| Trading Metrics calculated at close of trading on 27-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2009 |
27-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,719.5 |
2,688.5 |
-31.0 |
-1.1% |
2,784.0 |
| High |
2,772.0 |
2,726.5 |
-45.5 |
-1.6% |
2,819.0 |
| Low |
2,696.0 |
2,643.0 |
-53.0 |
-2.0% |
2,643.0 |
| Close |
2,743.5 |
2,701.0 |
-42.5 |
-1.5% |
2,701.0 |
| Range |
76.0 |
83.5 |
7.5 |
9.9% |
176.0 |
| ATR |
96.7 |
97.0 |
0.3 |
0.3% |
0.0 |
| Volume |
144,616 |
140,154 |
-4,462 |
-3.1% |
710,801 |
|
| Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,940.7 |
2,904.3 |
2,746.9 |
|
| R3 |
2,857.2 |
2,820.8 |
2,724.0 |
|
| R2 |
2,773.7 |
2,773.7 |
2,716.3 |
|
| R1 |
2,737.3 |
2,737.3 |
2,708.7 |
2,755.5 |
| PP |
2,690.2 |
2,690.2 |
2,690.2 |
2,699.3 |
| S1 |
2,653.8 |
2,653.8 |
2,693.3 |
2,672.0 |
| S2 |
2,606.7 |
2,606.7 |
2,685.7 |
|
| S3 |
2,523.2 |
2,570.3 |
2,678.0 |
|
| S4 |
2,439.7 |
2,486.8 |
2,655.1 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,249.0 |
3,151.0 |
2,797.8 |
|
| R3 |
3,073.0 |
2,975.0 |
2,749.4 |
|
| R2 |
2,897.0 |
2,897.0 |
2,733.3 |
|
| R1 |
2,799.0 |
2,799.0 |
2,717.1 |
2,760.0 |
| PP |
2,721.0 |
2,721.0 |
2,721.0 |
2,701.5 |
| S1 |
2,623.0 |
2,623.0 |
2,684.9 |
2,584.0 |
| S2 |
2,545.0 |
2,545.0 |
2,668.7 |
|
| S3 |
2,369.0 |
2,447.0 |
2,652.6 |
|
| S4 |
2,193.0 |
2,271.0 |
2,604.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,819.0 |
2,643.0 |
176.0 |
6.5% |
86.2 |
3.2% |
33% |
False |
True |
142,160 |
| 10 |
3,045.0 |
2,643.0 |
402.0 |
14.9% |
80.2 |
3.0% |
14% |
False |
True |
112,786 |
| 20 |
3,146.0 |
2,643.0 |
503.0 |
18.6% |
83.3 |
3.1% |
12% |
False |
True |
57,106 |
| 40 |
3,435.0 |
2,643.0 |
792.0 |
29.3% |
97.1 |
3.6% |
7% |
False |
True |
28,971 |
| 60 |
3,435.0 |
2,643.0 |
792.0 |
29.3% |
90.7 |
3.4% |
7% |
False |
True |
19,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,081.4 |
|
2.618 |
2,945.1 |
|
1.618 |
2,861.6 |
|
1.000 |
2,810.0 |
|
0.618 |
2,778.1 |
|
HIGH |
2,726.5 |
|
0.618 |
2,694.6 |
|
0.500 |
2,684.8 |
|
0.382 |
2,674.9 |
|
LOW |
2,643.0 |
|
0.618 |
2,591.4 |
|
1.000 |
2,559.5 |
|
1.618 |
2,507.9 |
|
2.618 |
2,424.4 |
|
4.250 |
2,288.1 |
|
|
| Fisher Pivots for day following 27-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,695.6 |
2,707.5 |
| PP |
2,690.2 |
2,705.3 |
| S1 |
2,684.8 |
2,703.2 |
|