| Trading Metrics calculated at close of trading on 18-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,107.0 |
2,050.0 |
-57.0 |
-2.7% |
2,262.0 |
| High |
2,107.0 |
2,073.0 |
-34.0 |
-1.6% |
2,301.0 |
| Low |
2,044.0 |
2,024.0 |
-20.0 |
-1.0% |
2,130.0 |
| Close |
2,061.0 |
2,058.0 |
-3.0 |
-0.1% |
2,167.0 |
| Range |
63.0 |
49.0 |
-14.0 |
-22.2% |
171.0 |
| ATR |
81.0 |
78.7 |
-2.3 |
-2.8% |
0.0 |
| Volume |
1,648 |
6,301 |
4,653 |
282.3% |
12,502 |
|
| Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,198.7 |
2,177.3 |
2,085.0 |
|
| R3 |
2,149.7 |
2,128.3 |
2,071.5 |
|
| R2 |
2,100.7 |
2,100.7 |
2,067.0 |
|
| R1 |
2,079.3 |
2,079.3 |
2,062.5 |
2,090.0 |
| PP |
2,051.7 |
2,051.7 |
2,051.7 |
2,057.0 |
| S1 |
2,030.3 |
2,030.3 |
2,053.5 |
2,041.0 |
| S2 |
2,002.7 |
2,002.7 |
2,049.0 |
|
| S3 |
1,953.7 |
1,981.3 |
2,044.5 |
|
| S4 |
1,904.7 |
1,932.3 |
2,031.1 |
|
|
| 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 |
2,208.0 |
2,024.0 |
184.0 |
8.9% |
55.8 |
2.7% |
18% |
False |
True |
4,731 |
| 10 |
2,304.0 |
2,024.0 |
280.0 |
13.6% |
64.3 |
3.1% |
12% |
False |
True |
4,232 |
| 20 |
2,304.0 |
2,024.0 |
280.0 |
13.6% |
73.4 |
3.6% |
12% |
False |
True |
4,961 |
| 40 |
2,562.0 |
2,024.0 |
538.0 |
26.1% |
74.1 |
3.6% |
6% |
False |
True |
4,614 |
| 60 |
2,562.0 |
2,024.0 |
538.0 |
26.1% |
83.3 |
4.0% |
6% |
False |
True |
5,923 |
| 80 |
2,725.0 |
2,024.0 |
701.0 |
34.1% |
91.1 |
4.4% |
5% |
False |
True |
4,913 |
| 100 |
3,201.0 |
2,024.0 |
1,177.0 |
57.2% |
94.1 |
4.6% |
3% |
False |
True |
4,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,281.3 |
|
2.618 |
2,201.3 |
|
1.618 |
2,152.3 |
|
1.000 |
2,122.0 |
|
0.618 |
2,103.3 |
|
HIGH |
2,073.0 |
|
0.618 |
2,054.3 |
|
0.500 |
2,048.5 |
|
0.382 |
2,042.7 |
|
LOW |
2,024.0 |
|
0.618 |
1,993.7 |
|
1.000 |
1,975.0 |
|
1.618 |
1,944.7 |
|
2.618 |
1,895.7 |
|
4.250 |
1,815.8 |
|
|
| Fisher Pivots for day following 18-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,054.8 |
2,092.0 |
| PP |
2,051.7 |
2,080.7 |
| S1 |
2,048.5 |
2,069.3 |
|