| Trading Metrics calculated at close of trading on 15-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2009 |
15-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
2,435.0 |
2,280.0 |
-155.0 |
-6.4% |
2,557.0 |
| High |
2,437.0 |
2,317.0 |
-120.0 |
-4.9% |
2,619.0 |
| Low |
2,274.0 |
2,235.0 |
-39.0 |
-1.7% |
2,468.0 |
| Close |
2,303.0 |
2,256.0 |
-47.0 |
-2.0% |
2,497.0 |
| Range |
163.0 |
82.0 |
-81.0 |
-49.7% |
151.0 |
| ATR |
97.4 |
96.3 |
-1.1 |
-1.1% |
0.0 |
| Volume |
1,711,023 |
1,756,209 |
45,186 |
2.6% |
4,915,569 |
|
| Daily Pivots for day following 15-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,515.3 |
2,467.7 |
2,301.1 |
|
| R3 |
2,433.3 |
2,385.7 |
2,278.6 |
|
| R2 |
2,351.3 |
2,351.3 |
2,271.0 |
|
| R1 |
2,303.7 |
2,303.7 |
2,263.5 |
2,286.5 |
| PP |
2,269.3 |
2,269.3 |
2,269.3 |
2,260.8 |
| S1 |
2,221.7 |
2,221.7 |
2,248.5 |
2,204.5 |
| S2 |
2,187.3 |
2,187.3 |
2,241.0 |
|
| S3 |
2,105.3 |
2,139.7 |
2,233.5 |
|
| S4 |
2,023.3 |
2,057.7 |
2,210.9 |
|
|
| 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 |
2,551.0 |
2,235.0 |
316.0 |
14.0% |
92.4 |
4.1% |
7% |
False |
True |
1,349,225 |
| 10 |
2,619.0 |
2,235.0 |
384.0 |
17.0% |
81.6 |
3.6% |
5% |
False |
True |
1,094,964 |
| 20 |
2,619.0 |
2,235.0 |
384.0 |
17.0% |
82.6 |
3.7% |
5% |
False |
True |
913,603 |
| 40 |
2,619.0 |
2,115.0 |
504.0 |
22.3% |
100.2 |
4.4% |
28% |
False |
False |
472,826 |
| 60 |
2,781.0 |
2,115.0 |
666.0 |
29.5% |
117.5 |
5.2% |
21% |
False |
False |
317,805 |
| 80 |
3,349.0 |
2,115.0 |
1,234.0 |
54.7% |
131.5 |
5.8% |
11% |
False |
False |
239,236 |
| 100 |
3,476.0 |
2,115.0 |
1,361.0 |
60.3% |
121.2 |
5.4% |
10% |
False |
False |
195,805 |
| 120 |
3,515.0 |
2,115.0 |
1,400.0 |
62.1% |
107.4 |
4.8% |
10% |
False |
False |
163,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,665.5 |
|
2.618 |
2,531.7 |
|
1.618 |
2,449.7 |
|
1.000 |
2,399.0 |
|
0.618 |
2,367.7 |
|
HIGH |
2,317.0 |
|
0.618 |
2,285.7 |
|
0.500 |
2,276.0 |
|
0.382 |
2,266.3 |
|
LOW |
2,235.0 |
|
0.618 |
2,184.3 |
|
1.000 |
2,153.0 |
|
1.618 |
2,102.3 |
|
2.618 |
2,020.3 |
|
4.250 |
1,886.5 |
|
|
| Fisher Pivots for day following 15-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,276.0 |
2,342.0 |
| PP |
2,269.3 |
2,313.3 |
| S1 |
2,262.7 |
2,284.7 |
|