| 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 |
2,328.0 |
2,329.0 |
1.0 |
0.0% |
2,221.0 |
| High |
2,364.0 |
2,349.0 |
-15.0 |
-0.6% |
2,368.0 |
| Low |
2,319.0 |
2,226.0 |
-93.0 |
-4.0% |
2,158.0 |
| Close |
2,357.0 |
2,286.0 |
-71.0 |
-3.0% |
2,341.0 |
| Range |
45.0 |
123.0 |
78.0 |
173.3% |
210.0 |
| ATR |
89.8 |
92.7 |
2.9 |
3.3% |
0.0 |
| Volume |
905,351 |
1,635,984 |
730,633 |
80.7% |
6,411,910 |
|
| Daily Pivots for day following 10-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,656.0 |
2,594.0 |
2,353.7 |
|
| R3 |
2,533.0 |
2,471.0 |
2,319.8 |
|
| R2 |
2,410.0 |
2,410.0 |
2,308.6 |
|
| R1 |
2,348.0 |
2,348.0 |
2,297.3 |
2,317.5 |
| PP |
2,287.0 |
2,287.0 |
2,287.0 |
2,271.8 |
| S1 |
2,225.0 |
2,225.0 |
2,274.7 |
2,194.5 |
| S2 |
2,164.0 |
2,164.0 |
2,263.5 |
|
| S3 |
2,041.0 |
2,102.0 |
2,252.2 |
|
| S4 |
1,918.0 |
1,979.0 |
2,218.4 |
|
|
| 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 |
2,226.0 |
142.0 |
6.2% |
86.4 |
3.8% |
42% |
False |
True |
1,324,737 |
| 10 |
2,368.0 |
2,158.0 |
210.0 |
9.2% |
85.0 |
3.7% |
61% |
False |
False |
1,321,224 |
| 20 |
2,449.0 |
2,084.0 |
365.0 |
16.0% |
92.9 |
4.1% |
55% |
False |
False |
1,330,355 |
| 40 |
2,619.0 |
2,084.0 |
535.0 |
23.4% |
86.2 |
3.8% |
38% |
False |
False |
1,017,131 |
| 60 |
2,619.0 |
2,084.0 |
535.0 |
23.4% |
101.2 |
4.4% |
38% |
False |
False |
681,042 |
| 80 |
2,878.0 |
2,084.0 |
794.0 |
34.7% |
115.2 |
5.0% |
25% |
False |
False |
512,545 |
| 100 |
3,349.0 |
2,084.0 |
1,265.0 |
55.3% |
125.3 |
5.5% |
16% |
False |
False |
413,750 |
| 120 |
3,476.0 |
2,084.0 |
1,392.0 |
60.9% |
114.8 |
5.0% |
15% |
False |
False |
345,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,871.8 |
|
2.618 |
2,671.0 |
|
1.618 |
2,548.0 |
|
1.000 |
2,472.0 |
|
0.618 |
2,425.0 |
|
HIGH |
2,349.0 |
|
0.618 |
2,302.0 |
|
0.500 |
2,287.5 |
|
0.382 |
2,273.0 |
|
LOW |
2,226.0 |
|
0.618 |
2,150.0 |
|
1.000 |
2,103.0 |
|
1.618 |
2,027.0 |
|
2.618 |
1,904.0 |
|
4.250 |
1,703.3 |
|
|
| Fisher Pivots for day following 10-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,287.5 |
2,297.0 |
| PP |
2,287.0 |
2,293.3 |
| S1 |
2,286.5 |
2,289.7 |
|