| Trading Metrics calculated at close of trading on 14-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2009 |
14-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
2,441.0 |
2,435.0 |
-6.0 |
-0.2% |
2,557.0 |
| High |
2,449.0 |
2,437.0 |
-12.0 |
-0.5% |
2,619.0 |
| Low |
2,388.0 |
2,274.0 |
-114.0 |
-4.8% |
2,468.0 |
| Close |
2,411.0 |
2,303.0 |
-108.0 |
-4.5% |
2,497.0 |
| Range |
61.0 |
163.0 |
102.0 |
167.2% |
151.0 |
| ATR |
92.4 |
97.4 |
5.0 |
5.5% |
0.0 |
| Volume |
1,212,396 |
1,711,023 |
498,627 |
41.1% |
4,915,569 |
|
| Daily Pivots for day following 14-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,827.0 |
2,728.0 |
2,392.7 |
|
| R3 |
2,664.0 |
2,565.0 |
2,347.8 |
|
| R2 |
2,501.0 |
2,501.0 |
2,332.9 |
|
| R1 |
2,402.0 |
2,402.0 |
2,317.9 |
2,370.0 |
| PP |
2,338.0 |
2,338.0 |
2,338.0 |
2,322.0 |
| S1 |
2,239.0 |
2,239.0 |
2,288.1 |
2,207.0 |
| S2 |
2,175.0 |
2,175.0 |
2,273.1 |
|
| S3 |
2,012.0 |
2,076.0 |
2,258.2 |
|
| S4 |
1,849.0 |
1,913.0 |
2,213.4 |
|
|
| 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 |
2,551.0 |
2,274.0 |
277.0 |
12.0% |
87.6 |
3.8% |
10% |
False |
True |
1,216,849 |
| 10 |
2,619.0 |
2,274.0 |
345.0 |
15.0% |
78.3 |
3.4% |
8% |
False |
True |
950,804 |
| 20 |
2,619.0 |
2,274.0 |
345.0 |
15.0% |
82.2 |
3.6% |
8% |
False |
True |
836,198 |
| 40 |
2,619.0 |
2,115.0 |
504.0 |
21.9% |
103.7 |
4.5% |
37% |
False |
False |
429,007 |
| 60 |
2,781.0 |
2,115.0 |
666.0 |
28.9% |
119.3 |
5.2% |
28% |
False |
False |
288,609 |
| 80 |
3,349.0 |
2,115.0 |
1,234.0 |
53.6% |
132.7 |
5.8% |
15% |
False |
False |
218,469 |
| 100 |
3,476.0 |
2,115.0 |
1,361.0 |
59.1% |
120.6 |
5.2% |
14% |
False |
False |
178,269 |
| 120 |
3,515.0 |
2,115.0 |
1,400.0 |
60.8% |
107.2 |
4.7% |
13% |
False |
False |
148,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,129.8 |
|
2.618 |
2,863.7 |
|
1.618 |
2,700.7 |
|
1.000 |
2,600.0 |
|
0.618 |
2,537.7 |
|
HIGH |
2,437.0 |
|
0.618 |
2,374.7 |
|
0.500 |
2,355.5 |
|
0.382 |
2,336.3 |
|
LOW |
2,274.0 |
|
0.618 |
2,173.3 |
|
1.000 |
2,111.0 |
|
1.618 |
2,010.3 |
|
2.618 |
1,847.3 |
|
4.250 |
1,581.3 |
|
|
| Fisher Pivots for day following 14-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,355.5 |
2,385.5 |
| PP |
2,338.0 |
2,358.0 |
| S1 |
2,320.5 |
2,330.5 |
|