| Trading Metrics calculated at close of trading on 13-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2009 |
13-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
2,476.0 |
2,441.0 |
-35.0 |
-1.4% |
2,557.0 |
| High |
2,497.0 |
2,449.0 |
-48.0 |
-1.9% |
2,619.0 |
| Low |
2,424.0 |
2,388.0 |
-36.0 |
-1.5% |
2,468.0 |
| Close |
2,460.0 |
2,411.0 |
-49.0 |
-2.0% |
2,497.0 |
| Range |
73.0 |
61.0 |
-12.0 |
-16.4% |
151.0 |
| ATR |
93.9 |
92.4 |
-1.6 |
-1.7% |
0.0 |
| Volume |
906,325 |
1,212,396 |
306,071 |
33.8% |
4,915,569 |
|
| Daily Pivots for day following 13-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,599.0 |
2,566.0 |
2,444.6 |
|
| R3 |
2,538.0 |
2,505.0 |
2,427.8 |
|
| R2 |
2,477.0 |
2,477.0 |
2,422.2 |
|
| R1 |
2,444.0 |
2,444.0 |
2,416.6 |
2,430.0 |
| PP |
2,416.0 |
2,416.0 |
2,416.0 |
2,409.0 |
| S1 |
2,383.0 |
2,383.0 |
2,405.4 |
2,369.0 |
| S2 |
2,355.0 |
2,355.0 |
2,399.8 |
|
| S3 |
2,294.0 |
2,322.0 |
2,394.2 |
|
| S4 |
2,233.0 |
2,261.0 |
2,377.5 |
|
|
| 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 |
2,578.0 |
2,388.0 |
190.0 |
7.9% |
67.4 |
2.8% |
12% |
False |
True |
1,075,116 |
| 10 |
2,619.0 |
2,378.0 |
241.0 |
10.0% |
66.1 |
2.7% |
14% |
False |
False |
807,892 |
| 20 |
2,619.0 |
2,345.0 |
274.0 |
11.4% |
77.0 |
3.2% |
24% |
False |
False |
758,005 |
| 40 |
2,619.0 |
2,115.0 |
504.0 |
20.9% |
104.0 |
4.3% |
59% |
False |
False |
386,465 |
| 60 |
2,781.0 |
2,115.0 |
666.0 |
27.6% |
121.0 |
5.0% |
44% |
False |
False |
260,107 |
| 80 |
3,349.0 |
2,115.0 |
1,234.0 |
51.2% |
132.8 |
5.5% |
24% |
False |
False |
198,641 |
| 100 |
3,476.0 |
2,115.0 |
1,361.0 |
56.4% |
119.2 |
4.9% |
22% |
False |
False |
161,161 |
| 120 |
3,515.0 |
2,115.0 |
1,400.0 |
58.1% |
106.2 |
4.4% |
21% |
False |
False |
134,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,708.3 |
|
2.618 |
2,608.7 |
|
1.618 |
2,547.7 |
|
1.000 |
2,510.0 |
|
0.618 |
2,486.7 |
|
HIGH |
2,449.0 |
|
0.618 |
2,425.7 |
|
0.500 |
2,418.5 |
|
0.382 |
2,411.3 |
|
LOW |
2,388.0 |
|
0.618 |
2,350.3 |
|
1.000 |
2,327.0 |
|
1.618 |
2,289.3 |
|
2.618 |
2,228.3 |
|
4.250 |
2,128.8 |
|
|
| Fisher Pivots for day following 13-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,418.5 |
2,469.5 |
| PP |
2,416.0 |
2,450.0 |
| S1 |
2,413.5 |
2,430.5 |
|