| Trading Metrics calculated at close of trading on 29-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2009 |
29-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
2,250.0 |
2,331.0 |
81.0 |
3.6% |
2,320.0 |
| High |
2,347.0 |
2,331.0 |
-16.0 |
-0.7% |
2,331.0 |
| Low |
2,248.0 |
2,237.0 |
-11.0 |
-0.5% |
2,084.0 |
| Close |
2,327.0 |
2,271.0 |
-56.0 |
-2.4% |
2,148.0 |
| Range |
99.0 |
94.0 |
-5.0 |
-5.1% |
247.0 |
| ATR |
98.9 |
98.5 |
-0.3 |
-0.4% |
0.0 |
| Volume |
1,474,462 |
1,291,348 |
-183,114 |
-12.4% |
4,704,078 |
|
| Daily Pivots for day following 29-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,561.7 |
2,510.3 |
2,322.7 |
|
| R3 |
2,467.7 |
2,416.3 |
2,296.9 |
|
| R2 |
2,373.7 |
2,373.7 |
2,288.2 |
|
| R1 |
2,322.3 |
2,322.3 |
2,279.6 |
2,301.0 |
| PP |
2,279.7 |
2,279.7 |
2,279.7 |
2,269.0 |
| S1 |
2,228.3 |
2,228.3 |
2,262.4 |
2,207.0 |
| S2 |
2,185.7 |
2,185.7 |
2,253.8 |
|
| S3 |
2,091.7 |
2,134.3 |
2,245.2 |
|
| S4 |
1,997.7 |
2,040.3 |
2,219.3 |
|
|
| 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 |
11.6% |
93.2 |
4.1% |
71% |
False |
False |
1,358,367 |
| 10 |
2,348.0 |
2,084.0 |
264.0 |
11.6% |
97.6 |
4.3% |
71% |
False |
False |
1,323,725 |
| 20 |
2,619.0 |
2,084.0 |
535.0 |
23.6% |
88.0 |
3.9% |
35% |
False |
False |
1,137,265 |
| 40 |
2,619.0 |
2,084.0 |
535.0 |
23.6% |
91.9 |
4.0% |
35% |
False |
False |
758,700 |
| 60 |
2,781.0 |
2,084.0 |
697.0 |
30.7% |
108.6 |
4.8% |
27% |
False |
False |
508,513 |
| 80 |
3,179.0 |
2,084.0 |
1,095.0 |
48.2% |
127.9 |
5.6% |
17% |
False |
False |
382,208 |
| 100 |
3,428.0 |
2,084.0 |
1,344.0 |
59.2% |
125.5 |
5.5% |
14% |
False |
False |
310,475 |
| 120 |
3,515.0 |
2,084.0 |
1,431.0 |
63.0% |
111.3 |
4.9% |
13% |
False |
False |
258,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,730.5 |
|
2.618 |
2,577.1 |
|
1.618 |
2,483.1 |
|
1.000 |
2,425.0 |
|
0.618 |
2,389.1 |
|
HIGH |
2,331.0 |
|
0.618 |
2,295.1 |
|
0.500 |
2,284.0 |
|
0.382 |
2,272.9 |
|
LOW |
2,237.0 |
|
0.618 |
2,178.9 |
|
1.000 |
2,143.0 |
|
1.618 |
2,084.9 |
|
2.618 |
1,990.9 |
|
4.250 |
1,837.5 |
|
|
| Fisher Pivots for day following 29-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,284.0 |
2,270.3 |
| PP |
2,279.7 |
2,269.7 |
| S1 |
2,275.3 |
2,269.0 |
|