| Trading Metrics calculated at close of trading on 26-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
3,379.0 |
3,325.0 |
-54.0 |
-1.6% |
3,492.0 |
| High |
3,388.0 |
3,354.0 |
-34.0 |
-1.0% |
3,508.0 |
| Low |
3,296.0 |
3,302.0 |
6.0 |
0.2% |
3,332.0 |
| Close |
3,327.0 |
3,311.0 |
-16.0 |
-0.5% |
3,360.0 |
| Range |
92.0 |
52.0 |
-40.0 |
-43.5% |
176.0 |
| ATR |
88.9 |
86.2 |
-2.6 |
-3.0% |
0.0 |
| Volume |
25,170 |
23,089 |
-2,081 |
-8.3% |
123,929 |
|
| Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,478.3 |
3,446.7 |
3,339.6 |
|
| R3 |
3,426.3 |
3,394.7 |
3,325.3 |
|
| R2 |
3,374.3 |
3,374.3 |
3,320.5 |
|
| R1 |
3,342.7 |
3,342.7 |
3,315.8 |
3,332.5 |
| PP |
3,322.3 |
3,322.3 |
3,322.3 |
3,317.3 |
| S1 |
3,290.7 |
3,290.7 |
3,306.2 |
3,280.5 |
| S2 |
3,270.3 |
3,270.3 |
3,301.5 |
|
| S3 |
3,218.3 |
3,238.7 |
3,296.7 |
|
| S4 |
3,166.3 |
3,186.7 |
3,282.4 |
|
|
| 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 |
3,409.0 |
3,276.0 |
133.0 |
4.0% |
68.2 |
2.1% |
26% |
False |
False |
23,538 |
| 10 |
3,524.0 |
3,276.0 |
248.0 |
7.5% |
68.6 |
2.1% |
14% |
False |
False |
24,356 |
| 20 |
3,551.0 |
3,276.0 |
275.0 |
8.3% |
72.7 |
2.2% |
13% |
False |
False |
25,299 |
| 40 |
3,811.0 |
3,276.0 |
535.0 |
16.2% |
74.5 |
2.3% |
7% |
False |
False |
23,762 |
| 60 |
4,002.0 |
3,276.0 |
726.0 |
21.9% |
89.8 |
2.7% |
5% |
False |
False |
22,916 |
| 80 |
4,326.0 |
3,229.0 |
1,097.0 |
33.1% |
79.4 |
2.4% |
7% |
False |
False |
17,618 |
| 100 |
4,676.0 |
3,229.0 |
1,447.0 |
43.7% |
69.6 |
2.1% |
6% |
False |
False |
14,894 |
| 120 |
5,119.0 |
3,229.0 |
1,890.0 |
57.1% |
64.2 |
1.9% |
4% |
False |
False |
12,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,575.0 |
|
2.618 |
3,490.1 |
|
1.618 |
3,438.1 |
|
1.000 |
3,406.0 |
|
0.618 |
3,386.1 |
|
HIGH |
3,354.0 |
|
0.618 |
3,334.1 |
|
0.500 |
3,328.0 |
|
0.382 |
3,321.9 |
|
LOW |
3,302.0 |
|
0.618 |
3,269.9 |
|
1.000 |
3,250.0 |
|
1.618 |
3,217.9 |
|
2.618 |
3,165.9 |
|
4.250 |
3,081.0 |
|
|
| Fisher Pivots for day following 26-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3,328.0 |
3,332.0 |
| PP |
3,322.3 |
3,325.0 |
| S1 |
3,316.7 |
3,318.0 |
|