| Trading Metrics calculated at close of trading on 05-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2009 |
05-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,213.0 |
2,198.0 |
-15.0 |
-0.7% |
2,066.0 |
| High |
2,266.0 |
2,266.0 |
0.0 |
0.0% |
2,290.0 |
| Low |
2,192.0 |
2,172.0 |
-20.0 |
-0.9% |
2,066.0 |
| Close |
2,240.0 |
2,231.0 |
-9.0 |
-0.4% |
2,176.0 |
| Range |
74.0 |
94.0 |
20.0 |
27.0% |
224.0 |
| ATR |
88.7 |
89.1 |
0.4 |
0.4% |
0.0 |
| Volume |
8,032 |
5,093 |
-2,939 |
-36.6% |
24,640 |
|
| Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,505.0 |
2,462.0 |
2,282.7 |
|
| R3 |
2,411.0 |
2,368.0 |
2,256.9 |
|
| R2 |
2,317.0 |
2,317.0 |
2,248.2 |
|
| R1 |
2,274.0 |
2,274.0 |
2,239.6 |
2,295.5 |
| PP |
2,223.0 |
2,223.0 |
2,223.0 |
2,233.8 |
| S1 |
2,180.0 |
2,180.0 |
2,222.4 |
2,201.5 |
| S2 |
2,129.0 |
2,129.0 |
2,213.8 |
|
| S3 |
2,035.0 |
2,086.0 |
2,205.2 |
|
| S4 |
1,941.0 |
1,992.0 |
2,179.3 |
|
|
| 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 |
2,266.0 |
2,105.0 |
161.0 |
7.2% |
75.4 |
3.4% |
78% |
True |
False |
4,313 |
| 10 |
2,290.0 |
2,030.0 |
260.0 |
11.7% |
82.1 |
3.7% |
77% |
False |
False |
5,164 |
| 20 |
2,493.0 |
2,030.0 |
463.0 |
20.8% |
87.9 |
3.9% |
43% |
False |
False |
4,129 |
| 40 |
2,562.0 |
2,030.0 |
532.0 |
23.8% |
81.5 |
3.7% |
38% |
False |
False |
7,502 |
| 60 |
2,637.0 |
2,030.0 |
607.0 |
27.2% |
92.2 |
4.1% |
33% |
False |
False |
5,603 |
| 80 |
2,746.0 |
2,030.0 |
716.0 |
32.1% |
95.1 |
4.3% |
28% |
False |
False |
4,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,665.5 |
|
2.618 |
2,512.1 |
|
1.618 |
2,418.1 |
|
1.000 |
2,360.0 |
|
0.618 |
2,324.1 |
|
HIGH |
2,266.0 |
|
0.618 |
2,230.1 |
|
0.500 |
2,219.0 |
|
0.382 |
2,207.9 |
|
LOW |
2,172.0 |
|
0.618 |
2,113.9 |
|
1.000 |
2,078.0 |
|
1.618 |
2,019.9 |
|
2.618 |
1,925.9 |
|
4.250 |
1,772.5 |
|
|
| Fisher Pivots for day following 05-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,227.0 |
2,219.7 |
| PP |
2,223.0 |
2,208.3 |
| S1 |
2,219.0 |
2,197.0 |
|