| Trading Metrics calculated at close of trading on 09-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2009 |
09-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
2,513.0 |
2,525.0 |
12.0 |
0.5% |
2,557.0 |
| High |
2,542.0 |
2,551.0 |
9.0 |
0.4% |
2,619.0 |
| Low |
2,484.0 |
2,468.0 |
-16.0 |
-0.6% |
2,468.0 |
| Close |
2,523.0 |
2,497.0 |
-26.0 |
-1.0% |
2,497.0 |
| Range |
58.0 |
83.0 |
25.0 |
43.1% |
151.0 |
| ATR |
96.5 |
95.6 |
-1.0 |
-1.0% |
0.0 |
| Volume |
1,094,329 |
1,160,175 |
65,846 |
6.0% |
4,915,569 |
|
| Daily Pivots for day following 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,754.3 |
2,708.7 |
2,542.7 |
|
| R3 |
2,671.3 |
2,625.7 |
2,519.8 |
|
| R2 |
2,588.3 |
2,588.3 |
2,512.2 |
|
| R1 |
2,542.7 |
2,542.7 |
2,504.6 |
2,524.0 |
| PP |
2,505.3 |
2,505.3 |
2,505.3 |
2,496.0 |
| S1 |
2,459.7 |
2,459.7 |
2,489.4 |
2,441.0 |
| S2 |
2,422.3 |
2,422.3 |
2,481.8 |
|
| S3 |
2,339.3 |
2,376.7 |
2,474.2 |
|
| S4 |
2,256.3 |
2,293.7 |
2,451.4 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,981.0 |
2,890.0 |
2,580.1 |
|
| R3 |
2,830.0 |
2,739.0 |
2,538.5 |
|
| R2 |
2,679.0 |
2,679.0 |
2,524.7 |
|
| R1 |
2,588.0 |
2,588.0 |
2,510.8 |
2,558.0 |
| PP |
2,528.0 |
2,528.0 |
2,528.0 |
2,513.0 |
| S1 |
2,437.0 |
2,437.0 |
2,483.2 |
2,407.0 |
| S2 |
2,377.0 |
2,377.0 |
2,469.3 |
|
| S3 |
2,226.0 |
2,286.0 |
2,455.5 |
|
| S4 |
2,075.0 |
2,135.0 |
2,414.0 |
|
|
| 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 |
2,468.0 |
151.0 |
6.0% |
63.4 |
2.5% |
19% |
False |
True |
983,113 |
| 10 |
2,619.0 |
2,365.0 |
254.0 |
10.2% |
67.3 |
2.7% |
52% |
False |
False |
687,736 |
| 20 |
2,619.0 |
2,345.0 |
274.0 |
11.0% |
80.4 |
3.2% |
55% |
False |
False |
660,896 |
| 40 |
2,709.0 |
2,115.0 |
594.0 |
23.8% |
107.3 |
4.3% |
64% |
False |
False |
333,777 |
| 60 |
2,878.0 |
2,115.0 |
763.0 |
30.6% |
125.7 |
5.0% |
50% |
False |
False |
224,895 |
| 80 |
3,349.0 |
2,115.0 |
1,234.0 |
49.4% |
133.5 |
5.3% |
31% |
False |
False |
174,001 |
| 100 |
3,476.0 |
2,115.0 |
1,361.0 |
54.5% |
118.7 |
4.8% |
28% |
False |
False |
140,005 |
| 120 |
3,515.0 |
2,115.0 |
1,400.0 |
56.1% |
106.0 |
4.2% |
27% |
False |
False |
116,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,903.8 |
|
2.618 |
2,768.3 |
|
1.618 |
2,685.3 |
|
1.000 |
2,634.0 |
|
0.618 |
2,602.3 |
|
HIGH |
2,551.0 |
|
0.618 |
2,519.3 |
|
0.500 |
2,509.5 |
|
0.382 |
2,499.7 |
|
LOW |
2,468.0 |
|
0.618 |
2,416.7 |
|
1.000 |
2,385.0 |
|
1.618 |
2,333.7 |
|
2.618 |
2,250.7 |
|
4.250 |
2,115.3 |
|
|
| Fisher Pivots for day following 09-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,509.5 |
2,523.0 |
| PP |
2,505.3 |
2,514.3 |
| S1 |
2,501.2 |
2,505.7 |
|