| Trading Metrics calculated at close of trading on 02-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2009 |
02-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,260.0 |
2,221.0 |
-39.0 |
-1.7% |
2,129.0 |
| High |
2,283.0 |
2,222.0 |
-61.0 |
-2.7% |
2,347.0 |
| Low |
2,216.0 |
2,158.0 |
-58.0 |
-2.6% |
2,126.0 |
| Close |
2,229.0 |
2,197.0 |
-32.0 |
-1.4% |
2,229.0 |
| Range |
67.0 |
64.0 |
-3.0 |
-4.5% |
221.0 |
| ATR |
96.3 |
94.5 |
-1.8 |
-1.9% |
0.0 |
| Volume |
1,493,188 |
1,098,856 |
-394,332 |
-26.4% |
6,725,035 |
|
| Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,384.3 |
2,354.7 |
2,232.2 |
|
| R3 |
2,320.3 |
2,290.7 |
2,214.6 |
|
| R2 |
2,256.3 |
2,256.3 |
2,208.7 |
|
| R1 |
2,226.7 |
2,226.7 |
2,202.9 |
2,209.5 |
| PP |
2,192.3 |
2,192.3 |
2,192.3 |
2,183.8 |
| S1 |
2,162.7 |
2,162.7 |
2,191.1 |
2,145.5 |
| S2 |
2,128.3 |
2,128.3 |
2,185.3 |
|
| S3 |
2,064.3 |
2,098.7 |
2,179.4 |
|
| S4 |
2,000.3 |
2,034.7 |
2,161.8 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,897.0 |
2,784.0 |
2,350.6 |
|
| R3 |
2,676.0 |
2,563.0 |
2,289.8 |
|
| R2 |
2,455.0 |
2,455.0 |
2,269.5 |
|
| R1 |
2,342.0 |
2,342.0 |
2,249.3 |
2,398.5 |
| PP |
2,234.0 |
2,234.0 |
2,234.0 |
2,262.3 |
| S1 |
2,121.0 |
2,121.0 |
2,208.7 |
2,177.5 |
| S2 |
2,013.0 |
2,013.0 |
2,188.5 |
|
| S3 |
1,792.0 |
1,900.0 |
2,168.2 |
|
| S4 |
1,571.0 |
1,679.0 |
2,107.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,347.0 |
2,158.0 |
189.0 |
8.6% |
75.8 |
3.5% |
21% |
False |
True |
1,303,805 |
| 10 |
2,347.0 |
2,084.0 |
263.0 |
12.0% |
92.2 |
4.2% |
43% |
False |
False |
1,252,796 |
| 20 |
2,619.0 |
2,084.0 |
535.0 |
24.4% |
86.1 |
3.9% |
21% |
False |
False |
1,228,730 |
| 40 |
2,619.0 |
2,084.0 |
535.0 |
24.4% |
93.0 |
4.2% |
21% |
False |
False |
823,331 |
| 60 |
2,781.0 |
2,084.0 |
697.0 |
31.7% |
106.4 |
4.8% |
16% |
False |
False |
551,148 |
| 80 |
3,011.0 |
2,084.0 |
927.0 |
42.2% |
126.2 |
5.7% |
12% |
False |
False |
414,542 |
| 100 |
3,379.0 |
2,084.0 |
1,295.0 |
58.9% |
124.6 |
5.7% |
9% |
False |
False |
336,283 |
| 120 |
3,515.0 |
2,084.0 |
1,431.0 |
65.1% |
111.9 |
5.1% |
8% |
False |
False |
280,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,494.0 |
|
2.618 |
2,389.6 |
|
1.618 |
2,325.6 |
|
1.000 |
2,286.0 |
|
0.618 |
2,261.6 |
|
HIGH |
2,222.0 |
|
0.618 |
2,197.6 |
|
0.500 |
2,190.0 |
|
0.382 |
2,182.4 |
|
LOW |
2,158.0 |
|
0.618 |
2,118.4 |
|
1.000 |
2,094.0 |
|
1.618 |
2,054.4 |
|
2.618 |
1,990.4 |
|
4.250 |
1,886.0 |
|
|
| Fisher Pivots for day following 02-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,194.7 |
2,244.5 |
| PP |
2,192.3 |
2,228.7 |
| S1 |
2,190.0 |
2,212.8 |
|