| Trading Metrics calculated at close of trading on 27-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2009 |
27-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
2,129.0 |
2,225.0 |
96.0 |
4.5% |
2,320.0 |
| High |
2,244.0 |
2,246.0 |
2.0 |
0.1% |
2,331.0 |
| Low |
2,126.0 |
2,191.0 |
65.0 |
3.1% |
2,084.0 |
| Close |
2,223.0 |
2,228.0 |
5.0 |
0.2% |
2,148.0 |
| Range |
118.0 |
55.0 |
-63.0 |
-53.4% |
247.0 |
| ATR |
100.6 |
97.3 |
-3.3 |
-3.2% |
0.0 |
| Volume |
1,304,865 |
1,161,172 |
-143,693 |
-11.0% |
4,704,078 |
|
| Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,386.7 |
2,362.3 |
2,258.3 |
|
| R3 |
2,331.7 |
2,307.3 |
2,243.1 |
|
| R2 |
2,276.7 |
2,276.7 |
2,238.1 |
|
| R1 |
2,252.3 |
2,252.3 |
2,233.0 |
2,264.5 |
| PP |
2,221.7 |
2,221.7 |
2,221.7 |
2,227.8 |
| S1 |
2,197.3 |
2,197.3 |
2,223.0 |
2,209.5 |
| S2 |
2,166.7 |
2,166.7 |
2,217.9 |
|
| S3 |
2,111.7 |
2,142.3 |
2,212.9 |
|
| S4 |
2,056.7 |
2,087.3 |
2,197.8 |
|
|
| 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 |
2,253.0 |
2,084.0 |
169.0 |
7.6% |
98.2 |
4.4% |
85% |
False |
False |
1,434,023 |
| 10 |
2,449.0 |
2,084.0 |
365.0 |
16.4% |
100.7 |
4.5% |
39% |
False |
False |
1,339,486 |
| 20 |
2,619.0 |
2,084.0 |
535.0 |
24.0% |
83.7 |
3.8% |
27% |
False |
False |
1,033,057 |
| 40 |
2,619.0 |
2,084.0 |
535.0 |
24.0% |
93.1 |
4.2% |
27% |
False |
False |
689,836 |
| 60 |
2,781.0 |
2,084.0 |
697.0 |
31.3% |
110.8 |
5.0% |
21% |
False |
False |
462,523 |
| 80 |
3,179.0 |
2,084.0 |
1,095.0 |
49.1% |
128.8 |
5.8% |
13% |
False |
False |
347,684 |
| 100 |
3,476.0 |
2,084.0 |
1,392.0 |
62.5% |
124.7 |
5.6% |
10% |
False |
False |
282,852 |
| 120 |
3,515.0 |
2,084.0 |
1,431.0 |
64.2% |
110.5 |
5.0% |
10% |
False |
False |
235,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,479.8 |
|
2.618 |
2,390.0 |
|
1.618 |
2,335.0 |
|
1.000 |
2,301.0 |
|
0.618 |
2,280.0 |
|
HIGH |
2,246.0 |
|
0.618 |
2,225.0 |
|
0.500 |
2,218.5 |
|
0.382 |
2,212.0 |
|
LOW |
2,191.0 |
|
0.618 |
2,157.0 |
|
1.000 |
2,136.0 |
|
1.618 |
2,102.0 |
|
2.618 |
2,047.0 |
|
4.250 |
1,957.3 |
|
|
| Fisher Pivots for day following 27-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,224.8 |
2,207.0 |
| PP |
2,221.7 |
2,186.0 |
| S1 |
2,218.5 |
2,165.0 |
|