| Trading Metrics calculated at close of trading on 19-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2009 |
19-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
970.2 |
987.0 |
16.8 |
1.7% |
913.4 |
| High |
988.7 |
987.9 |
-0.8 |
-0.1% |
954.0 |
| Low |
961.6 |
969.5 |
7.9 |
0.8% |
891.9 |
| Close |
978.2 |
976.5 |
-1.7 |
-0.2% |
942.2 |
| Range |
27.1 |
18.4 |
-8.7 |
-32.1% |
62.1 |
| ATR |
26.2 |
25.7 |
-0.6 |
-2.1% |
0.0 |
| Volume |
137,885 |
117,775 |
-20,110 |
-14.6% |
571,662 |
|
| Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,033.2 |
1,023.2 |
986.6 |
|
| R3 |
1,014.8 |
1,004.8 |
981.6 |
|
| R2 |
996.4 |
996.4 |
979.9 |
|
| R1 |
986.4 |
986.4 |
978.2 |
982.2 |
| PP |
978.0 |
978.0 |
978.0 |
975.9 |
| S1 |
968.0 |
968.0 |
974.8 |
963.8 |
| S2 |
959.6 |
959.6 |
973.1 |
|
| S3 |
941.2 |
949.6 |
971.4 |
|
| S4 |
922.8 |
931.2 |
966.4 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,115.7 |
1,091.0 |
976.4 |
|
| R3 |
1,053.6 |
1,028.9 |
959.3 |
|
| R2 |
991.5 |
991.5 |
953.6 |
|
| R1 |
966.8 |
966.8 |
947.9 |
979.2 |
| PP |
929.4 |
929.4 |
929.4 |
935.5 |
| S1 |
904.7 |
904.7 |
936.5 |
917.1 |
| S2 |
867.3 |
867.3 |
930.8 |
|
| S3 |
805.2 |
842.6 |
925.1 |
|
| S4 |
743.1 |
780.5 |
908.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
988.7 |
933.0 |
55.7 |
5.7% |
23.0 |
2.4% |
78% |
False |
False |
126,129 |
| 10 |
988.7 |
891.9 |
96.8 |
9.9% |
24.1 |
2.5% |
87% |
False |
False |
108,040 |
| 20 |
988.7 |
845.2 |
143.5 |
14.7% |
25.2 |
2.6% |
91% |
False |
False |
90,425 |
| 40 |
988.7 |
803.6 |
185.1 |
19.0% |
25.2 |
2.6% |
93% |
False |
False |
49,509 |
| 60 |
988.7 |
743.5 |
245.2 |
25.1% |
25.1 |
2.6% |
95% |
False |
False |
33,476 |
| 80 |
988.7 |
703.5 |
285.2 |
29.2% |
24.9 |
2.6% |
96% |
False |
False |
25,347 |
| 100 |
988.7 |
689.7 |
299.0 |
30.6% |
27.4 |
2.8% |
96% |
False |
False |
20,415 |
| 120 |
988.7 |
689.7 |
299.0 |
30.6% |
25.2 |
2.6% |
96% |
False |
False |
17,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,066.1 |
|
2.618 |
1,036.1 |
|
1.618 |
1,017.7 |
|
1.000 |
1,006.3 |
|
0.618 |
999.3 |
|
HIGH |
987.9 |
|
0.618 |
980.9 |
|
0.500 |
978.7 |
|
0.382 |
976.5 |
|
LOW |
969.5 |
|
0.618 |
958.1 |
|
1.000 |
951.1 |
|
1.618 |
939.7 |
|
2.618 |
921.3 |
|
4.250 |
891.3 |
|
|
| Fisher Pivots for day following 19-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
978.7 |
972.0 |
| PP |
978.0 |
967.5 |
| S1 |
977.2 |
963.0 |
|