| Trading Metrics calculated at close of trading on 08-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2009 |
08-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
2,577.0 |
2,513.0 |
-64.0 |
-2.5% |
2,393.0 |
| High |
2,578.0 |
2,542.0 |
-36.0 |
-1.4% |
2,579.0 |
| Low |
2,516.0 |
2,484.0 |
-32.0 |
-1.3% |
2,378.0 |
| Close |
2,538.0 |
2,523.0 |
-15.0 |
-0.6% |
2,534.0 |
| Range |
62.0 |
58.0 |
-4.0 |
-6.5% |
201.0 |
| ATR |
99.5 |
96.5 |
-3.0 |
-3.0% |
0.0 |
| Volume |
1,002,357 |
1,094,329 |
91,972 |
9.2% |
1,044,633 |
|
| Daily Pivots for day following 08-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,690.3 |
2,664.7 |
2,554.9 |
|
| R3 |
2,632.3 |
2,606.7 |
2,539.0 |
|
| R2 |
2,574.3 |
2,574.3 |
2,533.6 |
|
| R1 |
2,548.7 |
2,548.7 |
2,528.3 |
2,561.5 |
| PP |
2,516.3 |
2,516.3 |
2,516.3 |
2,522.8 |
| S1 |
2,490.7 |
2,490.7 |
2,517.7 |
2,503.5 |
| S2 |
2,458.3 |
2,458.3 |
2,512.4 |
|
| S3 |
2,400.3 |
2,432.7 |
2,507.1 |
|
| S4 |
2,342.3 |
2,374.7 |
2,491.1 |
|
|
| 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 |
2,459.0 |
160.0 |
6.3% |
70.8 |
2.8% |
40% |
False |
False |
840,703 |
| 10 |
2,619.0 |
2,365.0 |
254.0 |
10.1% |
66.7 |
2.6% |
62% |
False |
False |
678,866 |
| 20 |
2,619.0 |
2,235.0 |
384.0 |
15.2% |
82.5 |
3.3% |
75% |
False |
False |
603,158 |
| 40 |
2,709.0 |
2,115.0 |
594.0 |
23.5% |
108.3 |
4.3% |
69% |
False |
False |
304,811 |
| 60 |
2,878.0 |
2,115.0 |
763.0 |
30.2% |
127.6 |
5.1% |
53% |
False |
False |
205,642 |
| 80 |
3,349.0 |
2,115.0 |
1,234.0 |
48.9% |
133.2 |
5.3% |
33% |
False |
False |
159,632 |
| 100 |
3,476.0 |
2,115.0 |
1,361.0 |
53.9% |
118.3 |
4.7% |
30% |
False |
False |
128,412 |
| 120 |
3,515.0 |
2,115.0 |
1,400.0 |
55.5% |
105.9 |
4.2% |
29% |
False |
False |
107,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,788.5 |
|
2.618 |
2,693.8 |
|
1.618 |
2,635.8 |
|
1.000 |
2,600.0 |
|
0.618 |
2,577.8 |
|
HIGH |
2,542.0 |
|
0.618 |
2,519.8 |
|
0.500 |
2,513.0 |
|
0.382 |
2,506.2 |
|
LOW |
2,484.0 |
|
0.618 |
2,448.2 |
|
1.000 |
2,426.0 |
|
1.618 |
2,390.2 |
|
2.618 |
2,332.2 |
|
4.250 |
2,237.5 |
|
|
| Fisher Pivots for day following 08-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,519.7 |
2,551.5 |
| PP |
2,516.3 |
2,542.0 |
| S1 |
2,513.0 |
2,532.5 |
|