| Trading Metrics calculated at close of trading on 25-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
3,285.0 |
3,379.0 |
94.0 |
2.9% |
3,492.0 |
| High |
3,333.0 |
3,388.0 |
55.0 |
1.7% |
3,508.0 |
| Low |
3,276.0 |
3,296.0 |
20.0 |
0.6% |
3,332.0 |
| Close |
3,315.0 |
3,327.0 |
12.0 |
0.4% |
3,360.0 |
| Range |
57.0 |
92.0 |
35.0 |
61.4% |
176.0 |
| ATR |
88.6 |
88.9 |
0.2 |
0.3% |
0.0 |
| Volume |
24,471 |
25,170 |
699 |
2.9% |
123,929 |
|
| Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,613.0 |
3,562.0 |
3,377.6 |
|
| R3 |
3,521.0 |
3,470.0 |
3,352.3 |
|
| R2 |
3,429.0 |
3,429.0 |
3,343.9 |
|
| R1 |
3,378.0 |
3,378.0 |
3,335.4 |
3,357.5 |
| PP |
3,337.0 |
3,337.0 |
3,337.0 |
3,326.8 |
| S1 |
3,286.0 |
3,286.0 |
3,318.6 |
3,265.5 |
| S2 |
3,245.0 |
3,245.0 |
3,310.1 |
|
| S3 |
3,153.0 |
3,194.0 |
3,301.7 |
|
| S4 |
3,061.0 |
3,102.0 |
3,276.4 |
|
|
| 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 |
3,447.0 |
3,276.0 |
171.0 |
5.1% |
76.6 |
2.3% |
30% |
False |
False |
24,901 |
| 10 |
3,524.0 |
3,276.0 |
248.0 |
7.5% |
74.0 |
2.2% |
21% |
False |
False |
24,760 |
| 20 |
3,551.0 |
3,276.0 |
275.0 |
8.3% |
73.2 |
2.2% |
19% |
False |
False |
25,171 |
| 40 |
3,811.0 |
3,276.0 |
535.0 |
16.1% |
75.8 |
2.3% |
10% |
False |
False |
23,510 |
| 60 |
4,002.0 |
3,276.0 |
726.0 |
21.8% |
90.9 |
2.7% |
7% |
False |
False |
22,533 |
| 80 |
4,326.0 |
3,229.0 |
1,097.0 |
33.0% |
78.7 |
2.4% |
9% |
False |
False |
17,478 |
| 100 |
4,708.0 |
3,229.0 |
1,479.0 |
44.5% |
69.3 |
2.1% |
7% |
False |
False |
14,663 |
| 120 |
5,119.0 |
3,229.0 |
1,890.0 |
56.8% |
63.7 |
1.9% |
5% |
False |
False |
12,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,779.0 |
|
2.618 |
3,628.9 |
|
1.618 |
3,536.9 |
|
1.000 |
3,480.0 |
|
0.618 |
3,444.9 |
|
HIGH |
3,388.0 |
|
0.618 |
3,352.9 |
|
0.500 |
3,342.0 |
|
0.382 |
3,331.1 |
|
LOW |
3,296.0 |
|
0.618 |
3,239.1 |
|
1.000 |
3,204.0 |
|
1.618 |
3,147.1 |
|
2.618 |
3,055.1 |
|
4.250 |
2,905.0 |
|
|
| Fisher Pivots for day following 25-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3,342.0 |
3,332.0 |
| PP |
3,337.0 |
3,330.3 |
| S1 |
3,332.0 |
3,328.7 |
|