| Trading Metrics calculated at close of trading on 09-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2009 |
09-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,241.0 |
2,262.0 |
21.0 |
0.9% |
2,159.0 |
| High |
2,304.0 |
2,301.0 |
-3.0 |
-0.1% |
2,304.0 |
| Low |
2,231.0 |
2,262.0 |
31.0 |
1.4% |
2,105.0 |
| Close |
2,281.0 |
2,296.0 |
15.0 |
0.7% |
2,281.0 |
| Range |
73.0 |
39.0 |
-34.0 |
-46.6% |
199.0 |
| ATR |
88.0 |
84.5 |
-3.5 |
-4.0% |
0.0 |
| Volume |
2,646 |
3,313 |
667 |
25.2% |
22,508 |
|
| Daily Pivots for day following 09-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,403.3 |
2,388.7 |
2,317.5 |
|
| R3 |
2,364.3 |
2,349.7 |
2,306.7 |
|
| R2 |
2,325.3 |
2,325.3 |
2,303.2 |
|
| R1 |
2,310.7 |
2,310.7 |
2,299.6 |
2,318.0 |
| PP |
2,286.3 |
2,286.3 |
2,286.3 |
2,290.0 |
| S1 |
2,271.7 |
2,271.7 |
2,292.4 |
2,279.0 |
| S2 |
2,247.3 |
2,247.3 |
2,288.9 |
|
| S3 |
2,208.3 |
2,232.7 |
2,285.3 |
|
| S4 |
2,169.3 |
2,193.7 |
2,274.6 |
|
|
| 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 |
2,128.0 |
176.0 |
7.7% |
73.6 |
3.2% |
95% |
False |
False |
4,363 |
| 10 |
2,304.0 |
2,105.0 |
199.0 |
8.7% |
71.5 |
3.1% |
96% |
False |
False |
4,858 |
| 20 |
2,388.0 |
2,030.0 |
358.0 |
15.6% |
86.0 |
3.7% |
74% |
False |
False |
4,321 |
| 40 |
2,562.0 |
2,030.0 |
532.0 |
23.2% |
79.9 |
3.5% |
50% |
False |
False |
7,460 |
| 60 |
2,562.0 |
2,030.0 |
532.0 |
23.2% |
90.3 |
3.9% |
50% |
False |
False |
5,631 |
| 80 |
2,746.0 |
2,030.0 |
716.0 |
31.2% |
94.6 |
4.1% |
37% |
False |
False |
4,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,466.8 |
|
2.618 |
2,403.1 |
|
1.618 |
2,364.1 |
|
1.000 |
2,340.0 |
|
0.618 |
2,325.1 |
|
HIGH |
2,301.0 |
|
0.618 |
2,286.1 |
|
0.500 |
2,281.5 |
|
0.382 |
2,276.9 |
|
LOW |
2,262.0 |
|
0.618 |
2,237.9 |
|
1.000 |
2,223.0 |
|
1.618 |
2,198.9 |
|
2.618 |
2,159.9 |
|
4.250 |
2,096.3 |
|
|
| Fisher Pivots for day following 09-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,291.2 |
2,276.7 |
| PP |
2,286.3 |
2,257.3 |
| S1 |
2,281.5 |
2,238.0 |
|