| 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 |
4,401.5 |
4,425.0 |
23.5 |
0.5% |
4,144.5 |
| High |
4,554.0 |
4,572.0 |
18.0 |
0.4% |
4,570.0 |
| Low |
4,379.0 |
4,391.5 |
12.5 |
0.3% |
4,141.5 |
| Close |
4,494.0 |
4,505.0 |
11.0 |
0.2% |
4,340.5 |
| Range |
175.0 |
180.5 |
5.5 |
3.1% |
428.5 |
| ATR |
180.9 |
180.9 |
0.0 |
0.0% |
0.0 |
| Volume |
150,189 |
184,736 |
34,547 |
23.0% |
827,382 |
|
| Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,031.0 |
4,948.5 |
4,604.3 |
|
| R3 |
4,850.5 |
4,768.0 |
4,554.6 |
|
| R2 |
4,670.0 |
4,670.0 |
4,538.1 |
|
| R1 |
4,587.5 |
4,587.5 |
4,521.5 |
4,628.8 |
| PP |
4,489.5 |
4,489.5 |
4,489.5 |
4,510.1 |
| S1 |
4,407.0 |
4,407.0 |
4,488.5 |
4,448.3 |
| S2 |
4,309.0 |
4,309.0 |
4,471.9 |
|
| S3 |
4,128.5 |
4,226.5 |
4,455.4 |
|
| S4 |
3,948.0 |
4,046.0 |
4,405.7 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,636.2 |
5,416.8 |
4,576.2 |
|
| R3 |
5,207.7 |
4,988.3 |
4,458.3 |
|
| R2 |
4,779.2 |
4,779.2 |
4,419.1 |
|
| R1 |
4,559.8 |
4,559.8 |
4,379.8 |
4,669.5 |
| PP |
4,350.7 |
4,350.7 |
4,350.7 |
4,405.5 |
| S1 |
4,131.3 |
4,131.3 |
4,301.2 |
4,241.0 |
| S2 |
3,922.2 |
3,922.2 |
4,261.9 |
|
| S3 |
3,493.7 |
3,702.8 |
4,222.7 |
|
| S4 |
3,065.2 |
3,274.3 |
4,104.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,572.0 |
4,202.5 |
369.5 |
8.2% |
163.8 |
3.6% |
82% |
True |
False |
166,808 |
| 10 |
4,572.0 |
4,075.0 |
497.0 |
11.0% |
168.3 |
3.7% |
87% |
True |
False |
167,438 |
| 20 |
4,953.5 |
4,075.0 |
878.5 |
19.5% |
174.2 |
3.9% |
49% |
False |
False |
160,388 |
| 40 |
5,138.5 |
4,075.0 |
1,063.5 |
23.6% |
165.9 |
3.7% |
40% |
False |
False |
105,371 |
| 60 |
5,183.0 |
4,066.0 |
1,117.0 |
24.8% |
199.3 |
4.4% |
39% |
False |
False |
70,684 |
| 80 |
5,458.0 |
4,066.0 |
1,392.0 |
30.9% |
232.7 |
5.2% |
32% |
False |
False |
53,260 |
| 100 |
6,392.5 |
4,066.0 |
2,326.5 |
51.6% |
228.9 |
5.1% |
19% |
False |
False |
43,092 |
| 120 |
6,706.5 |
4,066.0 |
2,640.5 |
58.6% |
210.3 |
4.7% |
17% |
False |
False |
36,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,339.1 |
|
2.618 |
5,044.5 |
|
1.618 |
4,864.0 |
|
1.000 |
4,752.5 |
|
0.618 |
4,683.5 |
|
HIGH |
4,572.0 |
|
0.618 |
4,503.0 |
|
0.500 |
4,481.8 |
|
0.382 |
4,460.5 |
|
LOW |
4,391.5 |
|
0.618 |
4,280.0 |
|
1.000 |
4,211.0 |
|
1.618 |
4,099.5 |
|
2.618 |
3,919.0 |
|
4.250 |
3,624.4 |
|
|
| Fisher Pivots for day following 05-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4,497.3 |
4,469.8 |
| PP |
4,489.5 |
4,434.5 |
| S1 |
4,481.8 |
4,399.3 |
|