| Trading Metrics calculated at close of trading on 30-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2009 |
30-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
2,331.0 |
2,260.0 |
-71.0 |
-3.0% |
2,129.0 |
| High |
2,331.0 |
2,283.0 |
-48.0 |
-2.1% |
2,347.0 |
| Low |
2,237.0 |
2,216.0 |
-21.0 |
-0.9% |
2,126.0 |
| Close |
2,271.0 |
2,229.0 |
-42.0 |
-1.8% |
2,229.0 |
| Range |
94.0 |
67.0 |
-27.0 |
-28.7% |
221.0 |
| ATR |
98.5 |
96.3 |
-2.3 |
-2.3% |
0.0 |
| Volume |
1,291,348 |
1,493,188 |
201,840 |
15.6% |
6,725,035 |
|
| Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,443.7 |
2,403.3 |
2,265.9 |
|
| R3 |
2,376.7 |
2,336.3 |
2,247.4 |
|
| R2 |
2,309.7 |
2,309.7 |
2,241.3 |
|
| R1 |
2,269.3 |
2,269.3 |
2,235.1 |
2,256.0 |
| PP |
2,242.7 |
2,242.7 |
2,242.7 |
2,236.0 |
| S1 |
2,202.3 |
2,202.3 |
2,222.9 |
2,189.0 |
| S2 |
2,175.7 |
2,175.7 |
2,216.7 |
|
| S3 |
2,108.7 |
2,135.3 |
2,210.6 |
|
| S4 |
2,041.7 |
2,068.3 |
2,192.2 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,897.0 |
2,784.0 |
2,350.6 |
|
| R3 |
2,676.0 |
2,563.0 |
2,289.8 |
|
| R2 |
2,455.0 |
2,455.0 |
2,269.5 |
|
| R1 |
2,342.0 |
2,342.0 |
2,249.3 |
2,398.5 |
| PP |
2,234.0 |
2,234.0 |
2,234.0 |
2,262.3 |
| S1 |
2,121.0 |
2,121.0 |
2,208.7 |
2,177.5 |
| S2 |
2,013.0 |
2,013.0 |
2,188.5 |
|
| S3 |
1,792.0 |
1,900.0 |
2,168.2 |
|
| S4 |
1,571.0 |
1,679.0 |
2,107.5 |
|
|
| 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 |
2,126.0 |
221.0 |
9.9% |
86.6 |
3.9% |
47% |
False |
False |
1,345,007 |
| 10 |
2,348.0 |
2,084.0 |
264.0 |
11.8% |
96.1 |
4.3% |
55% |
False |
False |
1,297,423 |
| 20 |
2,619.0 |
2,084.0 |
535.0 |
24.0% |
88.9 |
4.0% |
27% |
False |
False |
1,196,194 |
| 40 |
2,619.0 |
2,084.0 |
535.0 |
24.0% |
92.8 |
4.2% |
27% |
False |
False |
795,971 |
| 60 |
2,781.0 |
2,084.0 |
697.0 |
31.3% |
108.0 |
4.8% |
21% |
False |
False |
533,251 |
| 80 |
3,179.0 |
2,084.0 |
1,095.0 |
49.1% |
127.1 |
5.7% |
13% |
False |
False |
400,868 |
| 100 |
3,379.0 |
2,084.0 |
1,295.0 |
58.1% |
124.8 |
5.6% |
11% |
False |
False |
325,331 |
| 120 |
3,515.0 |
2,084.0 |
1,431.0 |
64.2% |
111.5 |
5.0% |
10% |
False |
False |
271,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,567.8 |
|
2.618 |
2,458.4 |
|
1.618 |
2,391.4 |
|
1.000 |
2,350.0 |
|
0.618 |
2,324.4 |
|
HIGH |
2,283.0 |
|
0.618 |
2,257.4 |
|
0.500 |
2,249.5 |
|
0.382 |
2,241.6 |
|
LOW |
2,216.0 |
|
0.618 |
2,174.6 |
|
1.000 |
2,149.0 |
|
1.618 |
2,107.6 |
|
2.618 |
2,040.6 |
|
4.250 |
1,931.3 |
|
|
| Fisher Pivots for day following 30-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,249.5 |
2,281.5 |
| PP |
2,242.7 |
2,264.0 |
| S1 |
2,235.8 |
2,246.5 |
|