| Trading Metrics calculated at close of trading on 02-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2009 |
02-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
4,423.5 |
4,326.5 |
-97.0 |
-2.2% |
4,163.5 |
| High |
4,473.0 |
4,326.5 |
-146.5 |
-3.3% |
4,584.5 |
| Low |
4,340.0 |
4,221.5 |
-118.5 |
-2.7% |
4,163.5 |
| Close |
4,356.0 |
4,291.5 |
-64.5 |
-1.5% |
4,356.0 |
| Range |
133.0 |
105.0 |
-28.0 |
-21.1% |
421.0 |
| ATR |
171.0 |
168.4 |
-2.6 |
-1.5% |
0.0 |
| Volume |
215 |
456 |
241 |
112.1% |
2,550 |
|
| Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,594.8 |
4,548.2 |
4,349.3 |
|
| R3 |
4,489.8 |
4,443.2 |
4,320.4 |
|
| R2 |
4,384.8 |
4,384.8 |
4,310.8 |
|
| R1 |
4,338.2 |
4,338.2 |
4,301.1 |
4,309.0 |
| PP |
4,279.8 |
4,279.8 |
4,279.8 |
4,265.3 |
| S1 |
4,233.2 |
4,233.2 |
4,281.9 |
4,204.0 |
| S2 |
4,174.8 |
4,174.8 |
4,272.3 |
|
| S3 |
4,069.8 |
4,128.2 |
4,262.6 |
|
| S4 |
3,964.8 |
4,023.2 |
4,233.8 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,631.0 |
5,414.5 |
4,587.6 |
|
| R3 |
5,210.0 |
4,993.5 |
4,471.8 |
|
| R2 |
4,789.0 |
4,789.0 |
4,433.2 |
|
| R1 |
4,572.5 |
4,572.5 |
4,394.6 |
4,680.8 |
| PP |
4,368.0 |
4,368.0 |
4,368.0 |
4,422.1 |
| S1 |
4,151.5 |
4,151.5 |
4,317.4 |
4,259.8 |
| S2 |
3,947.0 |
3,947.0 |
4,278.8 |
|
| S3 |
3,526.0 |
3,730.5 |
4,240.2 |
|
| S4 |
3,105.0 |
3,309.5 |
4,124.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,584.5 |
4,221.5 |
363.0 |
8.5% |
132.6 |
3.1% |
19% |
False |
True |
491 |
| 10 |
4,584.5 |
4,097.0 |
487.5 |
11.4% |
161.8 |
3.8% |
40% |
False |
False |
593 |
| 20 |
5,151.0 |
4,097.0 |
1,054.0 |
24.6% |
156.5 |
3.6% |
18% |
False |
False |
570 |
| 40 |
5,151.0 |
4,097.0 |
1,054.0 |
24.6% |
155.5 |
3.6% |
18% |
False |
False |
1,331 |
| 60 |
5,414.0 |
4,097.0 |
1,317.0 |
30.7% |
185.1 |
4.3% |
15% |
False |
False |
1,040 |
| 80 |
5,630.0 |
4,097.0 |
1,533.0 |
35.7% |
206.3 |
4.8% |
13% |
False |
False |
829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,772.8 |
|
2.618 |
4,601.4 |
|
1.618 |
4,496.4 |
|
1.000 |
4,431.5 |
|
0.618 |
4,391.4 |
|
HIGH |
4,326.5 |
|
0.618 |
4,286.4 |
|
0.500 |
4,274.0 |
|
0.382 |
4,261.6 |
|
LOW |
4,221.5 |
|
0.618 |
4,156.6 |
|
1.000 |
4,116.5 |
|
1.618 |
4,051.6 |
|
2.618 |
3,946.6 |
|
4.250 |
3,775.3 |
|
|
| Fisher Pivots for day following 02-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4,285.7 |
4,383.0 |
| PP |
4,279.8 |
4,352.5 |
| S1 |
4,274.0 |
4,322.0 |
|