524.0 |
3,287.0 |
237.0 |
7.1% |
74.3 |
2.2% |
30% |
False |
True |
24,725 |
| 20 |
3,551.0 |
3,287.0 |
264.0 |
7.9% |
73.6 |
2.2% |
27% |
False |
True |
25,377 |
| 40 |
4,002.0 |
3,287.0 |
715.0 |
21.3% |
86.1 |
2.6% |
10% |
False |
True |
22,910 |
| 60 |
4,002.0 |
3,287.0 |
715.0 |
21.3% |
89.7 |
2.7% |
10% |
False |
True |
21,707 |
| 80 |
4,326.0 |
3,229.0 |
1,097.0 |
32.7% |
78.3 |
2.3% |
12% |
False |
False |
16,858 |
| 100 |
4,841.0 |
3,229.0 |
1,612.0 |
48.0% |
67.9 |
2.0% |
8% |
False |
False |
14,167 |
| 120 |
5,119.0 |
3,229.0 |
1,890.0 |
56.3% |
62.5 |
1.9% |
7% |
False |
False |
11,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,691.3 |
|
2.618 |
3,565.6 |
|
1.618 |
3,488.6 |
|
1.000 |
3,441.0 |
|
0.618 |
3,411.6 |
|
HIGH |
3,364.0 |
|
0.618 |
3,334.6 |
|
0.500 |
3,325.5 |
|
0.382 |
3,316.4 |
|
LOW |
3,287.0 |
|
0.618 |
3,239.4 |
|
1.000 |
3,210.0 |
|
1.618 |
3,162.4 |
|
2.618 |
3,085.4 |
|
4.250 |
2,959.8 |
|
|
| Fisher Pivots for day following 23-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3,347.2 |
3,367.0 |
| PP |
3,336.3 |
3,364.0 |
| S1 |
3,325.5 |
3,361.0 |
|