| Trading Metrics calculated at close of trading on 03-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2009 |
03-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
2,221.0 |
2,199.0 |
-22.0 |
-1.0% |
2,129.0 |
| High |
2,222.0 |
2,275.0 |
53.0 |
2.4% |
2,347.0 |
| Low |
2,158.0 |
2,181.0 |
23.0 |
1.1% |
2,126.0 |
| Close |
2,197.0 |
2,244.0 |
47.0 |
2.1% |
2,229.0 |
| Range |
64.0 |
94.0 |
30.0 |
46.9% |
221.0 |
| ATR |
94.5 |
94.4 |
0.0 |
0.0% |
0.0 |
| Volume |
1,098,856 |
1,230,700 |
131,844 |
12.0% |
6,725,035 |
|
| Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,515.3 |
2,473.7 |
2,295.7 |
|
| R3 |
2,421.3 |
2,379.7 |
2,269.9 |
|
| R2 |
2,327.3 |
2,327.3 |
2,261.2 |
|
| R1 |
2,285.7 |
2,285.7 |
2,252.6 |
2,306.5 |
| PP |
2,233.3 |
2,233.3 |
2,233.3 |
2,243.8 |
| S1 |
2,191.7 |
2,191.7 |
2,235.4 |
2,212.5 |
| S2 |
2,139.3 |
2,139.3 |
2,226.8 |
|
| S3 |
2,045.3 |
2,097.7 |
2,218.2 |
|
| S4 |
1,951.3 |
2,003.7 |
2,192.3 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,897.0 |
2,784.0 |
2,350.6 |
|
| R3 |
2,676.0 |
2,563.0 |
2,289.8 |
|
| R2 |
2,455.0 |
2,455.0 |
2,269.5 |
|
| R1 |
2,342.0 |
2,342.0 |
2,249.3 |
2,398.5 |
| PP |
2,234.0 |
2,234.0 |
2,234.0 |
2,262.3 |
| S1 |
2,121.0 |
2,121.0 |
2,208.7 |
2,177.5 |
| S2 |
2,013.0 |
2,013.0 |
2,188.5 |
|
| S3 |
1,792.0 |
1,900.0 |
2,168.2 |
|
| S4 |
1,571.0 |
1,679.0 |
2,107.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,347.0 |
2,158.0 |
189.0 |
8.4% |
83.6 |
3.7% |
46% |
False |
False |
1,317,710 |
| 10 |
2,347.0 |
2,084.0 |
263.0 |
11.7% |
90.9 |
4.1% |
61% |
False |
False |
1,375,866 |
| 20 |
2,619.0 |
2,084.0 |
535.0 |
23.8% |
88.7 |
4.0% |
30% |
False |
False |
1,251,692 |
| 40 |
2,619.0 |
2,084.0 |
535.0 |
23.8% |
90.5 |
4.0% |
30% |
False |
False |
853,704 |
| 60 |
2,781.0 |
2,084.0 |
697.0 |
31.1% |
106.9 |
4.8% |
23% |
False |
False |
571,479 |
| 80 |
2,988.0 |
2,084.0 |
904.0 |
40.3% |
125.1 |
5.6% |
18% |
False |
False |
429,911 |
| 100 |
3,366.0 |
2,084.0 |
1,282.0 |
57.1% |
124.9 |
5.6% |
12% |
False |
False |
348,502 |
| 120 |
3,493.0 |
2,084.0 |
1,409.0 |
62.8% |
112.5 |
5.0% |
11% |
False |
False |
290,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,674.5 |
|
2.618 |
2,521.1 |
|
1.618 |
2,427.1 |
|
1.000 |
2,369.0 |
|
0.618 |
2,333.1 |
|
HIGH |
2,275.0 |
|
0.618 |
2,239.1 |
|
0.500 |
2,228.0 |
|
0.382 |
2,216.9 |
|
LOW |
2,181.0 |
|
0.618 |
2,122.9 |
|
1.000 |
2,087.0 |
|
1.618 |
2,028.9 |
|
2.618 |
1,934.9 |
|
4.250 |
1,781.5 |
|
|
| Fisher Pivots for day following 03-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,238.7 |
2,236.2 |
| PP |
2,233.3 |
2,228.3 |
| S1 |
2,228.0 |
2,220.5 |
|