| Trading Metrics calculated at close of trading on 03-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2009 |
03-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
3,433.0 |
3,491.0 |
58.0 |
1.7% |
3,362.0 |
| High |
3,488.0 |
3,551.0 |
63.0 |
1.8% |
3,530.0 |
| Low |
3,425.0 |
3,435.0 |
10.0 |
0.3% |
3,355.0 |
| Close |
3,460.0 |
3,452.0 |
-8.0 |
-0.2% |
3,492.0 |
| Range |
63.0 |
116.0 |
53.0 |
84.1% |
175.0 |
| ATR |
103.4 |
104.3 |
0.9 |
0.9% |
0.0 |
| Volume |
20,794 |
43,124 |
22,330 |
107.4% |
102,586 |
|
| Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,827.3 |
3,755.7 |
3,515.8 |
|
| R3 |
3,711.3 |
3,639.7 |
3,483.9 |
|
| R2 |
3,595.3 |
3,595.3 |
3,473.3 |
|
| R1 |
3,523.7 |
3,523.7 |
3,462.6 |
3,501.5 |
| PP |
3,479.3 |
3,479.3 |
3,479.3 |
3,468.3 |
| S1 |
3,407.7 |
3,407.7 |
3,441.4 |
3,385.5 |
| S2 |
3,363.3 |
3,363.3 |
3,430.7 |
|
| S3 |
3,247.3 |
3,291.7 |
3,420.1 |
|
| S4 |
3,131.3 |
3,175.7 |
3,388.2 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,984.0 |
3,913.0 |
3,588.3 |
|
| R3 |
3,809.0 |
3,738.0 |
3,540.1 |
|
| R2 |
3,634.0 |
3,634.0 |
3,524.1 |
|
| R1 |
3,563.0 |
3,563.0 |
3,508.0 |
3,598.5 |
| PP |
3,459.0 |
3,459.0 |
3,459.0 |
3,476.8 |
| S1 |
3,388.0 |
3,388.0 |
3,476.0 |
3,423.5 |
| S2 |
3,284.0 |
3,284.0 |
3,459.9 |
|
| S3 |
3,109.0 |
3,213.0 |
3,443.9 |
|
| S4 |
2,934.0 |
3,038.0 |
3,395.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,551.0 |
3,380.0 |
171.0 |
5.0% |
86.4 |
2.5% |
42% |
True |
False |
28,436 |
| 10 |
3,551.0 |
3,299.0 |
252.0 |
7.3% |
82.3 |
2.4% |
61% |
True |
False |
28,922 |
| 20 |
3,811.0 |
3,299.0 |
512.0 |
14.8% |
73.3 |
2.1% |
30% |
False |
False |
24,390 |
| 40 |
4,002.0 |
3,299.0 |
703.0 |
20.4% |
100.9 |
2.9% |
22% |
False |
False |
24,019 |
| 60 |
4,170.0 |
3,229.0 |
941.0 |
27.3% |
83.6 |
2.4% |
24% |
False |
False |
16,445 |
| 80 |
4,385.0 |
3,229.0 |
1,156.0 |
33.5% |
70.7 |
2.0% |
19% |
False |
False |
13,443 |
| 100 |
5,073.0 |
3,229.0 |
1,844.0 |
53.4% |
65.2 |
1.9% |
12% |
False |
False |
10,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,044.0 |
|
2.618 |
3,854.7 |
|
1.618 |
3,738.7 |
|
1.000 |
3,667.0 |
|
0.618 |
3,622.7 |
|
HIGH |
3,551.0 |
|
0.618 |
3,506.7 |
|
0.500 |
3,493.0 |
|
0.382 |
3,479.3 |
|
LOW |
3,435.0 |
|
0.618 |
3,363.3 |
|
1.000 |
3,319.0 |
|
1.618 |
3,247.3 |
|
2.618 |
3,131.3 |
|
4.250 |
2,942.0 |
|
|
| Fisher Pivots for day following 03-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3,493.0 |
3,488.0 |
| PP |
3,479.3 |
3,476.0 |
| S1 |
3,465.7 |
3,464.0 |
|