| Trading Metrics calculated at close of trading on 04-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2009 |
04-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,199.0 |
2,257.0 |
58.0 |
2.6% |
2,129.0 |
| High |
2,275.0 |
2,329.0 |
54.0 |
2.4% |
2,347.0 |
| Low |
2,181.0 |
2,246.0 |
65.0 |
3.0% |
2,126.0 |
| Close |
2,244.0 |
2,298.0 |
54.0 |
2.4% |
2,229.0 |
| Range |
94.0 |
83.0 |
-11.0 |
-11.7% |
221.0 |
| ATR |
94.4 |
93.7 |
-0.7 |
-0.7% |
0.0 |
| Volume |
1,230,700 |
1,247,571 |
16,871 |
1.4% |
6,725,035 |
|
| Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,540.0 |
2,502.0 |
2,343.7 |
|
| R3 |
2,457.0 |
2,419.0 |
2,320.8 |
|
| R2 |
2,374.0 |
2,374.0 |
2,313.2 |
|
| R1 |
2,336.0 |
2,336.0 |
2,305.6 |
2,355.0 |
| PP |
2,291.0 |
2,291.0 |
2,291.0 |
2,300.5 |
| S1 |
2,253.0 |
2,253.0 |
2,290.4 |
2,272.0 |
| S2 |
2,208.0 |
2,208.0 |
2,282.8 |
|
| S3 |
2,125.0 |
2,170.0 |
2,275.2 |
|
| S4 |
2,042.0 |
2,087.0 |
2,252.4 |
|
|
| 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 |
2,331.0 |
2,158.0 |
173.0 |
7.5% |
80.4 |
3.5% |
81% |
False |
False |
1,272,332 |
| 10 |
2,347.0 |
2,084.0 |
263.0 |
11.4% |
88.0 |
3.8% |
81% |
False |
False |
1,341,004 |
| 20 |
2,578.0 |
2,084.0 |
494.0 |
21.5% |
89.2 |
3.9% |
43% |
False |
False |
1,269,708 |
| 40 |
2,619.0 |
2,084.0 |
535.0 |
23.3% |
89.2 |
3.9% |
40% |
False |
False |
884,735 |
| 60 |
2,767.0 |
2,084.0 |
683.0 |
29.7% |
105.5 |
4.6% |
31% |
False |
False |
591,830 |
| 80 |
2,908.0 |
2,084.0 |
824.0 |
35.9% |
123.6 |
5.4% |
26% |
False |
False |
445,486 |
| 100 |
3,349.0 |
2,084.0 |
1,265.0 |
55.0% |
124.7 |
5.4% |
17% |
False |
False |
360,876 |
| 120 |
3,476.0 |
2,084.0 |
1,392.0 |
60.6% |
113.1 |
4.9% |
15% |
False |
False |
301,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,681.8 |
|
2.618 |
2,546.3 |
|
1.618 |
2,463.3 |
|
1.000 |
2,412.0 |
|
0.618 |
2,380.3 |
|
HIGH |
2,329.0 |
|
0.618 |
2,297.3 |
|
0.500 |
2,287.5 |
|
0.382 |
2,277.7 |
|
LOW |
2,246.0 |
|
0.618 |
2,194.7 |
|
1.000 |
2,163.0 |
|
1.618 |
2,111.7 |
|
2.618 |
2,028.7 |
|
4.250 |
1,893.3 |
|
|
| Fisher Pivots for day following 04-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,294.5 |
2,279.8 |
| PP |
2,291.0 |
2,261.7 |
| S1 |
2,287.5 |
2,243.5 |
|