| Trading Metrics calculated at close of trading on 26-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2009 |
26-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
2,170.0 |
2,129.0 |
-41.0 |
-1.9% |
2,320.0 |
| High |
2,184.0 |
2,244.0 |
60.0 |
2.7% |
2,331.0 |
| Low |
2,084.0 |
2,126.0 |
42.0 |
2.0% |
2,084.0 |
| Close |
2,148.0 |
2,223.0 |
75.0 |
3.5% |
2,148.0 |
| Range |
100.0 |
118.0 |
18.0 |
18.0% |
247.0 |
| ATR |
99.2 |
100.6 |
1.3 |
1.4% |
0.0 |
| Volume |
1,559,992 |
1,304,865 |
-255,127 |
-16.4% |
4,704,078 |
|
| Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,551.7 |
2,505.3 |
2,287.9 |
|
| R3 |
2,433.7 |
2,387.3 |
2,255.5 |
|
| R2 |
2,315.7 |
2,315.7 |
2,244.6 |
|
| R1 |
2,269.3 |
2,269.3 |
2,233.8 |
2,292.5 |
| PP |
2,197.7 |
2,197.7 |
2,197.7 |
2,209.3 |
| S1 |
2,151.3 |
2,151.3 |
2,212.2 |
2,174.5 |
| S2 |
2,079.7 |
2,079.7 |
2,201.4 |
|
| S3 |
1,961.7 |
2,033.3 |
2,190.6 |
|
| S4 |
1,843.7 |
1,915.3 |
2,158.1 |
|
|
| 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 |
2,331.0 |
2,084.0 |
247.0 |
11.1% |
108.6 |
4.9% |
56% |
False |
False |
1,201,788 |
| 10 |
2,497.0 |
2,084.0 |
413.0 |
18.6% |
102.5 |
4.6% |
34% |
False |
False |
1,314,002 |
| 20 |
2,619.0 |
2,084.0 |
535.0 |
24.1% |
84.9 |
3.8% |
26% |
False |
False |
1,000,869 |
| 40 |
2,619.0 |
2,084.0 |
535.0 |
24.1% |
96.5 |
4.3% |
26% |
False |
False |
660,986 |
| 60 |
2,781.0 |
2,084.0 |
697.0 |
31.4% |
112.2 |
5.0% |
20% |
False |
False |
443,242 |
| 80 |
3,179.0 |
2,084.0 |
1,095.0 |
49.3% |
131.8 |
5.9% |
13% |
False |
False |
333,186 |
| 100 |
3,476.0 |
2,084.0 |
1,392.0 |
62.6% |
124.5 |
5.6% |
10% |
False |
False |
271,250 |
| 120 |
3,515.0 |
2,084.0 |
1,431.0 |
64.4% |
110.3 |
5.0% |
10% |
False |
False |
226,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,745.5 |
|
2.618 |
2,552.9 |
|
1.618 |
2,434.9 |
|
1.000 |
2,362.0 |
|
0.618 |
2,316.9 |
|
HIGH |
2,244.0 |
|
0.618 |
2,198.9 |
|
0.500 |
2,185.0 |
|
0.382 |
2,171.1 |
|
LOW |
2,126.0 |
|
0.618 |
2,053.1 |
|
1.000 |
2,008.0 |
|
1.618 |
1,935.1 |
|
2.618 |
1,817.1 |
|
4.250 |
1,624.5 |
|
|
| Fisher Pivots for day following 26-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,210.3 |
2,204.3 |
| PP |
2,197.7 |
2,185.7 |
| S1 |
2,185.0 |
2,167.0 |
|