| 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 |
2,159.0 |
2,157.0 |
-2.0 |
-0.1% |
2,066.0 |
| High |
2,164.0 |
2,216.0 |
52.0 |
2.4% |
2,290.0 |
| Low |
2,105.0 |
2,128.0 |
23.0 |
1.1% |
2,066.0 |
| Close |
2,141.0 |
2,188.0 |
47.0 |
2.2% |
2,176.0 |
| Range |
59.0 |
88.0 |
29.0 |
49.2% |
224.0 |
| ATR |
89.7 |
89.6 |
-0.1 |
-0.1% |
0.0 |
| Volume |
4,005 |
2,732 |
-1,273 |
-31.8% |
24,640 |
|
| Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,441.3 |
2,402.7 |
2,236.4 |
|
| R3 |
2,353.3 |
2,314.7 |
2,212.2 |
|
| R2 |
2,265.3 |
2,265.3 |
2,204.1 |
|
| R1 |
2,226.7 |
2,226.7 |
2,196.1 |
2,246.0 |
| PP |
2,177.3 |
2,177.3 |
2,177.3 |
2,187.0 |
| S1 |
2,138.7 |
2,138.7 |
2,179.9 |
2,158.0 |
| S2 |
2,089.3 |
2,089.3 |
2,171.9 |
|
| S3 |
2,001.3 |
2,050.7 |
2,163.8 |
|
| S4 |
1,913.3 |
1,962.7 |
2,139.6 |
|
|
| 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 |
8.5% |
76.8 |
3.5% |
45% |
False |
False |
5,757 |
| 10 |
2,290.0 |
2,030.0 |
260.0 |
11.9% |
85.5 |
3.9% |
61% |
False |
False |
5,061 |
| 20 |
2,522.0 |
2,030.0 |
492.0 |
22.5% |
85.2 |
3.9% |
32% |
False |
False |
3,634 |
| 40 |
2,562.0 |
2,030.0 |
532.0 |
24.3% |
82.7 |
3.8% |
30% |
False |
False |
7,256 |
| 60 |
2,714.0 |
2,030.0 |
684.0 |
31.3% |
94.2 |
4.3% |
23% |
False |
False |
5,472 |
| 80 |
2,807.0 |
2,030.0 |
777.0 |
35.5% |
97.1 |
4.4% |
20% |
False |
False |
4,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,590.0 |
|
2.618 |
2,446.4 |
|
1.618 |
2,358.4 |
|
1.000 |
2,304.0 |
|
0.618 |
2,270.4 |
|
HIGH |
2,216.0 |
|
0.618 |
2,182.4 |
|
0.500 |
2,172.0 |
|
0.382 |
2,161.6 |
|
LOW |
2,128.0 |
|
0.618 |
2,073.6 |
|
1.000 |
2,040.0 |
|
1.618 |
1,985.6 |
|
2.618 |
1,897.6 |
|
4.250 |
1,754.0 |
|
|
| Fisher Pivots for day following 03-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,182.7 |
2,180.7 |
| PP |
2,177.3 |
2,173.3 |
| S1 |
2,172.0 |
2,166.0 |
|