| Trading Metrics calculated at close of trading on 07-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2009 |
07-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
2,572.0 |
2,577.0 |
5.0 |
0.2% |
2,393.0 |
| High |
2,619.0 |
2,578.0 |
-41.0 |
-1.6% |
2,579.0 |
| Low |
2,547.0 |
2,516.0 |
-31.0 |
-1.2% |
2,378.0 |
| Close |
2,576.0 |
2,538.0 |
-38.0 |
-1.5% |
2,534.0 |
| Range |
72.0 |
62.0 |
-10.0 |
-13.9% |
201.0 |
| ATR |
102.4 |
99.5 |
-2.9 |
-2.8% |
0.0 |
| Volume |
887,243 |
1,002,357 |
115,114 |
13.0% |
1,044,633 |
|
| Daily Pivots for day following 07-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,730.0 |
2,696.0 |
2,572.1 |
|
| R3 |
2,668.0 |
2,634.0 |
2,555.1 |
|
| R2 |
2,606.0 |
2,606.0 |
2,549.4 |
|
| R1 |
2,572.0 |
2,572.0 |
2,543.7 |
2,558.0 |
| PP |
2,544.0 |
2,544.0 |
2,544.0 |
2,537.0 |
| S1 |
2,510.0 |
2,510.0 |
2,532.3 |
2,496.0 |
| S2 |
2,482.0 |
2,482.0 |
2,526.6 |
|
| S3 |
2,420.0 |
2,448.0 |
2,521.0 |
|
| S4 |
2,358.0 |
2,386.0 |
2,503.9 |
|
|
| 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 |
2,619.0 |
2,405.0 |
214.0 |
8.4% |
69.0 |
2.7% |
62% |
False |
False |
684,758 |
| 10 |
2,619.0 |
2,365.0 |
254.0 |
10.0% |
69.0 |
2.7% |
68% |
False |
False |
681,839 |
| 20 |
2,619.0 |
2,235.0 |
384.0 |
15.1% |
86.8 |
3.4% |
79% |
False |
False |
549,080 |
| 40 |
2,709.0 |
2,115.0 |
594.0 |
23.4% |
112.1 |
4.4% |
71% |
False |
False |
277,635 |
| 60 |
2,878.0 |
2,115.0 |
763.0 |
30.1% |
131.4 |
5.2% |
55% |
False |
False |
187,434 |
| 80 |
3,349.0 |
2,115.0 |
1,234.0 |
48.6% |
133.7 |
5.3% |
34% |
False |
False |
146,046 |
| 100 |
3,476.0 |
2,115.0 |
1,361.0 |
53.6% |
117.8 |
4.6% |
31% |
False |
False |
117,470 |
| 120 |
3,515.0 |
2,115.0 |
1,400.0 |
55.2% |
106.1 |
4.2% |
30% |
False |
False |
98,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,841.5 |
|
2.618 |
2,740.3 |
|
1.618 |
2,678.3 |
|
1.000 |
2,640.0 |
|
0.618 |
2,616.3 |
|
HIGH |
2,578.0 |
|
0.618 |
2,554.3 |
|
0.500 |
2,547.0 |
|
0.382 |
2,539.7 |
|
LOW |
2,516.0 |
|
0.618 |
2,477.7 |
|
1.000 |
2,454.0 |
|
1.618 |
2,415.7 |
|
2.618 |
2,353.7 |
|
4.250 |
2,252.5 |
|
|
| Fisher Pivots for day following 07-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,547.0 |
2,567.5 |
| PP |
2,544.0 |
2,557.7 |
| S1 |
2,541.0 |
2,547.8 |
|