| Trading Metrics calculated at close of trading on 10-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2009 |
10-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
3,495.0 |
3,490.0 |
-5.0 |
-0.1% |
3,433.0 |
| High |
3,511.0 |
3,490.0 |
-21.0 |
-0.6% |
3,551.0 |
| Low |
3,457.0 |
3,422.0 |
-35.0 |
-1.0% |
3,364.0 |
| Close |
3,465.0 |
3,433.0 |
-32.0 |
-0.9% |
3,414.0 |
| Range |
54.0 |
68.0 |
14.0 |
25.9% |
187.0 |
| ATR |
97.6 |
95.5 |
-2.1 |
-2.2% |
0.0 |
| Volume |
20,157 |
21,712 |
1,555 |
7.7% |
137,563 |
|
| Daily Pivots for day following 10-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,652.3 |
3,610.7 |
3,470.4 |
|
| R3 |
3,584.3 |
3,542.7 |
3,451.7 |
|
| R2 |
3,516.3 |
3,516.3 |
3,445.5 |
|
| R1 |
3,474.7 |
3,474.7 |
3,439.2 |
3,461.5 |
| PP |
3,448.3 |
3,448.3 |
3,448.3 |
3,441.8 |
| S1 |
3,406.7 |
3,406.7 |
3,426.8 |
3,393.5 |
| S2 |
3,380.3 |
3,380.3 |
3,420.5 |
|
| S3 |
3,312.3 |
3,338.7 |
3,414.3 |
|
| S4 |
3,244.3 |
3,270.7 |
3,395.6 |
|
|
| 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 |
3,511.0 |
3,364.0 |
147.0 |
4.3% |
61.4 |
1.8% |
47% |
False |
False |
23,102 |
| 10 |
3,551.0 |
3,364.0 |
187.0 |
5.4% |
73.9 |
2.2% |
37% |
False |
False |
25,769 |
| 20 |
3,680.0 |
3,299.0 |
381.0 |
11.1% |
71.6 |
2.1% |
35% |
False |
False |
25,579 |
| 40 |
4,002.0 |
3,299.0 |
703.0 |
20.5% |
97.3 |
2.8% |
19% |
False |
False |
26,810 |
| 60 |
4,002.0 |
3,229.0 |
773.0 |
22.5% |
87.4 |
2.5% |
26% |
False |
False |
18,369 |
| 80 |
4,326.0 |
3,229.0 |
1,097.0 |
32.0% |
72.2 |
2.1% |
19% |
False |
False |
14,884 |
| 100 |
5,073.0 |
3,229.0 |
1,844.0 |
53.7% |
66.7 |
1.9% |
11% |
False |
False |
11,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,779.0 |
|
2.618 |
3,668.0 |
|
1.618 |
3,600.0 |
|
1.000 |
3,558.0 |
|
0.618 |
3,532.0 |
|
HIGH |
3,490.0 |
|
0.618 |
3,464.0 |
|
0.500 |
3,456.0 |
|
0.382 |
3,448.0 |
|
LOW |
3,422.0 |
|
0.618 |
3,380.0 |
|
1.000 |
3,354.0 |
|
1.618 |
3,312.0 |
|
2.618 |
3,244.0 |
|
4.250 |
3,133.0 |
|
|
| Fisher Pivots for day following 10-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3,456.0 |
3,454.5 |
| PP |
3,448.3 |
3,447.3 |
| S1 |
3,440.7 |
3,440.2 |
|