| Trading Metrics calculated at close of trading on 21-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2009 |
21-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
2,320.0 |
2,195.0 |
-125.0 |
-5.4% |
2,476.0 |
| High |
2,331.0 |
2,253.0 |
-78.0 |
-3.3% |
2,497.0 |
| Low |
2,224.0 |
2,141.0 |
-83.0 |
-3.7% |
2,235.0 |
| Close |
2,254.0 |
2,185.0 |
-69.0 |
-3.1% |
2,291.0 |
| Range |
107.0 |
112.0 |
5.0 |
4.7% |
262.0 |
| ATR |
97.5 |
98.6 |
1.1 |
1.1% |
0.0 |
| Volume |
0 |
1,596,199 |
1,596,199 |
|
7,131,078 |
|
| Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,529.0 |
2,469.0 |
2,246.6 |
|
| R3 |
2,417.0 |
2,357.0 |
2,215.8 |
|
| R2 |
2,305.0 |
2,305.0 |
2,205.5 |
|
| R1 |
2,245.0 |
2,245.0 |
2,195.3 |
2,219.0 |
| PP |
2,193.0 |
2,193.0 |
2,193.0 |
2,180.0 |
| S1 |
2,133.0 |
2,133.0 |
2,174.7 |
2,107.0 |
| S2 |
2,081.0 |
2,081.0 |
2,164.5 |
|
| S3 |
1,969.0 |
2,021.0 |
2,154.2 |
|
| S4 |
1,857.0 |
1,909.0 |
2,123.4 |
|
|
| 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 |
2,437.0 |
2,141.0 |
296.0 |
13.5% |
113.4 |
5.2% |
15% |
False |
True |
1,321,711 |
| 10 |
2,578.0 |
2,141.0 |
437.0 |
20.0% |
90.4 |
4.1% |
10% |
False |
True |
1,198,413 |
| 20 |
2,619.0 |
2,141.0 |
478.0 |
21.9% |
80.6 |
3.7% |
9% |
False |
True |
943,330 |
| 40 |
2,619.0 |
2,115.0 |
504.0 |
23.1% |
100.5 |
4.6% |
14% |
False |
False |
551,149 |
| 60 |
2,781.0 |
2,115.0 |
666.0 |
30.5% |
115.8 |
5.3% |
11% |
False |
False |
369,911 |
| 80 |
3,268.0 |
2,115.0 |
1,153.0 |
52.8% |
130.4 |
6.0% |
6% |
False |
False |
278,148 |
| 100 |
3,476.0 |
2,115.0 |
1,361.0 |
62.3% |
122.9 |
5.6% |
5% |
False |
False |
227,169 |
| 120 |
3,515.0 |
2,115.0 |
1,400.0 |
64.1% |
108.6 |
5.0% |
5% |
False |
False |
189,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,729.0 |
|
2.618 |
2,546.2 |
|
1.618 |
2,434.2 |
|
1.000 |
2,365.0 |
|
0.618 |
2,322.2 |
|
HIGH |
2,253.0 |
|
0.618 |
2,210.2 |
|
0.500 |
2,197.0 |
|
0.382 |
2,183.8 |
|
LOW |
2,141.0 |
|
0.618 |
2,071.8 |
|
1.000 |
2,029.0 |
|
1.618 |
1,959.8 |
|
2.618 |
1,847.8 |
|
4.250 |
1,665.0 |
|
|
| Fisher Pivots for day following 21-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,197.0 |
2,244.5 |
| PP |
2,193.0 |
2,224.7 |
| S1 |
2,189.0 |
2,204.8 |
|