| Trading Metrics calculated at close of trading on 11-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2009 |
11-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,272.0 |
2,184.0 |
-88.0 |
-3.9% |
2,159.0 |
| High |
2,286.0 |
2,213.0 |
-73.0 |
-3.2% |
2,304.0 |
| Low |
2,166.0 |
2,175.0 |
9.0 |
0.4% |
2,105.0 |
| Close |
2,224.0 |
2,210.0 |
-14.0 |
-0.6% |
2,281.0 |
| Range |
120.0 |
38.0 |
-82.0 |
-68.3% |
199.0 |
| ATR |
87.7 |
84.9 |
-2.8 |
-3.2% |
0.0 |
| Volume |
5,481 |
2,140 |
-3,341 |
-61.0% |
22,508 |
|
| Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,313.3 |
2,299.7 |
2,230.9 |
|
| R3 |
2,275.3 |
2,261.7 |
2,220.5 |
|
| R2 |
2,237.3 |
2,237.3 |
2,217.0 |
|
| R1 |
2,223.7 |
2,223.7 |
2,213.5 |
2,230.5 |
| PP |
2,199.3 |
2,199.3 |
2,199.3 |
2,202.8 |
| S1 |
2,185.7 |
2,185.7 |
2,206.5 |
2,192.5 |
| S2 |
2,161.3 |
2,161.3 |
2,203.0 |
|
| S3 |
2,123.3 |
2,147.7 |
2,199.6 |
|
| S4 |
2,085.3 |
2,109.7 |
2,189.1 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,827.0 |
2,753.0 |
2,390.5 |
|
| R3 |
2,628.0 |
2,554.0 |
2,335.7 |
|
| R2 |
2,429.0 |
2,429.0 |
2,317.5 |
|
| R1 |
2,355.0 |
2,355.0 |
2,299.2 |
2,392.0 |
| PP |
2,230.0 |
2,230.0 |
2,230.0 |
2,248.5 |
| S1 |
2,156.0 |
2,156.0 |
2,262.8 |
2,193.0 |
| S2 |
2,031.0 |
2,031.0 |
2,244.5 |
|
| S3 |
1,832.0 |
1,957.0 |
2,226.3 |
|
| S4 |
1,633.0 |
1,758.0 |
2,171.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,304.0 |
2,166.0 |
138.0 |
6.2% |
72.8 |
3.3% |
32% |
False |
False |
3,734 |
| 10 |
2,304.0 |
2,105.0 |
199.0 |
9.0% |
72.9 |
3.3% |
53% |
False |
False |
4,038 |
| 20 |
2,304.0 |
2,030.0 |
274.0 |
12.4% |
83.5 |
3.8% |
66% |
False |
False |
4,409 |
| 40 |
2,562.0 |
2,030.0 |
532.0 |
24.1% |
79.7 |
3.6% |
34% |
False |
False |
7,304 |
| 60 |
2,562.0 |
2,030.0 |
532.0 |
24.1% |
88.9 |
4.0% |
34% |
False |
False |
5,664 |
| 80 |
2,725.0 |
2,030.0 |
695.0 |
31.4% |
95.8 |
4.3% |
26% |
False |
False |
4,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,374.5 |
|
2.618 |
2,312.5 |
|
1.618 |
2,274.5 |
|
1.000 |
2,251.0 |
|
0.618 |
2,236.5 |
|
HIGH |
2,213.0 |
|
0.618 |
2,198.5 |
|
0.500 |
2,194.0 |
|
0.382 |
2,189.5 |
|
LOW |
2,175.0 |
|
0.618 |
2,151.5 |
|
1.000 |
2,137.0 |
|
1.618 |
2,113.5 |
|
2.618 |
2,075.5 |
|
4.250 |
2,013.5 |
|
|
| Fisher Pivots for day following 11-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,204.7 |
2,233.5 |
| PP |
2,199.3 |
2,225.7 |
| S1 |
2,194.0 |
2,217.8 |
|