| Trading Metrics calculated at close of trading on 19-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2009 |
19-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,050.0 |
2,046.0 |
-4.0 |
-0.2% |
2,262.0 |
| High |
2,073.0 |
2,083.0 |
10.0 |
0.5% |
2,301.0 |
| Low |
2,024.0 |
2,019.0 |
-5.0 |
-0.2% |
2,130.0 |
| Close |
2,058.0 |
2,052.0 |
-6.0 |
-0.3% |
2,167.0 |
| Range |
49.0 |
64.0 |
15.0 |
30.6% |
171.0 |
| ATR |
78.7 |
77.7 |
-1.1 |
-1.3% |
0.0 |
| Volume |
6,301 |
12,705 |
6,404 |
101.6% |
12,502 |
|
| Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,243.3 |
2,211.7 |
2,087.2 |
|
| R3 |
2,179.3 |
2,147.7 |
2,069.6 |
|
| R2 |
2,115.3 |
2,115.3 |
2,063.7 |
|
| R1 |
2,083.7 |
2,083.7 |
2,057.9 |
2,099.5 |
| PP |
2,051.3 |
2,051.3 |
2,051.3 |
2,059.3 |
| S1 |
2,019.7 |
2,019.7 |
2,046.1 |
2,035.5 |
| S2 |
1,987.3 |
1,987.3 |
2,040.3 |
|
| S3 |
1,923.3 |
1,955.7 |
2,034.4 |
|
| S4 |
1,859.3 |
1,891.7 |
2,016.8 |
|
|
| 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 |
2,208.0 |
2,019.0 |
189.0 |
9.2% |
55.2 |
2.7% |
17% |
False |
True |
7,107 |
| 10 |
2,304.0 |
2,019.0 |
285.0 |
13.9% |
61.3 |
3.0% |
12% |
False |
True |
4,994 |
| 20 |
2,304.0 |
2,019.0 |
285.0 |
13.9% |
71.7 |
3.5% |
12% |
False |
True |
5,079 |
| 40 |
2,562.0 |
2,019.0 |
543.0 |
26.5% |
73.8 |
3.6% |
6% |
False |
True |
3,749 |
| 60 |
2,562.0 |
2,019.0 |
543.0 |
26.5% |
82.2 |
4.0% |
6% |
False |
True |
6,062 |
| 80 |
2,725.0 |
2,019.0 |
706.0 |
34.4% |
90.7 |
4.4% |
5% |
False |
True |
4,997 |
| 100 |
3,140.0 |
2,019.0 |
1,121.0 |
54.6% |
93.9 |
4.6% |
3% |
False |
True |
4,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,355.0 |
|
2.618 |
2,250.6 |
|
1.618 |
2,186.6 |
|
1.000 |
2,147.0 |
|
0.618 |
2,122.6 |
|
HIGH |
2,083.0 |
|
0.618 |
2,058.6 |
|
0.500 |
2,051.0 |
|
0.382 |
2,043.4 |
|
LOW |
2,019.0 |
|
0.618 |
1,979.4 |
|
1.000 |
1,955.0 |
|
1.618 |
1,915.4 |
|
2.618 |
1,851.4 |
|
4.250 |
1,747.0 |
|
|
| Fisher Pivots for day following 19-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,051.7 |
2,063.0 |
| PP |
2,051.3 |
2,059.3 |
| S1 |
2,051.0 |
2,055.7 |
|