| Trading Metrics calculated at close of trading on 20-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2009 |
20-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
2,310.0 |
2,320.0 |
10.0 |
0.4% |
2,476.0 |
| High |
2,348.0 |
2,331.0 |
-17.0 |
-0.7% |
2,497.0 |
| Low |
2,245.0 |
2,224.0 |
-21.0 |
-0.9% |
2,235.0 |
| Close |
2,291.0 |
2,254.0 |
-37.0 |
-1.6% |
2,291.0 |
| Range |
103.0 |
107.0 |
4.0 |
3.9% |
262.0 |
| ATR |
96.8 |
97.5 |
0.7 |
0.8% |
0.0 |
| Volume |
1,545,125 |
0 |
-1,545,125 |
-100.0% |
7,131,078 |
|
| Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,590.7 |
2,529.3 |
2,312.9 |
|
| R3 |
2,483.7 |
2,422.3 |
2,283.4 |
|
| R2 |
2,376.7 |
2,376.7 |
2,273.6 |
|
| R1 |
2,315.3 |
2,315.3 |
2,263.8 |
2,292.5 |
| PP |
2,269.7 |
2,269.7 |
2,269.7 |
2,258.3 |
| S1 |
2,208.3 |
2,208.3 |
2,244.2 |
2,185.5 |
| S2 |
2,162.7 |
2,162.7 |
2,234.4 |
|
| S3 |
2,055.7 |
2,101.3 |
2,224.6 |
|
| S4 |
1,948.7 |
1,994.3 |
2,195.2 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,127.0 |
2,971.0 |
2,435.1 |
|
| R3 |
2,865.0 |
2,709.0 |
2,363.1 |
|
| R2 |
2,603.0 |
2,603.0 |
2,339.0 |
|
| R1 |
2,447.0 |
2,447.0 |
2,315.0 |
2,394.0 |
| PP |
2,341.0 |
2,341.0 |
2,341.0 |
2,314.5 |
| S1 |
2,185.0 |
2,185.0 |
2,267.0 |
2,132.0 |
| S2 |
2,079.0 |
2,079.0 |
2,243.0 |
|
| S3 |
1,817.0 |
1,923.0 |
2,219.0 |
|
| S4 |
1,555.0 |
1,661.0 |
2,146.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,449.0 |
2,224.0 |
225.0 |
10.0% |
103.2 |
4.6% |
13% |
False |
True |
1,244,950 |
| 10 |
2,619.0 |
2,224.0 |
395.0 |
17.5% |
86.4 |
3.8% |
8% |
False |
True |
1,127,518 |
| 20 |
2,619.0 |
2,224.0 |
395.0 |
17.5% |
81.5 |
3.6% |
8% |
False |
True |
920,820 |
| 40 |
2,619.0 |
2,115.0 |
504.0 |
22.4% |
100.2 |
4.4% |
28% |
False |
False |
511,309 |
| 60 |
2,781.0 |
2,115.0 |
666.0 |
29.5% |
116.0 |
5.1% |
21% |
False |
False |
343,353 |
| 80 |
3,268.0 |
2,115.0 |
1,153.0 |
51.2% |
130.0 |
5.8% |
12% |
False |
False |
258,239 |
| 100 |
3,476.0 |
2,115.0 |
1,361.0 |
60.4% |
122.4 |
5.4% |
10% |
False |
False |
211,238 |
| 120 |
3,515.0 |
2,115.0 |
1,400.0 |
62.1% |
108.2 |
4.8% |
10% |
False |
False |
176,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,785.8 |
|
2.618 |
2,611.1 |
|
1.618 |
2,504.1 |
|
1.000 |
2,438.0 |
|
0.618 |
2,397.1 |
|
HIGH |
2,331.0 |
|
0.618 |
2,290.1 |
|
0.500 |
2,277.5 |
|
0.382 |
2,264.9 |
|
LOW |
2,224.0 |
|
0.618 |
2,157.9 |
|
1.000 |
2,117.0 |
|
1.618 |
2,050.9 |
|
2.618 |
1,943.9 |
|
4.250 |
1,769.3 |
|
|
| Fisher Pivots for day following 20-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,277.5 |
2,286.0 |
| PP |
2,269.7 |
2,275.3 |
| S1 |
2,261.8 |
2,264.7 |
|