| Trading Metrics calculated at close of trading on 06-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2009 |
06-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,198.0 |
2,241.0 |
43.0 |
2.0% |
2,159.0 |
| High |
2,266.0 |
2,304.0 |
38.0 |
1.7% |
2,304.0 |
| Low |
2,172.0 |
2,231.0 |
59.0 |
2.7% |
2,105.0 |
| Close |
2,231.0 |
2,281.0 |
50.0 |
2.2% |
2,281.0 |
| Range |
94.0 |
73.0 |
-21.0 |
-22.3% |
199.0 |
| ATR |
89.1 |
88.0 |
-1.2 |
-1.3% |
0.0 |
| Volume |
5,093 |
2,646 |
-2,447 |
-48.0% |
22,508 |
|
| Daily Pivots for day following 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,491.0 |
2,459.0 |
2,321.2 |
|
| R3 |
2,418.0 |
2,386.0 |
2,301.1 |
|
| R2 |
2,345.0 |
2,345.0 |
2,294.4 |
|
| R1 |
2,313.0 |
2,313.0 |
2,287.7 |
2,329.0 |
| PP |
2,272.0 |
2,272.0 |
2,272.0 |
2,280.0 |
| S1 |
2,240.0 |
2,240.0 |
2,274.3 |
2,256.0 |
| S2 |
2,199.0 |
2,199.0 |
2,267.6 |
|
| S3 |
2,126.0 |
2,167.0 |
2,260.9 |
|
| S4 |
2,053.0 |
2,094.0 |
2,240.9 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,827.0 |
2,753.0 |
2,390.5 |
|
| R3 |
2,628.0 |
2,554.0 |
2,335.7 |
|
| R2 |
2,429.0 |
2,429.0 |
2,317.5 |
|
| R1 |
2,355.0 |
2,355.0 |
2,299.2 |
2,392.0 |
| PP |
2,230.0 |
2,230.0 |
2,230.0 |
2,248.5 |
| S1 |
2,156.0 |
2,156.0 |
2,262.8 |
2,193.0 |
| S2 |
2,031.0 |
2,031.0 |
2,244.5 |
|
| S3 |
1,832.0 |
1,957.0 |
2,226.3 |
|
| S4 |
1,633.0 |
1,758.0 |
2,171.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,304.0 |
2,105.0 |
199.0 |
8.7% |
77.6 |
3.4% |
88% |
True |
False |
4,501 |
| 10 |
2,304.0 |
2,066.0 |
238.0 |
10.4% |
79.8 |
3.5% |
90% |
True |
False |
4,714 |
| 20 |
2,440.0 |
2,030.0 |
410.0 |
18.0% |
87.5 |
3.8% |
61% |
False |
False |
4,247 |
| 40 |
2,562.0 |
2,030.0 |
532.0 |
23.3% |
80.8 |
3.5% |
47% |
False |
False |
7,515 |
| 60 |
2,637.0 |
2,030.0 |
607.0 |
26.6% |
91.8 |
4.0% |
41% |
False |
False |
5,636 |
| 80 |
2,746.0 |
2,030.0 |
716.0 |
31.4% |
95.1 |
4.2% |
35% |
False |
False |
4,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,614.3 |
|
2.618 |
2,495.1 |
|
1.618 |
2,422.1 |
|
1.000 |
2,377.0 |
|
0.618 |
2,349.1 |
|
HIGH |
2,304.0 |
|
0.618 |
2,276.1 |
|
0.500 |
2,267.5 |
|
0.382 |
2,258.9 |
|
LOW |
2,231.0 |
|
0.618 |
2,185.9 |
|
1.000 |
2,158.0 |
|
1.618 |
2,112.9 |
|
2.618 |
2,039.9 |
|
4.250 |
1,920.8 |
|
|
| Fisher Pivots for day following 06-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,276.5 |
2,266.7 |
| PP |
2,272.0 |
2,252.3 |
| S1 |
2,267.5 |
2,238.0 |
|