| Trading Metrics calculated at close of trading on 25-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1,907.0 |
1,945.0 |
38.0 |
2.0% |
2,143.0 |
| High |
1,961.0 |
1,960.0 |
-1.0 |
-0.1% |
2,160.0 |
| Low |
1,882.0 |
1,874.0 |
-8.0 |
-0.4% |
1,926.0 |
| Close |
1,920.0 |
1,901.0 |
-19.0 |
-1.0% |
1,960.0 |
| Range |
79.0 |
86.0 |
7.0 |
8.9% |
234.0 |
| ATR |
83.3 |
83.5 |
0.2 |
0.2% |
0.0 |
| Volume |
5,106 |
2,945 |
-2,161 |
-42.3% |
37,028 |
|
| Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,169.7 |
2,121.3 |
1,948.3 |
|
| R3 |
2,083.7 |
2,035.3 |
1,924.7 |
|
| R2 |
1,997.7 |
1,997.7 |
1,916.8 |
|
| R1 |
1,949.3 |
1,949.3 |
1,908.9 |
1,930.5 |
| PP |
1,911.7 |
1,911.7 |
1,911.7 |
1,902.3 |
| S1 |
1,863.3 |
1,863.3 |
1,893.1 |
1,844.5 |
| S2 |
1,825.7 |
1,825.7 |
1,885.2 |
|
| S3 |
1,739.7 |
1,777.3 |
1,877.4 |
|
| S4 |
1,653.7 |
1,691.3 |
1,853.7 |
|
|
| 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 |
2,083.0 |
1,874.0 |
209.0 |
11.0% |
87.0 |
4.6% |
13% |
False |
True |
5,577 |
| 10 |
2,208.0 |
1,874.0 |
334.0 |
17.6% |
71.4 |
3.8% |
8% |
False |
True |
5,154 |
| 20 |
2,304.0 |
1,874.0 |
430.0 |
22.6% |
72.2 |
3.8% |
6% |
False |
True |
4,596 |
| 40 |
2,562.0 |
1,874.0 |
688.0 |
36.2% |
77.4 |
4.1% |
4% |
False |
True |
3,907 |
| 60 |
2,562.0 |
1,874.0 |
688.0 |
36.2% |
79.9 |
4.2% |
4% |
False |
True |
6,186 |
| 80 |
2,725.0 |
1,874.0 |
851.0 |
44.8% |
89.8 |
4.7% |
3% |
False |
True |
5,136 |
| 100 |
3,077.0 |
1,874.0 |
1,203.0 |
63.3% |
93.4 |
4.9% |
2% |
False |
True |
4,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,325.5 |
|
2.618 |
2,185.1 |
|
1.618 |
2,099.1 |
|
1.000 |
2,046.0 |
|
0.618 |
2,013.1 |
|
HIGH |
1,960.0 |
|
0.618 |
1,927.1 |
|
0.500 |
1,917.0 |
|
0.382 |
1,906.9 |
|
LOW |
1,874.0 |
|
0.618 |
1,820.9 |
|
1.000 |
1,788.0 |
|
1.618 |
1,734.9 |
|
2.618 |
1,648.9 |
|
4.250 |
1,508.5 |
|
|
| Fisher Pivots for day following 25-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,917.0 |
1,937.0 |
| PP |
1,911.7 |
1,925.0 |
| S1 |
1,906.3 |
1,913.0 |
|