| Trading Metrics calculated at close of trading on 23-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2009 |
23-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
837.00 |
824.25 |
-12.75 |
-1.5% |
851.75 |
| High |
844.00 |
836.00 |
-8.00 |
-0.9% |
865.75 |
| Low |
807.50 |
799.50 |
-8.00 |
-1.0% |
797.50 |
| Close |
825.50 |
823.50 |
-2.00 |
-0.2% |
823.50 |
| Range |
36.50 |
36.50 |
0.00 |
0.0% |
68.25 |
| ATR |
34.79 |
34.91 |
0.12 |
0.4% |
0.00 |
| Volume |
2,859,490 |
3,060,637 |
201,147 |
7.0% |
11,580,006 |
|
| Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
929.25 |
912.75 |
843.50 |
|
| R3 |
892.75 |
876.25 |
833.50 |
|
| R2 |
856.25 |
856.25 |
830.25 |
|
| R1 |
839.75 |
839.75 |
826.75 |
829.75 |
| PP |
819.75 |
819.75 |
819.75 |
814.50 |
| S1 |
803.25 |
803.25 |
820.25 |
793.25 |
| S2 |
783.25 |
783.25 |
816.75 |
|
| S3 |
746.75 |
766.75 |
813.50 |
|
| S4 |
710.25 |
730.25 |
803.50 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,033.75 |
996.75 |
861.00 |
|
| R3 |
965.50 |
928.50 |
842.25 |
|
| R2 |
897.25 |
897.25 |
836.00 |
|
| R1 |
860.25 |
860.25 |
829.75 |
844.50 |
| PP |
829.00 |
829.00 |
829.00 |
821.00 |
| S1 |
792.00 |
792.00 |
817.25 |
776.50 |
| S2 |
760.75 |
760.75 |
811.00 |
|
| S3 |
692.50 |
723.75 |
804.75 |
|
| S4 |
624.25 |
655.50 |
786.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
865.75 |
797.50 |
68.25 |
8.3% |
42.25 |
5.1% |
38% |
False |
False |
2,990,279 |
| 10 |
914.75 |
797.50 |
117.25 |
14.2% |
36.25 |
4.4% |
22% |
False |
False |
2,546,761 |
| 20 |
942.75 |
797.50 |
145.25 |
17.6% |
28.25 |
3.4% |
18% |
False |
False |
1,789,587 |
| 40 |
942.75 |
797.50 |
145.25 |
17.6% |
35.25 |
4.3% |
18% |
False |
False |
1,347,863 |
| 60 |
1,006.50 |
737.25 |
269.25 |
32.7% |
42.50 |
5.2% |
32% |
False |
False |
900,409 |
| 80 |
1,177.25 |
737.25 |
440.00 |
53.4% |
51.50 |
6.2% |
20% |
False |
False |
676,867 |
| 100 |
1,303.75 |
737.25 |
566.50 |
68.8% |
49.00 |
6.0% |
15% |
False |
False |
541,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
991.00 |
|
2.618 |
931.50 |
|
1.618 |
895.00 |
|
1.000 |
872.50 |
|
0.618 |
858.50 |
|
HIGH |
836.00 |
|
0.618 |
822.00 |
|
0.500 |
817.75 |
|
0.382 |
813.50 |
|
LOW |
799.50 |
|
0.618 |
777.00 |
|
1.000 |
763.00 |
|
1.618 |
740.50 |
|
2.618 |
704.00 |
|
4.250 |
644.50 |
|
|
| Fisher Pivots for day following 23-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
821.50 |
823.00 |
| PP |
819.75 |
822.25 |
| S1 |
817.75 |
821.75 |
|