| 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 |
1,214.75 |
1,236.50 |
21.75 |
1.8% |
1,181.00 |
| High |
1,249.25 |
1,279.50 |
30.25 |
2.4% |
1,279.50 |
| Low |
1,185.00 |
1,230.25 |
45.25 |
3.8% |
1,153.50 |
| Close |
1,234.50 |
1,275.75 |
41.25 |
3.3% |
1,275.75 |
| Range |
64.25 |
49.25 |
-15.00 |
-23.3% |
126.00 |
| ATR |
47.06 |
47.22 |
0.16 |
0.3% |
0.00 |
| Volume |
310,950 |
428,893 |
117,943 |
37.9% |
1,634,196 |
|
| Daily Pivots for day following 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,409.50 |
1,392.00 |
1,302.75 |
|
| R3 |
1,360.25 |
1,342.75 |
1,289.25 |
|
| R2 |
1,311.00 |
1,311.00 |
1,284.75 |
|
| R1 |
1,293.50 |
1,293.50 |
1,280.25 |
1,302.25 |
| PP |
1,261.75 |
1,261.75 |
1,261.75 |
1,266.25 |
| S1 |
1,244.25 |
1,244.25 |
1,271.25 |
1,253.00 |
| S2 |
1,212.50 |
1,212.50 |
1,266.75 |
|
| S3 |
1,163.25 |
1,195.00 |
1,262.25 |
|
| S4 |
1,114.00 |
1,145.75 |
1,248.75 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,614.25 |
1,571.00 |
1,345.00 |
|
| R3 |
1,488.25 |
1,445.00 |
1,310.50 |
|
| R2 |
1,362.25 |
1,362.25 |
1,298.75 |
|
| R1 |
1,319.00 |
1,319.00 |
1,287.25 |
1,340.50 |
| PP |
1,236.25 |
1,236.25 |
1,236.25 |
1,247.00 |
| S1 |
1,193.00 |
1,193.00 |
1,264.25 |
1,214.50 |
| S2 |
1,110.25 |
1,110.25 |
1,252.75 |
|
| S3 |
984.25 |
1,067.00 |
1,241.00 |
|
| S4 |
858.25 |
941.00 |
1,206.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,279.50 |
1,153.50 |
126.00 |
9.9% |
48.25 |
3.8% |
97% |
True |
False |
326,839 |
| 10 |
1,279.50 |
1,146.75 |
132.75 |
10.4% |
45.50 |
3.6% |
97% |
True |
False |
312,041 |
| 20 |
1,279.50 |
1,132.00 |
147.50 |
11.6% |
47.75 |
3.7% |
97% |
True |
False |
304,958 |
| 40 |
1,287.00 |
1,132.00 |
155.00 |
12.1% |
44.00 |
3.5% |
93% |
False |
False |
249,265 |
| 60 |
1,287.00 |
1,021.00 |
266.00 |
20.9% |
52.75 |
4.1% |
96% |
False |
False |
166,379 |
| 80 |
1,501.75 |
1,021.00 |
480.75 |
37.7% |
61.00 |
4.8% |
53% |
False |
False |
124,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,488.75 |
|
2.618 |
1,408.50 |
|
1.618 |
1,359.25 |
|
1.000 |
1,328.75 |
|
0.618 |
1,310.00 |
|
HIGH |
1,279.50 |
|
0.618 |
1,260.75 |
|
0.500 |
1,255.00 |
|
0.382 |
1,249.00 |
|
LOW |
1,230.25 |
|
0.618 |
1,199.75 |
|
1.000 |
1,181.00 |
|
1.618 |
1,150.50 |
|
2.618 |
1,101.25 |
|
4.250 |
1,021.00 |
|
|
| Fisher Pivots for day following 06-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,268.75 |
1,261.25 |
| PP |
1,261.75 |
1,246.75 |
| S1 |
1,255.00 |
1,232.25 |
|