| Trading Metrics calculated at close of trading on 16-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
16-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,181.0 |
2,143.0 |
-38.0 |
-1.7% |
2,262.0 |
| High |
2,208.0 |
2,160.0 |
-48.0 |
-2.2% |
2,301.0 |
| Low |
2,153.0 |
2,115.0 |
-38.0 |
-1.8% |
2,130.0 |
| Close |
2,167.0 |
2,134.0 |
-33.0 |
-1.5% |
2,167.0 |
| Range |
55.0 |
45.0 |
-10.0 |
-18.2% |
171.0 |
| ATR |
82.5 |
80.3 |
-2.2 |
-2.6% |
0.0 |
| Volume |
743 |
14,138 |
13,395 |
1,802.8% |
12,502 |
|
| Daily Pivots for day following 16-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,271.3 |
2,247.7 |
2,158.8 |
|
| R3 |
2,226.3 |
2,202.7 |
2,146.4 |
|
| R2 |
2,181.3 |
2,181.3 |
2,142.3 |
|
| R1 |
2,157.7 |
2,157.7 |
2,138.1 |
2,147.0 |
| PP |
2,136.3 |
2,136.3 |
2,136.3 |
2,131.0 |
| S1 |
2,112.7 |
2,112.7 |
2,129.9 |
2,102.0 |
| S2 |
2,091.3 |
2,091.3 |
2,125.8 |
|
| S3 |
2,046.3 |
2,067.7 |
2,121.6 |
|
| S4 |
2,001.3 |
2,022.7 |
2,109.3 |
|
|
| 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 |
2,286.0 |
2,115.0 |
171.0 |
8.0% |
65.0 |
3.0% |
11% |
False |
True |
4,665 |
| 10 |
2,304.0 |
2,115.0 |
189.0 |
8.9% |
69.3 |
3.2% |
10% |
False |
True |
4,514 |
| 20 |
2,304.0 |
2,030.0 |
274.0 |
12.8% |
78.7 |
3.7% |
38% |
False |
False |
4,724 |
| 40 |
2,562.0 |
2,030.0 |
532.0 |
24.9% |
76.5 |
3.6% |
20% |
False |
False |
6,314 |
| 60 |
2,562.0 |
2,030.0 |
532.0 |
24.9% |
85.3 |
4.0% |
20% |
False |
False |
5,849 |
| 80 |
2,725.0 |
2,030.0 |
695.0 |
32.6% |
93.4 |
4.4% |
15% |
False |
False |
4,840 |
| 100 |
3,201.0 |
2,030.0 |
1,171.0 |
54.9% |
94.1 |
4.4% |
9% |
False |
False |
4,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,351.3 |
|
2.618 |
2,277.8 |
|
1.618 |
2,232.8 |
|
1.000 |
2,205.0 |
|
0.618 |
2,187.8 |
|
HIGH |
2,160.0 |
|
0.618 |
2,142.8 |
|
0.500 |
2,137.5 |
|
0.382 |
2,132.2 |
|
LOW |
2,115.0 |
|
0.618 |
2,087.2 |
|
1.000 |
2,070.0 |
|
1.618 |
2,042.2 |
|
2.618 |
1,997.2 |
|
4.250 |
1,923.8 |
|
|
| Fisher Pivots for day following 16-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,137.5 |
2,161.5 |
| PP |
2,136.3 |
2,152.3 |
| S1 |
2,135.2 |
2,143.2 |
|