| 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 |
3,424.0 |
3,495.0 |
71.0 |
2.1% |
3,433.0 |
| High |
3,452.0 |
3,511.0 |
59.0 |
1.7% |
3,551.0 |
| Low |
3,398.0 |
3,457.0 |
59.0 |
1.7% |
3,364.0 |
| Close |
3,414.0 |
3,465.0 |
51.0 |
1.5% |
3,414.0 |
| Range |
54.0 |
54.0 |
0.0 |
0.0% |
187.0 |
| ATR |
97.6 |
97.6 |
0.0 |
0.0% |
0.0 |
| Volume |
19,401 |
20,157 |
756 |
3.9% |
137,563 |
|
| Daily Pivots for day following 09-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,639.7 |
3,606.3 |
3,494.7 |
|
| R3 |
3,585.7 |
3,552.3 |
3,479.9 |
|
| R2 |
3,531.7 |
3,531.7 |
3,474.9 |
|
| R1 |
3,498.3 |
3,498.3 |
3,470.0 |
3,488.0 |
| PP |
3,477.7 |
3,477.7 |
3,477.7 |
3,472.5 |
| S1 |
3,444.3 |
3,444.3 |
3,460.1 |
3,434.0 |
| S2 |
3,423.7 |
3,423.7 |
3,455.1 |
|
| S3 |
3,369.7 |
3,390.3 |
3,450.2 |
|
| S4 |
3,315.7 |
3,336.3 |
3,435.3 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,004.0 |
3,896.0 |
3,516.9 |
|
| R3 |
3,817.0 |
3,709.0 |
3,465.4 |
|
| R2 |
3,630.0 |
3,630.0 |
3,448.3 |
|
| R1 |
3,522.0 |
3,522.0 |
3,431.1 |
3,482.5 |
| PP |
3,443.0 |
3,443.0 |
3,443.0 |
3,423.3 |
| S1 |
3,335.0 |
3,335.0 |
3,396.9 |
3,295.5 |
| S2 |
3,256.0 |
3,256.0 |
3,379.7 |
|
| S3 |
3,069.0 |
3,148.0 |
3,362.6 |
|
| S4 |
2,882.0 |
2,961.0 |
3,311.2 |
|
|
| 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 |
3,364.0 |
187.0 |
5.4% |
71.0 |
2.0% |
54% |
False |
False |
27,385 |
| 10 |
3,551.0 |
3,355.0 |
196.0 |
5.7% |
72.9 |
2.1% |
56% |
False |
False |
26,030 |
| 20 |
3,682.0 |
3,299.0 |
383.0 |
11.1% |
71.9 |
2.1% |
43% |
False |
False |
25,455 |
| 40 |
4,002.0 |
3,299.0 |
703.0 |
20.3% |
98.3 |
2.8% |
24% |
False |
False |
26,305 |
| 60 |
4,002.0 |
3,229.0 |
773.0 |
22.3% |
87.0 |
2.5% |
31% |
False |
False |
18,008 |
| 80 |
4,326.0 |
3,229.0 |
1,097.0 |
31.7% |
71.6 |
2.1% |
22% |
False |
False |
14,613 |
| 100 |
5,073.0 |
3,229.0 |
1,844.0 |
53.2% |
66.0 |
1.9% |
13% |
False |
False |
11,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,740.5 |
|
2.618 |
3,652.4 |
|
1.618 |
3,598.4 |
|
1.000 |
3,565.0 |
|
0.618 |
3,544.4 |
|
HIGH |
3,511.0 |
|
0.618 |
3,490.4 |
|
0.500 |
3,484.0 |
|
0.382 |
3,477.6 |
|
LOW |
3,457.0 |
|
0.618 |
3,423.6 |
|
1.000 |
3,403.0 |
|
1.618 |
3,369.6 |
|
2.618 |
3,315.6 |
|
4.250 |
3,227.5 |
|
|
| Fisher Pivots for day following 09-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3,484.0 |
3,455.8 |
| PP |
3,477.7 |
3,446.7 |
| S1 |
3,471.3 |
3,437.5 |
|