| Trading Metrics calculated at close of trading on 28-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
2,225.0 |
2,250.0 |
25.0 |
1.1% |
2,320.0 |
| High |
2,246.0 |
2,347.0 |
101.0 |
4.5% |
2,331.0 |
| Low |
2,191.0 |
2,248.0 |
57.0 |
2.6% |
2,084.0 |
| Close |
2,228.0 |
2,327.0 |
99.0 |
4.4% |
2,148.0 |
| Range |
55.0 |
99.0 |
44.0 |
80.0% |
247.0 |
| ATR |
97.3 |
98.9 |
1.5 |
1.6% |
0.0 |
| Volume |
1,161,172 |
1,474,462 |
313,290 |
27.0% |
4,704,078 |
|
| Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,604.3 |
2,564.7 |
2,381.5 |
|
| R3 |
2,505.3 |
2,465.7 |
2,354.2 |
|
| R2 |
2,406.3 |
2,406.3 |
2,345.2 |
|
| R1 |
2,366.7 |
2,366.7 |
2,336.1 |
2,386.5 |
| PP |
2,307.3 |
2,307.3 |
2,307.3 |
2,317.3 |
| S1 |
2,267.7 |
2,267.7 |
2,317.9 |
2,287.5 |
| S2 |
2,208.3 |
2,208.3 |
2,308.9 |
|
| S3 |
2,109.3 |
2,168.7 |
2,299.8 |
|
| S4 |
2,010.3 |
2,069.7 |
2,272.6 |
|
|
| 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 |
2,347.0 |
2,084.0 |
263.0 |
11.3% |
95.6 |
4.1% |
92% |
True |
False |
1,409,675 |
| 10 |
2,437.0 |
2,084.0 |
353.0 |
15.2% |
104.5 |
4.5% |
69% |
False |
False |
1,365,693 |
| 20 |
2,619.0 |
2,084.0 |
535.0 |
23.0% |
85.3 |
3.7% |
45% |
False |
False |
1,086,792 |
| 40 |
2,619.0 |
2,084.0 |
535.0 |
23.0% |
92.7 |
4.0% |
45% |
False |
False |
726,531 |
| 60 |
2,781.0 |
2,084.0 |
697.0 |
30.0% |
109.1 |
4.7% |
35% |
False |
False |
487,068 |
| 80 |
3,179.0 |
2,084.0 |
1,095.0 |
47.1% |
127.8 |
5.5% |
22% |
False |
False |
366,081 |
| 100 |
3,450.0 |
2,084.0 |
1,366.0 |
58.7% |
124.9 |
5.4% |
18% |
False |
False |
297,578 |
| 120 |
3,515.0 |
2,084.0 |
1,431.0 |
61.5% |
110.9 |
4.8% |
17% |
False |
False |
248,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,767.8 |
|
2.618 |
2,606.2 |
|
1.618 |
2,507.2 |
|
1.000 |
2,446.0 |
|
0.618 |
2,408.2 |
|
HIGH |
2,347.0 |
|
0.618 |
2,309.2 |
|
0.500 |
2,297.5 |
|
0.382 |
2,285.8 |
|
LOW |
2,248.0 |
|
0.618 |
2,186.8 |
|
1.000 |
2,149.0 |
|
1.618 |
2,087.8 |
|
2.618 |
1,988.8 |
|
4.250 |
1,827.3 |
|
|
| Fisher Pivots for day following 28-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,317.2 |
2,296.8 |
| PP |
2,307.3 |
2,266.7 |
| S1 |
2,297.5 |
2,236.5 |
|