| Trading Metrics calculated at close of trading on 17-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,143.0 |
2,107.0 |
-36.0 |
-1.7% |
2,262.0 |
| High |
2,160.0 |
2,107.0 |
-53.0 |
-2.5% |
2,301.0 |
| Low |
2,115.0 |
2,044.0 |
-71.0 |
-3.4% |
2,130.0 |
| Close |
2,134.0 |
2,061.0 |
-73.0 |
-3.4% |
2,167.0 |
| Range |
45.0 |
63.0 |
18.0 |
40.0% |
171.0 |
| ATR |
80.3 |
81.0 |
0.7 |
0.9% |
0.0 |
| Volume |
14,138 |
1,648 |
-12,490 |
-88.3% |
12,502 |
|
| Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,259.7 |
2,223.3 |
2,095.7 |
|
| R3 |
2,196.7 |
2,160.3 |
2,078.3 |
|
| R2 |
2,133.7 |
2,133.7 |
2,072.6 |
|
| R1 |
2,097.3 |
2,097.3 |
2,066.8 |
2,084.0 |
| PP |
2,070.7 |
2,070.7 |
2,070.7 |
2,064.0 |
| S1 |
2,034.3 |
2,034.3 |
2,055.2 |
2,021.0 |
| S2 |
2,007.7 |
2,007.7 |
2,049.5 |
|
| S3 |
1,944.7 |
1,971.3 |
2,043.7 |
|
| S4 |
1,881.7 |
1,908.3 |
2,026.4 |
|
|
| 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 |
2,213.0 |
2,044.0 |
169.0 |
8.2% |
53.6 |
2.6% |
10% |
False |
True |
3,898 |
| 10 |
2,304.0 |
2,044.0 |
260.0 |
12.6% |
66.8 |
3.2% |
7% |
False |
True |
4,405 |
| 20 |
2,304.0 |
2,030.0 |
274.0 |
13.3% |
76.2 |
3.7% |
11% |
False |
False |
4,733 |
| 40 |
2,562.0 |
2,030.0 |
532.0 |
25.8% |
74.9 |
3.6% |
6% |
False |
False |
5,869 |
| 60 |
2,562.0 |
2,030.0 |
532.0 |
25.8% |
85.2 |
4.1% |
6% |
False |
False |
5,869 |
| 80 |
2,725.0 |
2,030.0 |
695.0 |
33.7% |
92.8 |
4.5% |
4% |
False |
False |
4,852 |
| 100 |
3,201.0 |
2,030.0 |
1,171.0 |
56.8% |
94.1 |
4.6% |
3% |
False |
False |
4,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,374.8 |
|
2.618 |
2,271.9 |
|
1.618 |
2,208.9 |
|
1.000 |
2,170.0 |
|
0.618 |
2,145.9 |
|
HIGH |
2,107.0 |
|
0.618 |
2,082.9 |
|
0.500 |
2,075.5 |
|
0.382 |
2,068.1 |
|
LOW |
2,044.0 |
|
0.618 |
2,005.1 |
|
1.000 |
1,981.0 |
|
1.618 |
1,942.1 |
|
2.618 |
1,879.1 |
|
4.250 |
1,776.3 |
|
|
| Fisher Pivots for day following 17-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,075.5 |
2,126.0 |
| PP |
2,070.7 |
2,104.3 |
| S1 |
2,065.8 |
2,082.7 |
|