| Trading Metrics calculated at close of trading on 12-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,184.0 |
2,197.0 |
13.0 |
0.6% |
2,159.0 |
| High |
2,213.0 |
2,197.0 |
-16.0 |
-0.7% |
2,304.0 |
| Low |
2,175.0 |
2,130.0 |
-45.0 |
-2.1% |
2,105.0 |
| Close |
2,210.0 |
2,157.0 |
-53.0 |
-2.4% |
2,281.0 |
| Range |
38.0 |
67.0 |
29.0 |
76.3% |
199.0 |
| ATR |
84.9 |
84.6 |
-0.4 |
-0.4% |
0.0 |
| Volume |
2,140 |
825 |
-1,315 |
-61.4% |
22,508 |
|
| Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,362.3 |
2,326.7 |
2,193.9 |
|
| R3 |
2,295.3 |
2,259.7 |
2,175.4 |
|
| R2 |
2,228.3 |
2,228.3 |
2,169.3 |
|
| R1 |
2,192.7 |
2,192.7 |
2,163.1 |
2,177.0 |
| PP |
2,161.3 |
2,161.3 |
2,161.3 |
2,153.5 |
| S1 |
2,125.7 |
2,125.7 |
2,150.9 |
2,110.0 |
| S2 |
2,094.3 |
2,094.3 |
2,144.7 |
|
| S3 |
2,027.3 |
2,058.7 |
2,138.6 |
|
| S4 |
1,960.3 |
1,991.7 |
2,120.2 |
|
|
| 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 |
2,130.0 |
174.0 |
8.1% |
67.4 |
3.1% |
16% |
False |
True |
2,881 |
| 10 |
2,304.0 |
2,105.0 |
199.0 |
9.2% |
71.4 |
3.3% |
26% |
False |
False |
3,597 |
| 20 |
2,304.0 |
2,030.0 |
274.0 |
12.7% |
83.2 |
3.9% |
46% |
False |
False |
4,209 |
| 40 |
2,562.0 |
2,030.0 |
532.0 |
24.7% |
79.6 |
3.7% |
24% |
False |
False |
7,036 |
| 60 |
2,562.0 |
2,030.0 |
532.0 |
24.7% |
87.1 |
4.0% |
24% |
False |
False |
5,641 |
| 80 |
2,725.0 |
2,030.0 |
695.0 |
32.2% |
95.4 |
4.4% |
18% |
False |
False |
4,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,481.8 |
|
2.618 |
2,372.4 |
|
1.618 |
2,305.4 |
|
1.000 |
2,264.0 |
|
0.618 |
2,238.4 |
|
HIGH |
2,197.0 |
|
0.618 |
2,171.4 |
|
0.500 |
2,163.5 |
|
0.382 |
2,155.6 |
|
LOW |
2,130.0 |
|
0.618 |
2,088.6 |
|
1.000 |
2,063.0 |
|
1.618 |
2,021.6 |
|
2.618 |
1,954.6 |
|
4.250 |
1,845.3 |
|
|
| Fisher Pivots for day following 12-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,163.5 |
2,208.0 |
| PP |
2,161.3 |
2,191.0 |
| S1 |
2,159.2 |
2,174.0 |
|