| Trading Metrics calculated at close of trading on 13-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2009 |
13-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,197.0 |
2,181.0 |
-16.0 |
-0.7% |
2,262.0 |
| High |
2,197.0 |
2,208.0 |
11.0 |
0.5% |
2,301.0 |
| Low |
2,130.0 |
2,153.0 |
23.0 |
1.1% |
2,130.0 |
| Close |
2,157.0 |
2,167.0 |
10.0 |
0.5% |
2,167.0 |
| Range |
67.0 |
55.0 |
-12.0 |
-17.9% |
171.0 |
| ATR |
84.6 |
82.5 |
-2.1 |
-2.5% |
0.0 |
| Volume |
825 |
743 |
-82 |
-9.9% |
12,502 |
|
| Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,341.0 |
2,309.0 |
2,197.3 |
|
| R3 |
2,286.0 |
2,254.0 |
2,182.1 |
|
| R2 |
2,231.0 |
2,231.0 |
2,177.1 |
|
| R1 |
2,199.0 |
2,199.0 |
2,172.0 |
2,187.5 |
| PP |
2,176.0 |
2,176.0 |
2,176.0 |
2,170.3 |
| S1 |
2,144.0 |
2,144.0 |
2,162.0 |
2,132.5 |
| S2 |
2,121.0 |
2,121.0 |
2,156.9 |
|
| S3 |
2,066.0 |
2,089.0 |
2,151.9 |
|
| S4 |
2,011.0 |
2,034.0 |
2,136.8 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,712.3 |
2,610.7 |
2,261.1 |
|
| R3 |
2,541.3 |
2,439.7 |
2,214.0 |
|
| R2 |
2,370.3 |
2,370.3 |
2,198.4 |
|
| R1 |
2,268.7 |
2,268.7 |
2,182.7 |
2,234.0 |
| PP |
2,199.3 |
2,199.3 |
2,199.3 |
2,182.0 |
| S1 |
2,097.7 |
2,097.7 |
2,151.3 |
2,063.0 |
| S2 |
2,028.3 |
2,028.3 |
2,135.7 |
|
| S3 |
1,857.3 |
1,926.7 |
2,120.0 |
|
| S4 |
1,686.3 |
1,755.7 |
2,073.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,301.0 |
2,130.0 |
171.0 |
7.9% |
63.8 |
2.9% |
22% |
False |
False |
2,500 |
| 10 |
2,304.0 |
2,105.0 |
199.0 |
9.2% |
70.7 |
3.3% |
31% |
False |
False |
3,501 |
| 20 |
2,304.0 |
2,030.0 |
274.0 |
12.6% |
81.4 |
3.8% |
50% |
False |
False |
4,232 |
| 40 |
2,562.0 |
2,030.0 |
532.0 |
24.6% |
77.7 |
3.6% |
26% |
False |
False |
6,365 |
| 60 |
2,562.0 |
2,030.0 |
532.0 |
24.6% |
86.2 |
4.0% |
26% |
False |
False |
5,630 |
| 80 |
2,725.0 |
2,030.0 |
695.0 |
32.1% |
93.9 |
4.3% |
20% |
False |
False |
4,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,441.8 |
|
2.618 |
2,352.0 |
|
1.618 |
2,297.0 |
|
1.000 |
2,263.0 |
|
0.618 |
2,242.0 |
|
HIGH |
2,208.0 |
|
0.618 |
2,187.0 |
|
0.500 |
2,180.5 |
|
0.382 |
2,174.0 |
|
LOW |
2,153.0 |
|
0.618 |
2,119.0 |
|
1.000 |
2,098.0 |
|
1.618 |
2,064.0 |
|
2.618 |
2,009.0 |
|
4.250 |
1,919.3 |
|
|
| Fisher Pivots for day following 13-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,180.5 |
2,171.5 |
| PP |
2,176.0 |
2,170.0 |
| S1 |
2,171.5 |
2,168.5 |
|