| Trading Metrics calculated at close of trading on 23-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2009 |
23-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
2,242.0 |
2,170.0 |
-72.0 |
-3.2% |
2,320.0 |
| High |
2,250.0 |
2,184.0 |
-66.0 |
-2.9% |
2,331.0 |
| Low |
2,144.0 |
2,084.0 |
-60.0 |
-2.8% |
2,084.0 |
| Close |
2,164.0 |
2,148.0 |
-16.0 |
-0.7% |
2,148.0 |
| Range |
106.0 |
100.0 |
-6.0 |
-5.7% |
247.0 |
| ATR |
99.2 |
99.2 |
0.1 |
0.1% |
0.0 |
| Volume |
1,547,887 |
1,559,992 |
12,105 |
0.8% |
4,704,078 |
|
| Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,438.7 |
2,393.3 |
2,203.0 |
|
| R3 |
2,338.7 |
2,293.3 |
2,175.5 |
|
| R2 |
2,238.7 |
2,238.7 |
2,166.3 |
|
| R1 |
2,193.3 |
2,193.3 |
2,157.2 |
2,166.0 |
| PP |
2,138.7 |
2,138.7 |
2,138.7 |
2,125.0 |
| S1 |
2,093.3 |
2,093.3 |
2,138.8 |
2,066.0 |
| S2 |
2,038.7 |
2,038.7 |
2,129.7 |
|
| S3 |
1,938.7 |
1,993.3 |
2,120.5 |
|
| S4 |
1,838.7 |
1,893.3 |
2,093.0 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,928.7 |
2,785.3 |
2,283.9 |
|
| R3 |
2,681.7 |
2,538.3 |
2,215.9 |
|
| R2 |
2,434.7 |
2,434.7 |
2,193.3 |
|
| R1 |
2,291.3 |
2,291.3 |
2,170.6 |
2,239.5 |
| PP |
2,187.7 |
2,187.7 |
2,187.7 |
2,161.8 |
| S1 |
2,044.3 |
2,044.3 |
2,125.4 |
1,992.5 |
| S2 |
1,940.7 |
1,940.7 |
2,102.7 |
|
| S3 |
1,693.7 |
1,797.3 |
2,080.1 |
|
| S4 |
1,446.7 |
1,550.3 |
2,012.2 |
|
|
| 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 |
2,084.0 |
264.0 |
12.3% |
105.6 |
4.9% |
24% |
False |
True |
1,249,840 |
| 10 |
2,551.0 |
2,084.0 |
467.0 |
21.7% |
99.0 |
4.6% |
14% |
False |
True |
1,299,533 |
| 20 |
2,619.0 |
2,084.0 |
535.0 |
24.9% |
82.9 |
3.9% |
12% |
False |
True |
989,199 |
| 40 |
2,619.0 |
2,084.0 |
535.0 |
24.9% |
97.5 |
4.5% |
12% |
False |
True |
628,573 |
| 60 |
2,781.0 |
2,084.0 |
697.0 |
32.4% |
113.4 |
5.3% |
9% |
False |
True |
421,568 |
| 80 |
3,231.0 |
2,084.0 |
1,147.0 |
53.4% |
131.0 |
6.1% |
6% |
False |
True |
316,909 |
| 100 |
3,476.0 |
2,084.0 |
1,392.0 |
64.8% |
123.4 |
5.7% |
5% |
False |
True |
258,207 |
| 120 |
3,515.0 |
2,084.0 |
1,431.0 |
66.6% |
109.7 |
5.1% |
4% |
False |
True |
215,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,609.0 |
|
2.618 |
2,445.8 |
|
1.618 |
2,345.8 |
|
1.000 |
2,284.0 |
|
0.618 |
2,245.8 |
|
HIGH |
2,184.0 |
|
0.618 |
2,145.8 |
|
0.500 |
2,134.0 |
|
0.382 |
2,122.2 |
|
LOW |
2,084.0 |
|
0.618 |
2,022.2 |
|
1.000 |
1,984.0 |
|
1.618 |
1,922.2 |
|
2.618 |
1,822.2 |
|
4.250 |
1,659.0 |
|
|
| Fisher Pivots for day following 23-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,143.3 |
2,168.5 |
| PP |
2,138.7 |
2,161.7 |
| S1 |
2,134.0 |
2,154.8 |
|