| Trading Metrics calculated at close of trading on 12-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2009 |
12-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
2,525.0 |
2,476.0 |
-49.0 |
-1.9% |
2,557.0 |
| High |
2,551.0 |
2,497.0 |
-54.0 |
-2.1% |
2,619.0 |
| Low |
2,468.0 |
2,424.0 |
-44.0 |
-1.8% |
2,468.0 |
| Close |
2,497.0 |
2,460.0 |
-37.0 |
-1.5% |
2,497.0 |
| Range |
83.0 |
73.0 |
-10.0 |
-12.0% |
151.0 |
| ATR |
95.6 |
93.9 |
-1.6 |
-1.7% |
0.0 |
| Volume |
1,160,175 |
906,325 |
-253,850 |
-21.9% |
4,915,569 |
|
| Daily Pivots for day following 12-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,679.3 |
2,642.7 |
2,500.2 |
|
| R3 |
2,606.3 |
2,569.7 |
2,480.1 |
|
| R2 |
2,533.3 |
2,533.3 |
2,473.4 |
|
| R1 |
2,496.7 |
2,496.7 |
2,466.7 |
2,478.5 |
| PP |
2,460.3 |
2,460.3 |
2,460.3 |
2,451.3 |
| S1 |
2,423.7 |
2,423.7 |
2,453.3 |
2,405.5 |
| S2 |
2,387.3 |
2,387.3 |
2,446.6 |
|
| S3 |
2,314.3 |
2,350.7 |
2,439.9 |
|
| S4 |
2,241.3 |
2,277.7 |
2,419.9 |
|
|
| 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 |
2,424.0 |
195.0 |
7.9% |
69.6 |
2.8% |
18% |
False |
True |
1,010,085 |
| 10 |
2,619.0 |
2,367.0 |
252.0 |
10.2% |
66.7 |
2.7% |
37% |
False |
False |
726,628 |
| 20 |
2,619.0 |
2,345.0 |
274.0 |
11.1% |
79.5 |
3.2% |
42% |
False |
False |
703,906 |
| 40 |
2,619.0 |
2,115.0 |
504.0 |
20.5% |
105.3 |
4.3% |
68% |
False |
False |
356,385 |
| 60 |
2,878.0 |
2,115.0 |
763.0 |
31.0% |
122.6 |
5.0% |
45% |
False |
False |
239,942 |
| 80 |
3,349.0 |
2,115.0 |
1,234.0 |
50.2% |
133.4 |
5.4% |
28% |
False |
False |
184,599 |
| 100 |
3,476.0 |
2,115.0 |
1,361.0 |
55.3% |
119.1 |
4.8% |
25% |
False |
False |
149,066 |
| 120 |
3,515.0 |
2,115.0 |
1,400.0 |
56.9% |
106.1 |
4.3% |
25% |
False |
False |
124,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,807.3 |
|
2.618 |
2,688.1 |
|
1.618 |
2,615.1 |
|
1.000 |
2,570.0 |
|
0.618 |
2,542.1 |
|
HIGH |
2,497.0 |
|
0.618 |
2,469.1 |
|
0.500 |
2,460.5 |
|
0.382 |
2,451.9 |
|
LOW |
2,424.0 |
|
0.618 |
2,378.9 |
|
1.000 |
2,351.0 |
|
1.618 |
2,305.9 |
|
2.618 |
2,232.9 |
|
4.250 |
2,113.8 |
|
|
| Fisher Pivots for day following 12-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,460.5 |
2,487.5 |
| PP |
2,460.3 |
2,478.3 |
| S1 |
2,460.2 |
2,469.2 |
|