| Trading Metrics calculated at close of trading on 06-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2009 |
06-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
4,120.0 |
4,236.0 |
116.0 |
2.8% |
4,057.5 |
| High |
4,263.5 |
4,313.0 |
49.5 |
1.2% |
4,313.0 |
| Low |
4,103.0 |
4,197.0 |
94.0 |
2.3% |
3,994.5 |
| Close |
4,187.0 |
4,261.5 |
74.5 |
1.8% |
4,261.5 |
| Range |
160.5 |
116.0 |
-44.5 |
-27.7% |
318.5 |
| ATR |
147.0 |
145.5 |
-1.5 |
-1.0% |
0.0 |
| Volume |
119,817 |
133,872 |
14,055 |
11.7% |
627,877 |
|
| Daily Pivots for day following 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,605.0 |
4,549.5 |
4,325.5 |
|
| R3 |
4,489.0 |
4,433.5 |
4,293.5 |
|
| R2 |
4,373.0 |
4,373.0 |
4,283.0 |
|
| R1 |
4,317.5 |
4,317.5 |
4,272.0 |
4,345.0 |
| PP |
4,257.0 |
4,257.0 |
4,257.0 |
4,271.0 |
| S1 |
4,201.5 |
4,201.5 |
4,251.0 |
4,229.0 |
| S2 |
4,141.0 |
4,141.0 |
4,240.0 |
|
| S3 |
4,025.0 |
4,085.5 |
4,229.5 |
|
| S4 |
3,909.0 |
3,969.5 |
4,197.5 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,145.0 |
5,022.0 |
4,436.5 |
|
| R3 |
4,826.5 |
4,703.5 |
4,349.0 |
|
| R2 |
4,508.0 |
4,508.0 |
4,320.0 |
|
| R1 |
4,385.0 |
4,385.0 |
4,290.5 |
4,446.5 |
| PP |
4,189.5 |
4,189.5 |
4,189.5 |
4,220.5 |
| S1 |
4,066.5 |
4,066.5 |
4,232.5 |
4,128.0 |
| S2 |
3,871.0 |
3,871.0 |
4,203.0 |
|
| S3 |
3,552.5 |
3,748.0 |
4,174.0 |
|
| S4 |
3,234.0 |
3,429.5 |
4,086.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,313.0 |
3,994.5 |
318.5 |
7.5% |
131.0 |
3.1% |
84% |
True |
False |
125,575 |
| 10 |
4,313.0 |
3,994.5 |
318.5 |
7.5% |
128.5 |
3.0% |
84% |
True |
False |
125,921 |
| 20 |
4,508.0 |
3,916.5 |
591.5 |
13.9% |
141.5 |
3.3% |
58% |
False |
False |
128,814 |
| 40 |
4,649.0 |
3,916.5 |
732.5 |
17.2% |
134.0 |
3.1% |
47% |
False |
False |
106,313 |
| 60 |
4,649.0 |
3,672.5 |
976.5 |
22.9% |
150.0 |
3.5% |
60% |
False |
False |
71,230 |
| 80 |
4,649.0 |
3,672.5 |
976.5 |
22.9% |
164.5 |
3.9% |
60% |
False |
False |
53,471 |
| 100 |
5,442.5 |
3,672.5 |
1,770.0 |
41.5% |
171.5 |
4.0% |
33% |
False |
False |
42,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,806.0 |
|
2.618 |
4,616.5 |
|
1.618 |
4,500.5 |
|
1.000 |
4,429.0 |
|
0.618 |
4,384.5 |
|
HIGH |
4,313.0 |
|
0.618 |
4,268.5 |
|
0.500 |
4,255.0 |
|
0.382 |
4,241.5 |
|
LOW |
4,197.0 |
|
0.618 |
4,125.5 |
|
1.000 |
4,081.0 |
|
1.618 |
4,009.5 |
|
2.618 |
3,893.5 |
|
4.250 |
3,704.0 |
|
|
| Fisher Pivots for day following 06-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4,259.5 |
4,243.5 |
| PP |
4,257.0 |
4,226.0 |
| S1 |
4,255.0 |
4,208.0 |
|