| Trading Metrics calculated at close of trading on 05-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2009 |
05-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,257.0 |
2,261.0 |
4.0 |
0.2% |
2,129.0 |
| High |
2,329.0 |
2,329.0 |
0.0 |
0.0% |
2,347.0 |
| Low |
2,246.0 |
2,228.0 |
-18.0 |
-0.8% |
2,126.0 |
| Close |
2,298.0 |
2,290.0 |
-8.0 |
-0.3% |
2,229.0 |
| Range |
83.0 |
101.0 |
18.0 |
21.7% |
221.0 |
| ATR |
93.7 |
94.3 |
0.5 |
0.6% |
0.0 |
| Volume |
1,247,571 |
1,432,481 |
184,910 |
14.8% |
6,725,035 |
|
| Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,585.3 |
2,538.7 |
2,345.6 |
|
| R3 |
2,484.3 |
2,437.7 |
2,317.8 |
|
| R2 |
2,383.3 |
2,383.3 |
2,308.5 |
|
| R1 |
2,336.7 |
2,336.7 |
2,299.3 |
2,360.0 |
| PP |
2,282.3 |
2,282.3 |
2,282.3 |
2,294.0 |
| S1 |
2,235.7 |
2,235.7 |
2,280.7 |
2,259.0 |
| S2 |
2,181.3 |
2,181.3 |
2,271.5 |
|
| S3 |
2,080.3 |
2,134.7 |
2,262.2 |
|
| S4 |
1,979.3 |
2,033.7 |
2,234.5 |
|
|
| 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 |
2,329.0 |
2,158.0 |
171.0 |
7.5% |
81.8 |
3.6% |
77% |
True |
False |
1,300,559 |
| 10 |
2,347.0 |
2,084.0 |
263.0 |
11.5% |
87.5 |
3.8% |
78% |
False |
False |
1,329,463 |
| 20 |
2,551.0 |
2,084.0 |
467.0 |
20.4% |
91.2 |
4.0% |
44% |
False |
False |
1,291,215 |
| 40 |
2,619.0 |
2,084.0 |
535.0 |
23.4% |
89.0 |
3.9% |
39% |
False |
False |
920,147 |
| 60 |
2,709.0 |
2,084.0 |
625.0 |
27.3% |
105.1 |
4.6% |
33% |
False |
False |
615,495 |
| 80 |
2,878.0 |
2,084.0 |
794.0 |
34.7% |
121.3 |
5.3% |
26% |
False |
False |
463,379 |
| 100 |
3,349.0 |
2,084.0 |
1,265.0 |
55.2% |
125.2 |
5.5% |
16% |
False |
False |
375,079 |
| 120 |
3,476.0 |
2,084.0 |
1,392.0 |
60.8% |
113.4 |
5.0% |
15% |
False |
False |
313,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,758.3 |
|
2.618 |
2,593.4 |
|
1.618 |
2,492.4 |
|
1.000 |
2,430.0 |
|
0.618 |
2,391.4 |
|
HIGH |
2,329.0 |
|
0.618 |
2,290.4 |
|
0.500 |
2,278.5 |
|
0.382 |
2,266.6 |
|
LOW |
2,228.0 |
|
0.618 |
2,165.6 |
|
1.000 |
2,127.0 |
|
1.618 |
2,064.6 |
|
2.618 |
1,963.6 |
|
4.250 |
1,798.8 |
|
|
| Fisher Pivots for day following 05-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,286.2 |
2,278.3 |
| PP |
2,282.3 |
2,266.7 |
| S1 |
2,278.5 |
2,255.0 |
|