| Trading Metrics calculated at close of trading on 04-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2009 |
04-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,157.0 |
2,213.0 |
56.0 |
2.6% |
2,066.0 |
| High |
2,216.0 |
2,266.0 |
50.0 |
2.3% |
2,290.0 |
| Low |
2,128.0 |
2,192.0 |
64.0 |
3.0% |
2,066.0 |
| Close |
2,188.0 |
2,240.0 |
52.0 |
2.4% |
2,176.0 |
| Range |
88.0 |
74.0 |
-14.0 |
-15.9% |
224.0 |
| ATR |
89.6 |
88.7 |
-0.8 |
-0.9% |
0.0 |
| Volume |
2,732 |
8,032 |
5,300 |
194.0% |
24,640 |
|
| Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,454.7 |
2,421.3 |
2,280.7 |
|
| R3 |
2,380.7 |
2,347.3 |
2,260.4 |
|
| R2 |
2,306.7 |
2,306.7 |
2,253.6 |
|
| R1 |
2,273.3 |
2,273.3 |
2,246.8 |
2,290.0 |
| PP |
2,232.7 |
2,232.7 |
2,232.7 |
2,241.0 |
| S1 |
2,199.3 |
2,199.3 |
2,233.2 |
2,216.0 |
| S2 |
2,158.7 |
2,158.7 |
2,226.4 |
|
| S3 |
2,084.7 |
2,125.3 |
2,219.7 |
|
| S4 |
2,010.7 |
2,051.3 |
2,199.3 |
|
|
| 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 |
2,267.0 |
2,105.0 |
162.0 |
7.2% |
73.0 |
3.3% |
83% |
False |
False |
4,341 |
| 10 |
2,290.0 |
2,030.0 |
260.0 |
11.6% |
82.5 |
3.7% |
81% |
False |
False |
5,690 |
| 20 |
2,493.0 |
2,030.0 |
463.0 |
20.7% |
86.0 |
3.8% |
45% |
False |
False |
3,980 |
| 40 |
2,562.0 |
2,030.0 |
532.0 |
23.8% |
82.0 |
3.7% |
39% |
False |
False |
7,404 |
| 60 |
2,637.0 |
2,030.0 |
607.0 |
27.1% |
93.5 |
4.2% |
35% |
False |
False |
5,574 |
| 80 |
2,746.0 |
2,030.0 |
716.0 |
32.0% |
95.6 |
4.3% |
29% |
False |
False |
4,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,580.5 |
|
2.618 |
2,459.7 |
|
1.618 |
2,385.7 |
|
1.000 |
2,340.0 |
|
0.618 |
2,311.7 |
|
HIGH |
2,266.0 |
|
0.618 |
2,237.7 |
|
0.500 |
2,229.0 |
|
0.382 |
2,220.3 |
|
LOW |
2,192.0 |
|
0.618 |
2,146.3 |
|
1.000 |
2,118.0 |
|
1.618 |
2,072.3 |
|
2.618 |
1,998.3 |
|
4.250 |
1,877.5 |
|
|
| Fisher Pivots for day following 04-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,236.3 |
2,221.8 |
| PP |
2,232.7 |
2,203.7 |
| S1 |
2,229.0 |
2,185.5 |
|