| Trading Metrics calculated at close of trading on 20-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,046.0 |
2,015.0 |
-31.0 |
-1.5% |
2,143.0 |
| High |
2,083.0 |
2,015.0 |
-68.0 |
-3.3% |
2,160.0 |
| Low |
2,019.0 |
1,926.0 |
-93.0 |
-4.6% |
1,926.0 |
| Close |
2,052.0 |
1,960.0 |
-92.0 |
-4.5% |
1,960.0 |
| Range |
64.0 |
89.0 |
25.0 |
39.1% |
234.0 |
| ATR |
77.7 |
81.1 |
3.5 |
4.4% |
0.0 |
| Volume |
12,705 |
2,236 |
-10,469 |
-82.4% |
37,028 |
|
| Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,234.0 |
2,186.0 |
2,009.0 |
|
| R3 |
2,145.0 |
2,097.0 |
1,984.5 |
|
| R2 |
2,056.0 |
2,056.0 |
1,976.3 |
|
| R1 |
2,008.0 |
2,008.0 |
1,968.2 |
1,987.5 |
| PP |
1,967.0 |
1,967.0 |
1,967.0 |
1,956.8 |
| S1 |
1,919.0 |
1,919.0 |
1,951.8 |
1,898.5 |
| S2 |
1,878.0 |
1,878.0 |
1,943.7 |
|
| S3 |
1,789.0 |
1,830.0 |
1,935.5 |
|
| S4 |
1,700.0 |
1,741.0 |
1,911.1 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,717.3 |
2,572.7 |
2,088.7 |
|
| R3 |
2,483.3 |
2,338.7 |
2,024.4 |
|
| R2 |
2,249.3 |
2,249.3 |
2,002.9 |
|
| R1 |
2,104.7 |
2,104.7 |
1,981.5 |
2,060.0 |
| PP |
2,015.3 |
2,015.3 |
2,015.3 |
1,993.0 |
| S1 |
1,870.7 |
1,870.7 |
1,938.6 |
1,826.0 |
| S2 |
1,781.3 |
1,781.3 |
1,917.1 |
|
| S3 |
1,547.3 |
1,636.7 |
1,895.7 |
|
| S4 |
1,313.3 |
1,402.7 |
1,831.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,160.0 |
1,926.0 |
234.0 |
11.9% |
62.0 |
3.2% |
15% |
False |
True |
7,405 |
| 10 |
2,301.0 |
1,926.0 |
375.0 |
19.1% |
62.9 |
3.2% |
9% |
False |
True |
4,953 |
| 20 |
2,304.0 |
1,926.0 |
378.0 |
19.3% |
71.4 |
3.6% |
9% |
False |
True |
4,833 |
| 40 |
2,562.0 |
1,926.0 |
636.0 |
32.4% |
74.3 |
3.8% |
5% |
False |
True |
3,613 |
| 60 |
2,562.0 |
1,926.0 |
636.0 |
32.4% |
81.8 |
4.2% |
5% |
False |
True |
6,080 |
| 80 |
2,725.0 |
1,926.0 |
799.0 |
40.8% |
89.8 |
4.6% |
4% |
False |
True |
5,024 |
| 100 |
3,103.0 |
1,926.0 |
1,177.0 |
60.1% |
94.5 |
4.8% |
3% |
False |
True |
4,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,393.3 |
|
2.618 |
2,248.0 |
|
1.618 |
2,159.0 |
|
1.000 |
2,104.0 |
|
0.618 |
2,070.0 |
|
HIGH |
2,015.0 |
|
0.618 |
1,981.0 |
|
0.500 |
1,970.5 |
|
0.382 |
1,960.0 |
|
LOW |
1,926.0 |
|
0.618 |
1,871.0 |
|
1.000 |
1,837.0 |
|
1.618 |
1,782.0 |
|
2.618 |
1,693.0 |
|
4.250 |
1,547.8 |
|
|
| Fisher Pivots for day following 20-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,970.5 |
2,004.5 |
| PP |
1,967.0 |
1,989.7 |
| S1 |
1,963.5 |
1,974.8 |
|