| Trading Metrics calculated at close of trading on 22-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
2,195.0 |
2,242.0 |
47.0 |
2.1% |
2,476.0 |
| High |
2,253.0 |
2,250.0 |
-3.0 |
-0.1% |
2,497.0 |
| Low |
2,141.0 |
2,144.0 |
3.0 |
0.1% |
2,235.0 |
| Close |
2,185.0 |
2,164.0 |
-21.0 |
-1.0% |
2,291.0 |
| Range |
112.0 |
106.0 |
-6.0 |
-5.4% |
262.0 |
| ATR |
98.6 |
99.2 |
0.5 |
0.5% |
0.0 |
| Volume |
1,596,199 |
1,547,887 |
-48,312 |
-3.0% |
7,131,078 |
|
| Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,504.0 |
2,440.0 |
2,222.3 |
|
| R3 |
2,398.0 |
2,334.0 |
2,193.2 |
|
| R2 |
2,292.0 |
2,292.0 |
2,183.4 |
|
| R1 |
2,228.0 |
2,228.0 |
2,173.7 |
2,207.0 |
| PP |
2,186.0 |
2,186.0 |
2,186.0 |
2,175.5 |
| S1 |
2,122.0 |
2,122.0 |
2,154.3 |
2,101.0 |
| S2 |
2,080.0 |
2,080.0 |
2,144.6 |
|
| S3 |
1,974.0 |
2,016.0 |
2,134.9 |
|
| S4 |
1,868.0 |
1,910.0 |
2,105.7 |
|
|
| 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 |
2,348.0 |
2,141.0 |
207.0 |
9.6% |
102.0 |
4.7% |
11% |
False |
False |
1,289,084 |
| 10 |
2,551.0 |
2,141.0 |
410.0 |
18.9% |
94.8 |
4.4% |
6% |
False |
False |
1,252,966 |
| 20 |
2,619.0 |
2,141.0 |
478.0 |
22.1% |
81.9 |
3.8% |
5% |
False |
False |
967,403 |
| 40 |
2,619.0 |
2,115.0 |
504.0 |
23.3% |
99.3 |
4.6% |
10% |
False |
False |
589,741 |
| 60 |
2,781.0 |
2,115.0 |
666.0 |
30.8% |
114.1 |
5.3% |
7% |
False |
False |
395,678 |
| 80 |
3,268.0 |
2,115.0 |
1,153.0 |
53.3% |
131.1 |
6.1% |
4% |
False |
False |
297,462 |
| 100 |
3,476.0 |
2,115.0 |
1,361.0 |
62.9% |
123.4 |
5.7% |
4% |
False |
False |
242,626 |
| 120 |
3,515.0 |
2,115.0 |
1,400.0 |
64.7% |
109.2 |
5.0% |
4% |
False |
False |
202,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,700.5 |
|
2.618 |
2,527.5 |
|
1.618 |
2,421.5 |
|
1.000 |
2,356.0 |
|
0.618 |
2,315.5 |
|
HIGH |
2,250.0 |
|
0.618 |
2,209.5 |
|
0.500 |
2,197.0 |
|
0.382 |
2,184.5 |
|
LOW |
2,144.0 |
|
0.618 |
2,078.5 |
|
1.000 |
2,038.0 |
|
1.618 |
1,972.5 |
|
2.618 |
1,866.5 |
|
4.250 |
1,693.5 |
|
|
| Fisher Pivots for day following 22-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,197.0 |
2,236.0 |
| PP |
2,186.0 |
2,212.0 |
| S1 |
2,175.0 |
2,188.0 |
|