| 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 |
2,298.0 |
2,328.0 |
30.0 |
1.3% |
2,221.0 |
| High |
2,368.0 |
2,364.0 |
-4.0 |
-0.2% |
2,368.0 |
| Low |
2,288.0 |
2,319.0 |
31.0 |
1.4% |
2,158.0 |
| Close |
2,341.0 |
2,357.0 |
16.0 |
0.7% |
2,341.0 |
| Range |
80.0 |
45.0 |
-35.0 |
-43.8% |
210.0 |
| ATR |
93.2 |
89.8 |
-3.4 |
-3.7% |
0.0 |
| Volume |
1,402,302 |
905,351 |
-496,951 |
-35.4% |
6,411,910 |
|
| Daily Pivots for day following 09-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,481.7 |
2,464.3 |
2,381.8 |
|
| R3 |
2,436.7 |
2,419.3 |
2,369.4 |
|
| R2 |
2,391.7 |
2,391.7 |
2,365.3 |
|
| R1 |
2,374.3 |
2,374.3 |
2,361.1 |
2,383.0 |
| PP |
2,346.7 |
2,346.7 |
2,346.7 |
2,351.0 |
| S1 |
2,329.3 |
2,329.3 |
2,352.9 |
2,338.0 |
| S2 |
2,301.7 |
2,301.7 |
2,348.8 |
|
| S3 |
2,256.7 |
2,284.3 |
2,344.6 |
|
| S4 |
2,211.7 |
2,239.3 |
2,332.3 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,919.0 |
2,840.0 |
2,456.5 |
|
| R3 |
2,709.0 |
2,630.0 |
2,398.8 |
|
| R2 |
2,499.0 |
2,499.0 |
2,379.5 |
|
| R1 |
2,420.0 |
2,420.0 |
2,360.3 |
2,459.5 |
| PP |
2,289.0 |
2,289.0 |
2,289.0 |
2,308.8 |
| S1 |
2,210.0 |
2,210.0 |
2,321.8 |
2,249.5 |
| S2 |
2,079.0 |
2,079.0 |
2,302.5 |
|
| S3 |
1,869.0 |
2,000.0 |
2,283.3 |
|
| S4 |
1,659.0 |
1,790.0 |
2,225.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,368.0 |
2,181.0 |
187.0 |
7.9% |
80.6 |
3.4% |
94% |
False |
False |
1,243,681 |
| 10 |
2,368.0 |
2,158.0 |
210.0 |
8.9% |
78.2 |
3.3% |
95% |
False |
False |
1,273,743 |
| 20 |
2,497.0 |
2,084.0 |
413.0 |
17.5% |
90.4 |
3.8% |
66% |
False |
False |
1,293,872 |
| 40 |
2,619.0 |
2,084.0 |
535.0 |
22.7% |
85.4 |
3.6% |
51% |
False |
False |
977,384 |
| 60 |
2,709.0 |
2,084.0 |
625.0 |
26.5% |
101.6 |
4.3% |
44% |
False |
False |
653,809 |
| 80 |
2,878.0 |
2,084.0 |
794.0 |
33.7% |
116.9 |
5.0% |
34% |
False |
False |
492,139 |
| 100 |
3,349.0 |
2,084.0 |
1,265.0 |
53.7% |
124.9 |
5.3% |
22% |
False |
False |
397,975 |
| 120 |
3,476.0 |
2,084.0 |
1,392.0 |
59.1% |
114.0 |
4.8% |
20% |
False |
False |
332,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,555.3 |
|
2.618 |
2,481.8 |
|
1.618 |
2,436.8 |
|
1.000 |
2,409.0 |
|
0.618 |
2,391.8 |
|
HIGH |
2,364.0 |
|
0.618 |
2,346.8 |
|
0.500 |
2,341.5 |
|
0.382 |
2,336.2 |
|
LOW |
2,319.0 |
|
0.618 |
2,291.2 |
|
1.000 |
2,274.0 |
|
1.618 |
2,246.2 |
|
2.618 |
2,201.2 |
|
4.250 |
2,127.8 |
|
|
| Fisher Pivots for day following 09-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,351.8 |
2,337.3 |
| PP |
2,346.7 |
2,317.7 |
| S1 |
2,341.5 |
2,298.0 |
|