| Trading Metrics calculated at close of trading on 26-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1,945.0 |
1,915.0 |
-30.0 |
-1.5% |
2,143.0 |
| High |
1,960.0 |
1,969.0 |
9.0 |
0.5% |
2,160.0 |
| Low |
1,874.0 |
1,903.0 |
29.0 |
1.5% |
1,926.0 |
| Close |
1,901.0 |
1,949.0 |
48.0 |
2.5% |
1,960.0 |
| Range |
86.0 |
66.0 |
-20.0 |
-23.3% |
234.0 |
| ATR |
83.5 |
82.4 |
-1.1 |
-1.3% |
0.0 |
| Volume |
2,945 |
6,733 |
3,788 |
128.6% |
37,028 |
|
| Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,138.3 |
2,109.7 |
1,985.3 |
|
| R3 |
2,072.3 |
2,043.7 |
1,967.2 |
|
| R2 |
2,006.3 |
2,006.3 |
1,961.1 |
|
| R1 |
1,977.7 |
1,977.7 |
1,955.1 |
1,992.0 |
| PP |
1,940.3 |
1,940.3 |
1,940.3 |
1,947.5 |
| S1 |
1,911.7 |
1,911.7 |
1,943.0 |
1,926.0 |
| S2 |
1,874.3 |
1,874.3 |
1,936.9 |
|
| S3 |
1,808.3 |
1,845.7 |
1,930.9 |
|
| S4 |
1,742.3 |
1,779.7 |
1,912.7 |
|
|
| 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 |
2,015.0 |
1,874.0 |
141.0 |
7.2% |
87.4 |
4.5% |
53% |
False |
False |
4,382 |
| 10 |
2,208.0 |
1,874.0 |
334.0 |
17.1% |
71.3 |
3.7% |
22% |
False |
False |
5,744 |
| 20 |
2,304.0 |
1,874.0 |
430.0 |
22.1% |
71.4 |
3.7% |
17% |
False |
False |
4,671 |
| 40 |
2,562.0 |
1,874.0 |
688.0 |
35.3% |
78.1 |
4.0% |
11% |
False |
False |
4,053 |
| 60 |
2,562.0 |
1,874.0 |
688.0 |
35.3% |
80.7 |
4.1% |
11% |
False |
False |
6,293 |
| 80 |
2,725.0 |
1,874.0 |
851.0 |
43.7% |
89.8 |
4.6% |
9% |
False |
False |
5,209 |
| 100 |
3,000.0 |
1,874.0 |
1,126.0 |
57.8% |
93.0 |
4.8% |
7% |
False |
False |
4,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,249.5 |
|
2.618 |
2,141.8 |
|
1.618 |
2,075.8 |
|
1.000 |
2,035.0 |
|
0.618 |
2,009.8 |
|
HIGH |
1,969.0 |
|
0.618 |
1,943.8 |
|
0.500 |
1,936.0 |
|
0.382 |
1,928.2 |
|
LOW |
1,903.0 |
|
0.618 |
1,862.2 |
|
1.000 |
1,837.0 |
|
1.618 |
1,796.2 |
|
2.618 |
1,730.2 |
|
4.250 |
1,622.5 |
|
|
| Fisher Pivots for day following 26-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,944.7 |
1,939.8 |
| PP |
1,940.3 |
1,930.7 |
| S1 |
1,936.0 |
1,921.5 |
|