| 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 |
4,522.5 |
4,619.5 |
97.0 |
2.1% |
4,314.5 |
| High |
4,690.0 |
4,694.0 |
4.0 |
0.1% |
4,690.0 |
| Low |
4,510.0 |
4,601.0 |
91.0 |
2.0% |
4,202.5 |
| Close |
4,630.0 |
4,676.0 |
46.0 |
1.0% |
4,630.0 |
| Range |
180.0 |
93.0 |
-87.0 |
-48.3% |
487.5 |
| ATR |
181.2 |
174.9 |
-6.3 |
-3.5% |
0.0 |
| Volume |
167,532 |
125,161 |
-42,371 |
-25.3% |
815,000 |
|
| Daily Pivots for day following 09-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,936.0 |
4,899.0 |
4,727.2 |
|
| R3 |
4,843.0 |
4,806.0 |
4,701.6 |
|
| R2 |
4,750.0 |
4,750.0 |
4,693.1 |
|
| R1 |
4,713.0 |
4,713.0 |
4,684.5 |
4,731.5 |
| PP |
4,657.0 |
4,657.0 |
4,657.0 |
4,666.3 |
| S1 |
4,620.0 |
4,620.0 |
4,667.5 |
4,638.5 |
| S2 |
4,564.0 |
4,564.0 |
4,659.0 |
|
| S3 |
4,471.0 |
4,527.0 |
4,650.4 |
|
| S4 |
4,378.0 |
4,434.0 |
4,624.9 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,970.0 |
5,787.5 |
4,898.1 |
|
| R3 |
5,482.5 |
5,300.0 |
4,764.1 |
|
| R2 |
4,995.0 |
4,995.0 |
4,719.4 |
|
| R1 |
4,812.5 |
4,812.5 |
4,674.7 |
4,903.8 |
| PP |
4,507.5 |
4,507.5 |
4,507.5 |
4,553.1 |
| S1 |
4,325.0 |
4,325.0 |
4,585.3 |
4,416.3 |
| S2 |
4,020.0 |
4,020.0 |
4,540.6 |
|
| S3 |
3,532.5 |
3,837.5 |
4,495.9 |
|
| S4 |
3,045.0 |
3,350.0 |
4,361.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,694.0 |
4,226.5 |
467.5 |
10.0% |
166.4 |
3.6% |
96% |
True |
False |
158,487 |
| 10 |
4,694.0 |
4,202.5 |
491.5 |
10.5% |
154.5 |
3.3% |
96% |
True |
False |
159,234 |
| 20 |
4,809.0 |
4,075.0 |
734.0 |
15.7% |
173.0 |
3.7% |
82% |
False |
False |
161,225 |
| 40 |
5,138.5 |
4,075.0 |
1,063.5 |
22.7% |
160.0 |
3.4% |
57% |
False |
False |
112,608 |
| 60 |
5,183.0 |
4,066.0 |
1,117.0 |
23.9% |
193.5 |
4.1% |
55% |
False |
False |
75,537 |
| 80 |
5,458.0 |
4,066.0 |
1,392.0 |
29.8% |
225.6 |
4.8% |
44% |
False |
False |
56,899 |
| 100 |
6,353.5 |
4,066.0 |
2,287.5 |
48.9% |
229.0 |
4.9% |
27% |
False |
False |
45,963 |
| 120 |
6,706.5 |
4,066.0 |
2,640.5 |
56.5% |
211.0 |
4.5% |
23% |
False |
False |
38,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,089.3 |
|
2.618 |
4,937.5 |
|
1.618 |
4,844.5 |
|
1.000 |
4,787.0 |
|
0.618 |
4,751.5 |
|
HIGH |
4,694.0 |
|
0.618 |
4,658.5 |
|
0.500 |
4,647.5 |
|
0.382 |
4,636.5 |
|
LOW |
4,601.0 |
|
0.618 |
4,543.5 |
|
1.000 |
4,508.0 |
|
1.618 |
4,450.5 |
|
2.618 |
4,357.5 |
|
4.250 |
4,205.8 |
|
|
| Fisher Pivots for day following 09-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4,666.5 |
4,631.6 |
| PP |
4,657.0 |
4,587.2 |
| S1 |
4,647.5 |
4,542.8 |
|