| Trading Metrics calculated at close of trading on 10-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2009 |
10-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,262.0 |
2,272.0 |
10.0 |
0.4% |
2,159.0 |
| High |
2,301.0 |
2,286.0 |
-15.0 |
-0.7% |
2,304.0 |
| Low |
2,262.0 |
2,166.0 |
-96.0 |
-4.2% |
2,105.0 |
| Close |
2,296.0 |
2,224.0 |
-72.0 |
-3.1% |
2,281.0 |
| Range |
39.0 |
120.0 |
81.0 |
207.7% |
199.0 |
| ATR |
84.5 |
87.7 |
3.3 |
3.9% |
0.0 |
| Volume |
3,313 |
5,481 |
2,168 |
65.4% |
22,508 |
|
| Daily Pivots for day following 10-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,585.3 |
2,524.7 |
2,290.0 |
|
| R3 |
2,465.3 |
2,404.7 |
2,257.0 |
|
| R2 |
2,345.3 |
2,345.3 |
2,246.0 |
|
| R1 |
2,284.7 |
2,284.7 |
2,235.0 |
2,255.0 |
| PP |
2,225.3 |
2,225.3 |
2,225.3 |
2,210.5 |
| S1 |
2,164.7 |
2,164.7 |
2,213.0 |
2,135.0 |
| S2 |
2,105.3 |
2,105.3 |
2,202.0 |
|
| S3 |
1,985.3 |
2,044.7 |
2,191.0 |
|
| S4 |
1,865.3 |
1,924.7 |
2,158.0 |
|
|
| 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 |
2,166.0 |
138.0 |
6.2% |
80.0 |
3.6% |
42% |
False |
True |
4,913 |
| 10 |
2,304.0 |
2,105.0 |
199.0 |
8.9% |
78.4 |
3.5% |
60% |
False |
False |
5,335 |
| 20 |
2,376.0 |
2,030.0 |
346.0 |
15.6% |
89.3 |
4.0% |
56% |
False |
False |
4,404 |
| 40 |
2,562.0 |
2,030.0 |
532.0 |
23.9% |
80.1 |
3.6% |
36% |
False |
False |
7,521 |
| 60 |
2,562.0 |
2,030.0 |
532.0 |
23.9% |
90.5 |
4.1% |
36% |
False |
False |
5,664 |
| 80 |
2,725.0 |
2,030.0 |
695.0 |
31.3% |
95.9 |
4.3% |
28% |
False |
False |
4,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,796.0 |
|
2.618 |
2,600.2 |
|
1.618 |
2,480.2 |
|
1.000 |
2,406.0 |
|
0.618 |
2,360.2 |
|
HIGH |
2,286.0 |
|
0.618 |
2,240.2 |
|
0.500 |
2,226.0 |
|
0.382 |
2,211.8 |
|
LOW |
2,166.0 |
|
0.618 |
2,091.8 |
|
1.000 |
2,046.0 |
|
1.618 |
1,971.8 |
|
2.618 |
1,851.8 |
|
4.250 |
1,656.0 |
|
|
| Fisher Pivots for day following 10-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,226.0 |
2,235.0 |
| PP |
2,225.3 |
2,231.3 |
| S1 |
2,224.7 |
2,227.7 |
|