| Trading Metrics calculated at close of trading on 06-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2009 |
06-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
2,557.0 |
2,572.0 |
15.0 |
0.6% |
2,393.0 |
| High |
2,574.0 |
2,619.0 |
45.0 |
1.7% |
2,579.0 |
| Low |
2,532.0 |
2,547.0 |
15.0 |
0.6% |
2,378.0 |
| Close |
2,551.0 |
2,576.0 |
25.0 |
1.0% |
2,534.0 |
| Range |
42.0 |
72.0 |
30.0 |
71.4% |
201.0 |
| ATR |
104.7 |
102.4 |
-2.3 |
-2.2% |
0.0 |
| Volume |
771,465 |
887,243 |
115,778 |
15.0% |
1,044,633 |
|
| Daily Pivots for day following 06-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,796.7 |
2,758.3 |
2,615.6 |
|
| R3 |
2,724.7 |
2,686.3 |
2,595.8 |
|
| R2 |
2,652.7 |
2,652.7 |
2,589.2 |
|
| R1 |
2,614.3 |
2,614.3 |
2,582.6 |
2,633.5 |
| PP |
2,580.7 |
2,580.7 |
2,580.7 |
2,590.3 |
| S1 |
2,542.3 |
2,542.3 |
2,569.4 |
2,561.5 |
| S2 |
2,508.7 |
2,508.7 |
2,562.8 |
|
| S3 |
2,436.7 |
2,470.3 |
2,556.2 |
|
| S4 |
2,364.7 |
2,398.3 |
2,536.4 |
|
|
| 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 |
2,619.0 |
2,378.0 |
241.0 |
9.4% |
64.8 |
2.5% |
82% |
True |
False |
540,668 |
| 10 |
2,619.0 |
2,365.0 |
254.0 |
9.9% |
70.8 |
2.7% |
83% |
True |
False |
688,248 |
| 20 |
2,619.0 |
2,235.0 |
384.0 |
14.9% |
89.2 |
3.5% |
89% |
True |
False |
499,763 |
| 40 |
2,767.0 |
2,115.0 |
652.0 |
25.3% |
113.7 |
4.4% |
71% |
False |
False |
252,890 |
| 60 |
2,908.0 |
2,115.0 |
793.0 |
30.8% |
135.1 |
5.2% |
58% |
False |
False |
170,745 |
| 80 |
3,349.0 |
2,115.0 |
1,234.0 |
47.9% |
133.6 |
5.2% |
37% |
False |
False |
133,668 |
| 100 |
3,476.0 |
2,115.0 |
1,361.0 |
52.8% |
117.8 |
4.6% |
34% |
False |
False |
107,449 |
| 120 |
3,515.0 |
2,115.0 |
1,400.0 |
54.3% |
106.4 |
4.1% |
33% |
False |
False |
89,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,925.0 |
|
2.618 |
2,807.5 |
|
1.618 |
2,735.5 |
|
1.000 |
2,691.0 |
|
0.618 |
2,663.5 |
|
HIGH |
2,619.0 |
|
0.618 |
2,591.5 |
|
0.500 |
2,583.0 |
|
0.382 |
2,574.5 |
|
LOW |
2,547.0 |
|
0.618 |
2,502.5 |
|
1.000 |
2,475.0 |
|
1.618 |
2,430.5 |
|
2.618 |
2,358.5 |
|
4.250 |
2,241.0 |
|
|
| Fisher Pivots for day following 06-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,583.0 |
2,563.7 |
| PP |
2,580.7 |
2,551.3 |
| S1 |
2,578.3 |
2,539.0 |
|