| Trading Metrics calculated at close of trading on 06-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2009 |
06-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,261.0 |
2,298.0 |
37.0 |
1.6% |
2,221.0 |
| High |
2,329.0 |
2,368.0 |
39.0 |
1.7% |
2,368.0 |
| Low |
2,228.0 |
2,288.0 |
60.0 |
2.7% |
2,158.0 |
| Close |
2,290.0 |
2,341.0 |
51.0 |
2.2% |
2,341.0 |
| Range |
101.0 |
80.0 |
-21.0 |
-20.8% |
210.0 |
| ATR |
94.3 |
93.2 |
-1.0 |
-1.1% |
0.0 |
| Volume |
1,432,481 |
1,402,302 |
-30,179 |
-2.1% |
6,411,910 |
|
| Daily Pivots for day following 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,572.3 |
2,536.7 |
2,385.0 |
|
| R3 |
2,492.3 |
2,456.7 |
2,363.0 |
|
| R2 |
2,412.3 |
2,412.3 |
2,355.7 |
|
| R1 |
2,376.7 |
2,376.7 |
2,348.3 |
2,394.5 |
| PP |
2,332.3 |
2,332.3 |
2,332.3 |
2,341.3 |
| S1 |
2,296.7 |
2,296.7 |
2,333.7 |
2,314.5 |
| S2 |
2,252.3 |
2,252.3 |
2,326.3 |
|
| S3 |
2,172.3 |
2,216.7 |
2,319.0 |
|
| S4 |
2,092.3 |
2,136.7 |
2,297.0 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,919.0 |
2,840.0 |
2,456.5 |
|
| R3 |
2,709.0 |
2,630.0 |
2,398.8 |
|
| R2 |
2,499.0 |
2,499.0 |
2,379.5 |
|
| R1 |
2,420.0 |
2,420.0 |
2,360.3 |
2,459.5 |
| PP |
2,289.0 |
2,289.0 |
2,289.0 |
2,308.8 |
| S1 |
2,210.0 |
2,210.0 |
2,321.8 |
2,249.5 |
| S2 |
2,079.0 |
2,079.0 |
2,302.5 |
|
| S3 |
1,869.0 |
2,000.0 |
2,283.3 |
|
| S4 |
1,659.0 |
1,790.0 |
2,225.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,368.0 |
2,158.0 |
210.0 |
9.0% |
84.4 |
3.6% |
87% |
True |
False |
1,282,382 |
| 10 |
2,368.0 |
2,126.0 |
242.0 |
10.3% |
85.5 |
3.7% |
89% |
True |
False |
1,313,694 |
| 20 |
2,551.0 |
2,084.0 |
467.0 |
19.9% |
92.3 |
3.9% |
55% |
False |
False |
1,306,613 |
| 40 |
2,619.0 |
2,084.0 |
535.0 |
22.9% |
87.4 |
3.7% |
48% |
False |
False |
954,886 |
| 60 |
2,709.0 |
2,084.0 |
625.0 |
26.7% |
103.0 |
4.4% |
41% |
False |
False |
638,745 |
| 80 |
2,878.0 |
2,084.0 |
794.0 |
33.9% |
118.7 |
5.1% |
32% |
False |
False |
480,885 |
| 100 |
3,349.0 |
2,084.0 |
1,265.0 |
54.0% |
125.0 |
5.3% |
20% |
False |
False |
389,028 |
| 120 |
3,476.0 |
2,084.0 |
1,392.0 |
59.5% |
114.0 |
4.9% |
18% |
False |
False |
324,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,708.0 |
|
2.618 |
2,577.4 |
|
1.618 |
2,497.4 |
|
1.000 |
2,448.0 |
|
0.618 |
2,417.4 |
|
HIGH |
2,368.0 |
|
0.618 |
2,337.4 |
|
0.500 |
2,328.0 |
|
0.382 |
2,318.6 |
|
LOW |
2,288.0 |
|
0.618 |
2,238.6 |
|
1.000 |
2,208.0 |
|
1.618 |
2,158.6 |
|
2.618 |
2,078.6 |
|
4.250 |
1,948.0 |
|
|
| Fisher Pivots for day following 06-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,336.7 |
2,326.7 |
| PP |
2,332.3 |
2,312.3 |
| S1 |
2,328.0 |
2,298.0 |
|