| Trading Metrics calculated at close of trading on 02-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2009 |
02-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,202.0 |
2,159.0 |
-43.0 |
-2.0% |
2,066.0 |
| High |
2,227.0 |
2,164.0 |
-63.0 |
-2.8% |
2,290.0 |
| Low |
2,165.0 |
2,105.0 |
-60.0 |
-2.8% |
2,066.0 |
| Close |
2,176.0 |
2,141.0 |
-35.0 |
-1.6% |
2,176.0 |
| Range |
62.0 |
59.0 |
-3.0 |
-4.8% |
224.0 |
| ATR |
91.1 |
89.7 |
-1.4 |
-1.6% |
0.0 |
| Volume |
1,707 |
4,005 |
2,298 |
134.6% |
24,640 |
|
| Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,313.7 |
2,286.3 |
2,173.5 |
|
| R3 |
2,254.7 |
2,227.3 |
2,157.2 |
|
| R2 |
2,195.7 |
2,195.7 |
2,151.8 |
|
| R1 |
2,168.3 |
2,168.3 |
2,146.4 |
2,152.5 |
| PP |
2,136.7 |
2,136.7 |
2,136.7 |
2,128.8 |
| S1 |
2,109.3 |
2,109.3 |
2,135.6 |
2,093.5 |
| S2 |
2,077.7 |
2,077.7 |
2,130.2 |
|
| S3 |
2,018.7 |
2,050.3 |
2,124.8 |
|
| S4 |
1,959.7 |
1,991.3 |
2,108.6 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,849.3 |
2,736.7 |
2,299.2 |
|
| R3 |
2,625.3 |
2,512.7 |
2,237.6 |
|
| R2 |
2,401.3 |
2,401.3 |
2,217.1 |
|
| R1 |
2,288.7 |
2,288.7 |
2,196.5 |
2,345.0 |
| PP |
2,177.3 |
2,177.3 |
2,177.3 |
2,205.5 |
| S1 |
2,064.7 |
2,064.7 |
2,155.5 |
2,121.0 |
| S2 |
1,953.3 |
1,953.3 |
2,134.9 |
|
| S3 |
1,729.3 |
1,840.7 |
2,114.4 |
|
| S4 |
1,505.3 |
1,616.7 |
2,052.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,290.0 |
2,105.0 |
185.0 |
8.6% |
69.4 |
3.2% |
19% |
False |
True |
5,353 |
| 10 |
2,290.0 |
2,030.0 |
260.0 |
12.1% |
88.1 |
4.1% |
43% |
False |
False |
4,934 |
| 20 |
2,562.0 |
2,030.0 |
532.0 |
24.8% |
84.0 |
3.9% |
21% |
False |
False |
3,556 |
| 40 |
2,562.0 |
2,030.0 |
532.0 |
24.8% |
83.7 |
3.9% |
21% |
False |
False |
7,222 |
| 60 |
2,725.0 |
2,030.0 |
695.0 |
32.5% |
95.0 |
4.4% |
16% |
False |
False |
5,438 |
| 80 |
2,890.0 |
2,030.0 |
860.0 |
40.2% |
97.6 |
4.6% |
13% |
False |
False |
4,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,414.8 |
|
2.618 |
2,318.5 |
|
1.618 |
2,259.5 |
|
1.000 |
2,223.0 |
|
0.618 |
2,200.5 |
|
HIGH |
2,164.0 |
|
0.618 |
2,141.5 |
|
0.500 |
2,134.5 |
|
0.382 |
2,127.5 |
|
LOW |
2,105.0 |
|
0.618 |
2,068.5 |
|
1.000 |
2,046.0 |
|
1.618 |
2,009.5 |
|
2.618 |
1,950.5 |
|
4.250 |
1,854.3 |
|
|
| Fisher Pivots for day following 02-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,138.8 |
2,186.0 |
| PP |
2,136.7 |
2,171.0 |
| S1 |
2,134.5 |
2,156.0 |
|