| Trading Metrics calculated at close of trading on 09-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2009 |
09-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1,236.50 |
1,273.00 |
36.50 |
3.0% |
1,181.00 |
| High |
1,279.50 |
1,285.50 |
6.00 |
0.5% |
1,279.50 |
| Low |
1,230.25 |
1,258.00 |
27.75 |
2.3% |
1,153.50 |
| Close |
1,275.75 |
1,275.75 |
0.00 |
0.0% |
1,275.75 |
| Range |
49.25 |
27.50 |
-21.75 |
-44.2% |
126.00 |
| ATR |
47.22 |
45.81 |
-1.41 |
-3.0% |
0.00 |
| Volume |
428,893 |
337,645 |
-91,248 |
-21.3% |
1,634,196 |
|
| Daily Pivots for day following 09-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,355.50 |
1,343.25 |
1,291.00 |
|
| R3 |
1,328.00 |
1,315.75 |
1,283.25 |
|
| R2 |
1,300.50 |
1,300.50 |
1,280.75 |
|
| R1 |
1,288.25 |
1,288.25 |
1,278.25 |
1,294.50 |
| PP |
1,273.00 |
1,273.00 |
1,273.00 |
1,276.25 |
| S1 |
1,260.75 |
1,260.75 |
1,273.25 |
1,267.00 |
| S2 |
1,245.50 |
1,245.50 |
1,270.75 |
|
| S3 |
1,218.00 |
1,233.25 |
1,268.25 |
|
| S4 |
1,190.50 |
1,205.75 |
1,260.50 |
|
|
| 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 |
1,285.50 |
1,177.50 |
108.00 |
8.5% |
44.00 |
3.5% |
91% |
True |
False |
334,576 |
| 10 |
1,285.50 |
1,153.50 |
132.00 |
10.3% |
42.75 |
3.4% |
93% |
True |
False |
311,070 |
| 20 |
1,285.50 |
1,132.00 |
153.50 |
12.0% |
47.00 |
3.7% |
94% |
True |
False |
308,999 |
| 40 |
1,287.00 |
1,132.00 |
155.00 |
12.1% |
43.75 |
3.4% |
93% |
False |
False |
257,558 |
| 60 |
1,287.00 |
1,021.00 |
266.00 |
20.9% |
52.25 |
4.1% |
96% |
False |
False |
172,006 |
| 80 |
1,392.00 |
1,021.00 |
371.00 |
29.1% |
59.50 |
4.7% |
69% |
False |
False |
129,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,402.50 |
|
2.618 |
1,357.50 |
|
1.618 |
1,330.00 |
|
1.000 |
1,313.00 |
|
0.618 |
1,302.50 |
|
HIGH |
1,285.50 |
|
0.618 |
1,275.00 |
|
0.500 |
1,271.75 |
|
0.382 |
1,268.50 |
|
LOW |
1,258.00 |
|
0.618 |
1,241.00 |
|
1.000 |
1,230.50 |
|
1.618 |
1,213.50 |
|
2.618 |
1,186.00 |
|
4.250 |
1,141.00 |
|
|
| Fisher Pivots for day following 09-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,274.50 |
1,262.25 |
| PP |
1,273.00 |
1,248.75 |
| S1 |
1,271.75 |
1,235.25 |
|