| Trading Metrics calculated at close of trading on 05-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2009 |
05-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
2,481.0 |
2,557.0 |
76.0 |
3.1% |
2,393.0 |
| High |
2,579.0 |
2,574.0 |
-5.0 |
-0.2% |
2,579.0 |
| Low |
2,459.0 |
2,532.0 |
73.0 |
3.0% |
2,378.0 |
| Close |
2,534.0 |
2,551.0 |
17.0 |
0.7% |
2,534.0 |
| Range |
120.0 |
42.0 |
-78.0 |
-65.0% |
201.0 |
| ATR |
109.5 |
104.7 |
-4.8 |
-4.4% |
0.0 |
| Volume |
448,125 |
771,465 |
323,340 |
72.2% |
1,044,633 |
|
| Daily Pivots for day following 05-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,678.3 |
2,656.7 |
2,574.1 |
|
| R3 |
2,636.3 |
2,614.7 |
2,562.6 |
|
| R2 |
2,594.3 |
2,594.3 |
2,558.7 |
|
| R1 |
2,572.7 |
2,572.7 |
2,554.9 |
2,562.5 |
| PP |
2,552.3 |
2,552.3 |
2,552.3 |
2,547.3 |
| S1 |
2,530.7 |
2,530.7 |
2,547.2 |
2,520.5 |
| S2 |
2,510.3 |
2,510.3 |
2,543.3 |
|
| S3 |
2,468.3 |
2,488.7 |
2,539.5 |
|
| S4 |
2,426.3 |
2,446.7 |
2,527.9 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,100.0 |
3,018.0 |
2,644.6 |
|
| R3 |
2,899.0 |
2,817.0 |
2,589.3 |
|
| R2 |
2,698.0 |
2,698.0 |
2,570.9 |
|
| R1 |
2,616.0 |
2,616.0 |
2,552.4 |
2,657.0 |
| PP |
2,497.0 |
2,497.0 |
2,497.0 |
2,517.5 |
| S1 |
2,415.0 |
2,415.0 |
2,515.6 |
2,456.0 |
| S2 |
2,296.0 |
2,296.0 |
2,497.2 |
|
| S3 |
2,095.0 |
2,214.0 |
2,478.7 |
|
| S4 |
1,894.0 |
2,013.0 |
2,423.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,579.0 |
2,367.0 |
212.0 |
8.3% |
63.8 |
2.5% |
87% |
False |
False |
443,171 |
| 10 |
2,579.0 |
2,365.0 |
214.0 |
8.4% |
76.5 |
3.0% |
87% |
False |
False |
714,122 |
| 20 |
2,579.0 |
2,235.0 |
344.0 |
13.5% |
92.3 |
3.6% |
92% |
False |
False |
455,715 |
| 40 |
2,781.0 |
2,115.0 |
666.0 |
26.1% |
116.1 |
4.5% |
65% |
False |
False |
231,372 |
| 60 |
2,988.0 |
2,115.0 |
873.0 |
34.2% |
137.3 |
5.4% |
50% |
False |
False |
155,983 |
| 80 |
3,366.0 |
2,115.0 |
1,251.0 |
49.0% |
134.0 |
5.3% |
35% |
False |
False |
122,705 |
| 100 |
3,493.0 |
2,115.0 |
1,378.0 |
54.0% |
117.2 |
4.6% |
32% |
False |
False |
98,578 |
| 120 |
3,515.0 |
2,115.0 |
1,400.0 |
54.9% |
106.4 |
4.2% |
31% |
False |
False |
82,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,752.5 |
|
2.618 |
2,684.0 |
|
1.618 |
2,642.0 |
|
1.000 |
2,616.0 |
|
0.618 |
2,600.0 |
|
HIGH |
2,574.0 |
|
0.618 |
2,558.0 |
|
0.500 |
2,553.0 |
|
0.382 |
2,548.0 |
|
LOW |
2,532.0 |
|
0.618 |
2,506.0 |
|
1.000 |
2,490.0 |
|
1.618 |
2,464.0 |
|
2.618 |
2,422.0 |
|
4.250 |
2,353.5 |
|
|
| Fisher Pivots for day following 05-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,553.0 |
2,531.3 |
| PP |
2,552.3 |
2,511.7 |
| S1 |
2,551.7 |
2,492.0 |
|